# EDGAR Filing Document

**Accession Number:** 0001761055
**File Stem:** 0001410368-26-031729
**Filing Date:** 2026-3
**Character Count:** 1577619
**Document Hash:** 4f9a720e742d2c13bf5137ae2ba480c1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-031729.hdr.sgml**: 20260326

**ACCESSION NUMBER**: 0001410368-26-031729

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260326

**DATE AS OF CHANGE**: 20260326

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock ETF Trust
- **CENTRAL INDEX KEY:** 0001761055

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23402
- **FILM NUMBER:** 26796001

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 8004417762

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

## Series and Classes Contracts Data

### iShares Systematic Alternatives Active ETF (Series ID: S000095901)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000264683 | iShares Systematic Alternatives Active ETF |  |

## Nport-Ex

January 31, 2026

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

2026 Quarterly Report <br>&nbsp;&nbsp;&nbsp;&nbsp;(Unaudited)<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| |
|:---|
| **BlackRock ETF Trust** |
| • iShares Systematic Alternatives Active ETF \| IALT \| NASDAQ |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**Not FDIC Insured • May Lose Value • No Bank Guarantee**<br>

------

Schedule of Investments (unaudited)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**(Percentages shown are based on Net Assets)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Collateralized Mortgage Obligations** | **Collateralized Mortgage Obligations** | **Collateralized Mortgage Obligations** |
| **Mortgage-Backed Securities — 4.9%** | **Mortgage-Backed Securities — 4.9%** | **Mortgage-Backed Securities — 4.9%** |
| Connecticut Avenue Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp; 6.85%, 12/25/41, (30-day Avg SOFR + 3.15%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; $750 | $764099 |
| &nbsp;&nbsp;&nbsp; 7.21%, 10/25/39, (30-day Avg SOFR + 3.51%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 584 | 592695 |
| &nbsp;&nbsp;&nbsp; 8.20%, 04/25/42, (30-day Avg SOFR + 4.50%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 750 | 780809 |
| &nbsp;&nbsp;&nbsp; 10.70%, 04/25/42, (30-day Avg SOFR + 7.00%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 750 | 799357 |
| Federal Home Loan Mortgage Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 8.95%, 03/25/42, (30-day Avg SOFR + 5.25%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 750 | 783983 |
| &nbsp;&nbsp;&nbsp; 9.35%, 04/25/42, (30-day Avg SOFR + 5.65%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 500 | 526875 |
|  |  | 4247818 |
| **Total Collateralized Mortgage Obligations — 4.9%** <br>**(Cost: $4,248,985)** | **Total Collateralized Mortgage Obligations — 4.9%** <br>**(Cost: $4,248,985)** | 4247818 |
| **Corporate Bonds & Notes** | **Corporate Bonds & Notes** | **Corporate Bonds & Notes** |
| **Advertising — 0.0%** | **Advertising — 0.0%** | **Advertising — 0.0%** |
| &nbsp;&nbsp;&nbsp; Clear Channel Outdoor Holdings, Inc., 7.50%, <br> 06/01/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 9 | 8906 |
| **Aerospace & Defense — 0.3%** | **Aerospace & Defense — 0.3%** | **Aerospace & Defense — 0.3%** |
| Hexcel Corp., 4.20%, 02/15/27 | &nbsp;&nbsp;&nbsp; 90 | 89863 |
| Lockheed Martin Corp., 4.15%, 08/15/28 | &nbsp;&nbsp;&nbsp; 60 | 60482 |
| TransDigm, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 03/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 57 | 58936 |
| &nbsp;&nbsp;&nbsp; 7.13%, 12/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 55 | 57679 |
|  |  | 266960 |
| **Agriculture — 0.6%** | **Agriculture — 0.6%** | **Agriculture — 0.6%** |
| BAT Capital Corp., 6.34%, 08/02/30 | &nbsp;&nbsp;&nbsp; 60 | 64849 |
| Philip Morris International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/27/28 | &nbsp;&nbsp;&nbsp; 100 | 99870 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/29/30 | &nbsp;&nbsp;&nbsp; 115 | 113762 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/01/27 | &nbsp;&nbsp;&nbsp; 100 | 100953 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/30/30 | &nbsp;&nbsp;&nbsp; 30 | 30178 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/01/29 | &nbsp;&nbsp;&nbsp; 75 | 76325 |
|  |  | 485937 |
| **Airlines — 0.2%** | **Airlines — 0.2%** | **Airlines — 0.2%** |
| JetBlue Airways Corp., 9.88%, 09/20/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 59 | 59258 |
| Southwest Airlines Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/28 | &nbsp;&nbsp;&nbsp; 100 | 100536 |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/15/27 | &nbsp;&nbsp;&nbsp; 50 | 50603 |
|  |  | 210397 |
| **Apparel — 0.3%** | **Apparel — 0.3%** | **Apparel — 0.3%** |
| Tapestry, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/15/27 | &nbsp;&nbsp;&nbsp; 90 | 90029 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/11/30 | &nbsp;&nbsp;&nbsp; 130 | 133272 |
| William Carter Co. (The), 7.38%, 02/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 33 | 34116 |
|  |  | 257417 |
| **Auto Manufacturers — 0.2%** | **Auto Manufacturers — 0.2%** | **Auto Manufacturers — 0.2%** |
| New Flyer Holdings, Inc., 9.25%, 07/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 32 | 34476 |
| Nissan Motor Acceptance Co. LLC, 6.13%, 09/30/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2 | 1994 |
| Nissan Motor Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 7.50%, 07/17/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 21 | 22049 |
| &nbsp;&nbsp;&nbsp; 7.75%, 07/17/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 41 | 43271 |
| &nbsp;&nbsp;&nbsp; 8.13%, 07/17/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 54 | 57668 |
|  |  | 159458 |
| **Auto Parts & Equipment — 0.1%** | **Auto Parts & Equipment — 0.1%** | **Auto Parts & Equipment — 0.1%** |
| Adient Global Holdings Ltd., 7.50%, 02/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 46 | 47764 |
| IHO Verwaltungs GmbH |  |  |
| &nbsp;&nbsp;&nbsp; 7.75%, 11/15/30, (7.75 % Cash)<sup>(a)(c)</sup> | &nbsp;&nbsp;&nbsp; 28 | 29437 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Auto Parts & Equipment (continued)** | **Auto Parts & Equipment (continued)** | **Auto Parts & Equipment (continued)** |
| &nbsp;&nbsp;&nbsp; 8.00%, 11/15/32, (8 % Cash)<sup>(a)(c)</sup> | &nbsp;&nbsp;&nbsp; $25 | $26643 |
| Phinia, Inc., 6.75%, 04/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 30 | 31012 |
|  |  | 134856 |
| **Banks — 7.9%** | **Banks — 7.9%** | **Banks — 7.9%** |
| Banco Santander SA, 4.55%, 11/06/30 | &nbsp;&nbsp;&nbsp; 200 | 200168 |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 10/22/30, (3-mo. CME Term SOFR + <br> 1.45%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 95 | 90590 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/10/28, (1-day SOFR + 1.99%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 185 | 191961 |
| Bank of Montreal |  |  |
| &nbsp;&nbsp;&nbsp; 4.06%, 09/22/28, (1-day SOFR Index + 0.75%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 90 | 90133 |
| &nbsp;&nbsp;&nbsp; 4.35%, 09/22/31, (1-day SOFR Index + 1.80%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 34944 |
| &nbsp;&nbsp;&nbsp; 4.64%, 09/10/30, (1-day SOFR + 1.25%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 55 | 55749 |
| &nbsp;&nbsp;&nbsp; 5.72%, 09/25/28 | &nbsp;&nbsp;&nbsp; 30 | 31261 |
| &nbsp;&nbsp;&nbsp; Bank of New York Mellon Corp. (The), 4.44%, 06/09/28, <br> (1-day SOFR + 0.68%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 100 | 100749 |
| Bank of Nova Scotia(The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.04%, 09/15/28, (1-day SOFR + 0.76%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 80 | 80045 |
| &nbsp;&nbsp;&nbsp; 4.34%, 09/15/31, (1-day SOFR + 1.09%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 60 | 59789 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/01/30 | &nbsp;&nbsp;&nbsp; 55 | 56270 |
| &nbsp;&nbsp;&nbsp; 4.93%, 02/14/29, (1-day SOFR + 0.89%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 60 | 61140 |
| &nbsp;&nbsp;&nbsp; Canadian Imperial Bank of Commerce, 4.28%, 01/29/30, <br> (1-day SOFR Index + 0.79%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 100 | 100255 |
| Citigroup, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.41%, 03/31/31, (1-day SOFR + 3.91%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 99985 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/11/31, (1-day SOFR + 1.17%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 125101 |
| &nbsp;&nbsp;&nbsp; 4.64%, 05/07/28, (1-day SOFR + 1.14%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 251918 |
| &nbsp;&nbsp;&nbsp; 4.79%, 03/04/29, (1-day SOFR + 0.87%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 85 | 86229 |
| &nbsp;&nbsp;&nbsp; Citizens Financial Group, Inc., 5.84%, 01/23/30, (1-day <br> SOFR + 2.01%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 145 | 151242 |
| Fifth Third Bancorp |  |  |
| &nbsp;&nbsp;&nbsp; 4.57%, 04/29/32, (1-day SOFR + 0.95%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 29973 |
| &nbsp;&nbsp;&nbsp; 4.90%, 09/06/30, (1-day SOFR + 1.49%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 101738 |
| First-Citizens Bank & Trust Co., 6.13%, 03/09/28 | &nbsp;&nbsp;&nbsp; 120 | 124203 |
| Goldman Sachs Group, Inc.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/21/29, (1-day SOFR + 0.90%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 155 | 154915 |
| &nbsp;&nbsp;&nbsp; 4.37%, 10/21/31, (1-day SOFR + 1.06%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 85 | 84515 |
| &nbsp;&nbsp;&nbsp; 4.69%, 10/23/30, (1-day SOFR + 1.14%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 126696 |
| &nbsp;&nbsp;&nbsp; 4.94%, 04/23/28, (1-day SOFR + 1.32%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202158 |
| HSBC Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/03/29, (1-day SOFR + 1.03%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202988 |
| &nbsp;&nbsp;&nbsp; 5.29%, 11/19/30, (1-day SOFR + 1.29%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 270 | 278910 |
| &nbsp;&nbsp;&nbsp; JPMorgan Chase & Co., 4.51%, 10/22/28, (1-day SOFR <br> + 0.86%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 260 | 262403 |
| &nbsp;&nbsp;&nbsp; Lloyds Banking Group PLC, 5.09%, 11/26/28, (1-year <br> CMT + 0.85%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 203627 |
| Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp; Series I, 4.13%, 10/18/29, (1-day SOFR + 0.91%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 130 | 129901 |
| &nbsp;&nbsp;&nbsp; Series I, 4.36%, 10/22/31, (1-day SOFR + 1.07%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 29834 |
| Morgan Stanley Private Bank N.A. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/17/28, (1-day SOFR +0.78%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 250695 |
| &nbsp;&nbsp;&nbsp; 4.47%, 07/06/28, (1-day SOFR + 0.77%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 251596 |
| PNC Financial Services Group, Inc.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.08%, 01/26/29, (1-day SOFR + 0.61%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 90 | 90127 |
| &nbsp;&nbsp;&nbsp; 5.58%, 06/12/29, (1-day SOFR + 1.84%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 207034 |
| &nbsp;&nbsp;&nbsp; Regions Financial Corp., 5.72%, 06/06/30, (1-day SOFR <br> +1.49%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 75 | 78308 |
| Royal Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/03/28, (1-day SOFR + 0.70%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 115 | 115060 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/06/29, (1-day SOFR + 0.89%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 75 | 75793 |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/18/30, (1-day SOFR Index + 1.08%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 70 | 71017 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Santander Holdings USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.49%, 01/06/28, (1-day SOFR + 1.25%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $100 | $98493 |
| &nbsp;&nbsp;&nbsp; 5.35%, 09/06/30, (1-day SOFR + 1.94%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 60 | 61545 |
| &nbsp;&nbsp;&nbsp; 5.47%, 03/20/29, (1-day SOFR + 1.61%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 165 | 168746 |
| Synchrony Bank, 5.63%, 08/23/27 | &nbsp;&nbsp;&nbsp; 250 | 254578 |
| Toronto-Dominion Bank(The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.11%, 10/13/28 | &nbsp;&nbsp;&nbsp; 155 | 155316 |
| &nbsp;&nbsp;&nbsp; 4.81%, 06/03/30 | &nbsp;&nbsp;&nbsp; 60 | 61219 |
| &nbsp;&nbsp;&nbsp; 4.99%, 04/05/29 | &nbsp;&nbsp;&nbsp; 55 | 56469 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/10/34, (5-year CMT + 1.50%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 35573 |
| Truist Bank, 4.42%, 07/24/28, (1-day SOFR + 0.77%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 251400 |
| &nbsp;&nbsp;&nbsp; U.S. Bank NA/Cincinnati OH, 4.73%, 05/15/28, (1-day <br> SOFR + 0.91%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 250 | 252410 |
| Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.08%, 09/15/29, (1-day SOFR + 0.88%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 140 | 139878 |
| &nbsp;&nbsp;&nbsp; 4.18%, 01/23/30, (1-day SOFR + 0.74%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 60 | 60050 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/23/30, (1-day SOFR + 1.50%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 90 | 92674 |
| &nbsp;&nbsp;&nbsp; Series W, 4.90%, 01/24/28, (1-day SOFR + 0.78%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 190 | 191605 |
| &nbsp;&nbsp;&nbsp; Westpac Banking Corp., 2.67%, 11/15/35, (5-year CMT <br> + 1.75%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 45 | 40877 |
|  |  | 6859853 |
| **Beverages — 0.1%** | **Beverages — 0.1%** | **Beverages — 0.1%** |
| Constellation Brands, Inc., 4.80%, 01/15/29 | &nbsp;&nbsp;&nbsp; 20 | 20358 |
| PepsiCo, Inc., 4.45%, 02/07/28 | &nbsp;&nbsp;&nbsp; 50 | 50718 |
|  |  | 71076 |
| **Biotechnology — 0.2%** | **Biotechnology — 0.2%** | **Biotechnology — 0.2%** |
| Genmab A/S |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 12/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 13 | 13325 |
| &nbsp;&nbsp;&nbsp; 7.25%, 12/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 56 | 59268 |
| Regeneron Pharmaceuticals, Inc., 1.75%, 09/15/30 | &nbsp;&nbsp;&nbsp; 50 | 44725 |
| Royalty Pharma PLC, 5.15%, 09/02/29 | &nbsp;&nbsp;&nbsp; 90 | 92696 |
|  |  | 210014 |
| **Building Materials — 0.2%** | **Building Materials — 0.2%** | **Building Materials — 0.2%** |
| Amrize Finance U.S. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/07/27 | &nbsp;&nbsp;&nbsp; 30 | 30212 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/07/30 | &nbsp;&nbsp;&nbsp; 30 | 30711 |
| Masco Corp., 1.50%, 02/15/28 | &nbsp;&nbsp;&nbsp; 90 | 85550 |
| Sisecam U.K. PLC |  |  |
| &nbsp;&nbsp;&nbsp; 8.25%, 05/02/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 16 | 16447 |
| &nbsp;&nbsp;&nbsp; 8.63%, 05/02/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 27 | 27888 |
|  |  | 190808 |
| **Chemicals — 0.3%** | **Chemicals — 0.3%** | **Chemicals — 0.3%** |
| Air Products and Chemicals, Inc., 4.30%, 06/11/28 | &nbsp;&nbsp;&nbsp; 55 | 55535 |
| Celanese U.S. Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 04/15/30 | &nbsp;&nbsp;&nbsp; 16 | 16278 |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/15/33 | &nbsp;&nbsp;&nbsp; 41 | 41531 |
| &nbsp;&nbsp;&nbsp; 7.38%, 07/15/32 | &nbsp;&nbsp;&nbsp; 22 | 22952 |
| Ecolab, Inc., 4.30%, 06/15/28 | &nbsp;&nbsp;&nbsp; 60 | 60598 |
| FMC Corp., 8.45%, 11/01/55, (5-year CMT + 4.37%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 56 | 44914 |
| Tronox, Inc., 4.63%, 03/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6 | 4612 |
|  |  | 246420 |
| **Coal — 0.0%** | **Coal — 0.0%** | **Coal — 0.0%** |
| SunCoke Energy, Inc., 4.88%, 06/30/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 32 | 30175 |
| **Commercial Services — 1.0%** | **Commercial Services — 1.0%** | **Commercial Services — 1.0%** |
| ADT Security Corp. (The), 4.88%, 07/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 39 | 37766 |
| Avis Budget Car Rental LLC/Avis Budget Finance, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 02/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 29 | 29646 |
| &nbsp;&nbsp;&nbsp; 8.25%, 01/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 13 | 13455 |
| &nbsp;&nbsp;&nbsp; 8.38%, 06/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 34 | 34977 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Commercial Services (continued)** | **Commercial Services (continued)** | **Commercial Services (continued)** |
| Belron U.K. Finance PLC, 5.75%, 10/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $57 | $58085 |
| Bidvest Group UK PLC (The), 6.20%, 09/17/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 29 | 29526 |
| Cimpress PLC, 7.38%, 09/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 30 | 30805 |
| Deluxe Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 06/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 27 | 27464 |
| &nbsp;&nbsp;&nbsp; 8.13%, 09/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 26232 |
| Equifax, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/15/30 | &nbsp;&nbsp;&nbsp; 50 | 47397 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/15/29 | &nbsp;&nbsp;&nbsp; 50 | 50844 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/01/28 | &nbsp;&nbsp;&nbsp; 95 | 97049 |
| GEO Group, Inc.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 8.63%, 04/15/29 | &nbsp;&nbsp;&nbsp; 37 | 38692 |
| &nbsp;&nbsp;&nbsp; 10.25%, 04/15/31 | &nbsp;&nbsp;&nbsp; 27 | 29460 |
| PROG Holdings, Inc., 6.00%, 11/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 36 | 35631 |
| RELX Capital, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/18/29 | &nbsp;&nbsp;&nbsp; 55 | 54865 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/27/30 | &nbsp;&nbsp;&nbsp; 75 | 76389 |
| S&P Global, Inc., 4.75%, 08/01/28 | &nbsp;&nbsp;&nbsp; 75 | 76429 |
| TriNet Group, Inc., 3.50%, 03/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 31 | 29298 |
| Williams Scotsman, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 04/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 28 | 29011 |
| &nbsp;&nbsp;&nbsp; 7.38%, 10/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 26065 |
|  |  | 879086 |
| **Computers — 0.6%** | **Computers — 0.6%** | **Computers — 0.6%** |
| Amdocs Ltd., 2.54%, 06/15/30 | &nbsp;&nbsp;&nbsp; 110 | 101075 |
| ASGN, Inc., 4.63%, 05/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 32 | 31515 |
| CGI, Inc., 4.95%, 03/14/30 | &nbsp;&nbsp;&nbsp; 70 | 70962 |
| IBM International Capital Pte Ltd., 4.60%, 02/05/29 | &nbsp;&nbsp;&nbsp; 200 | 203295 |
| Insight Enterprises, Inc., 6.63%, 05/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 28 | 28664 |
| International Business Machines Corp., 3.50%, 05/15/29 | &nbsp;&nbsp;&nbsp; 100 | 98386 |
|  |  | 533897 |
| **Cosmetics & Personal Care — 0.1%** | **Cosmetics & Personal Care — 0.1%** | **Cosmetics & Personal Care — 0.1%** |
| Kenvue, Inc., 5.05%, 03/22/28 | &nbsp;&nbsp;&nbsp; 55 | 56208 |
| **Diversified Financial Services — 2.2%** | **Diversified Financial Services — 2.2%** | **Diversified Financial Services — 2.2%** |
| Ally Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.74%, 05/15/29, (1-day SOFR Index + 1.96%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 80 | 82146 |
| &nbsp;&nbsp;&nbsp; 6.99%, 06/13/29, (1-day SOFR + 3.26%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 31639 |
| American Express Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.73%, 04/25/29, (1-day SOFR + 1.26%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 101506 |
| &nbsp;&nbsp;&nbsp; 5.04%, 07/26/28, (1-day SOFR + 0.93%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 130 | 132039 |
| Ares Management Corp., 6.38%, 11/10/28 | &nbsp;&nbsp;&nbsp; 110 | 116041 |
| BGC Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.60%, 06/10/29 | &nbsp;&nbsp;&nbsp; 50 | 52286 |
| &nbsp;&nbsp;&nbsp; 8.00%, 05/25/28 | &nbsp;&nbsp;&nbsp; 90 | 96241 |
| Bread Financial Holdings, Inc., 6.75%, 05/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3 | 3090 |
| Burford Capital Global Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 7.50%, 07/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 30 | 28963 |
| &nbsp;&nbsp;&nbsp; 9.25%, 07/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 37 | 38083 |
| Capital One Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.49%, 09/11/31, (1-day SOFR + 1.25%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 29801 |
| &nbsp;&nbsp;&nbsp; 4.93%, 05/10/28, (1-day SOFR + 2.06%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 120 | 121241 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/01/30, (1-day SOFR + 1.91%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 31150 |
| Charles Schwab Corp.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.34%, 11/14/31, (1-day SOFR + 0.94%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 80 | 79932 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/17/29, (1-day SOFR + 1.88%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 95 | 100360 |
| Coinbase Global, Inc., 3.38%, 10/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 61 | 58242 |
| Credit Acceptance Corp., 6.63%, 03/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 29 | 29028 |
| Enact Holdings, Inc., 6.25%, 05/28/29 | &nbsp;&nbsp;&nbsp; 50 | 52400 |
| Encore Capital Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 04/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 29 | 29246 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** |
| &nbsp;&nbsp;&nbsp; 8.50%, 05/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $27 | $28947 |
| Enova International, Inc., 9.13%, 08/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 28 | 29626 |
| LPL Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/03/28 | &nbsp;&nbsp;&nbsp; 125 | 126887 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/15/30 | &nbsp;&nbsp;&nbsp; 55 | 56096 |
| Mastercard, Inc., 4.55%, 03/15/28 | &nbsp;&nbsp;&nbsp; 40 | 40676 |
| OneMain Finance Corp., 7.88%, 03/15/30 | &nbsp;&nbsp;&nbsp; 39 | 41140 |
| Radian Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/15/27 | &nbsp;&nbsp;&nbsp; 90 | 90360 |
| &nbsp;&nbsp;&nbsp; 6.20%, 05/15/29 | &nbsp;&nbsp;&nbsp; 25 | 26252 |
| Stonex Escrow Issuer LLC, 6.88%, 07/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 32 | 33014 |
| StoneX Group, Inc., 7.88%, 03/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 31 | 32980 |
| &nbsp;&nbsp;&nbsp; Synchrony Financial, 5.02%, 07/29/29, (1-day SOFR + <br> 1.40%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 50 | 50584 |
| United Wholesale Mortgage LLC, 5.50%, 04/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 41 | 40508 |
| UWM Holdings LLC, 6.63%, 02/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 46 | 46397 |
| Velocity Commercial Capital LLC, 9.38%, 02/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15225 |
| &nbsp;&nbsp;&nbsp; VFH Parent LLC/Valor Co-Issuer, Inc., 7.50%, <br> 06/15/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 28 | 29333 |
|  |  | 1901459 |
| **Electric — 2.7%** | **Electric — 2.7%** | **Electric — 2.7%** |
| AEP Texas, Inc., 5.45%, 05/15/29 | &nbsp;&nbsp;&nbsp; 30 | 31111 |
| AES Corp.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 6.95%, 07/15/55, (5-year CMT + 2.89%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 29 | 28350 |
| &nbsp;&nbsp;&nbsp; 7.60%, 01/15/55, (5-year CMT + 3.20%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 40557 |
| &nbsp;&nbsp;&nbsp; Algonquin Power & Utilities Corp., 4.75%, 01/18/82, <br> (5-year CMT + 3.25%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 44 | 43681 |
| Ameren Illinois Co., 1.55%, 11/15/30 | &nbsp;&nbsp;&nbsp; 50 | 44188 |
| Berkshire Hathaway Energy Co., 3.25%, 04/15/28 | &nbsp;&nbsp;&nbsp; 55 | 54329 |
| Black Hills Corp., 3.05%, 10/15/29 | &nbsp;&nbsp;&nbsp; 50 | 47841 |
| CenterPoint Energy Houston Electric LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/30 | &nbsp;&nbsp;&nbsp; 115 | 117678 |
| &nbsp;&nbsp;&nbsp; 5.20%, 10/01/28 | &nbsp;&nbsp;&nbsp; 90 | 92833 |
| Consumers Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/30/29 | &nbsp;&nbsp;&nbsp; 55 | 55958 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/01/28 | &nbsp;&nbsp;&nbsp; 50 | 50743 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/15/30 | &nbsp;&nbsp;&nbsp; 50 | 51080 |
| DTE Energy Co., 4.95%, 07/01/27 | &nbsp;&nbsp;&nbsp; 50 | 50627 |
| Duke Energy Carolinas LLC, 4.85%, 03/15/30 | &nbsp;&nbsp;&nbsp; 30 | 30866 |
| Duke Energy Florida LLC, 4.20%, 12/01/30 | &nbsp;&nbsp;&nbsp; 60 | 59861 |
| Edison International |  |  |
| &nbsp;&nbsp;&nbsp; 7.88%, 06/15/54, (5-year CMT + 3.66%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 26039 |
| &nbsp;&nbsp;&nbsp; 8.13%, 06/15/53, (5-year CMT + 3.86%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 36 | 37256 |
| Entergy Texas, Inc., 4.00%, 03/30/29 | &nbsp;&nbsp;&nbsp; 50 | 49879 |
| &nbsp;&nbsp;&nbsp; EUSHI Finance, Inc., 6.25%, 04/01/56, (5-year CMT + <br> 2.51%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 44 | 44185 |
| Evergy Kansas Central, Inc., 4.70%, 03/13/28 | &nbsp;&nbsp;&nbsp; 85 | 86116 |
| Evergy Metro, Inc., Series 2020, 2.25%, 06/01/30 | &nbsp;&nbsp;&nbsp; 50 | 46097 |
| Florida Power & Light Co., 5.15%, 06/15/29 | &nbsp;&nbsp;&nbsp; 50 | 51886 |
| Georgia Power Co., 4.00%, 10/01/28 | &nbsp;&nbsp;&nbsp; 70 | 70222 |
| Jersey Central Power & Light Co., 4.15%, 01/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 49984 |
| NextEra Energy Capital Holdings, Inc., 4.69%, 09/01/27 | &nbsp;&nbsp;&nbsp; 130 | 131487 |
| NRG Energy, Inc., 5.75%, 07/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 22 | 21917 |
| Oklahoma Gas & Electric Co., 3.80%, 08/15/28 | &nbsp;&nbsp;&nbsp; 50 | 49793 |
| Oncor Electric Delivery Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/15/30 | &nbsp;&nbsp;&nbsp; 50 | 47258 |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/01/29 | &nbsp;&nbsp;&nbsp; 55 | 55963 |
| Pacific Gas and Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 07/01/30 | &nbsp;&nbsp;&nbsp; 70 | 69807 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/04/28 | &nbsp;&nbsp;&nbsp; 125 | 127243 |
| &nbsp;&nbsp;&nbsp; 5.55%, 05/15/29 | &nbsp;&nbsp;&nbsp; 60 | 61981 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| PacifiCorp, 5.10%, 02/15/29 | &nbsp;&nbsp;&nbsp; $55 | $56281 |
| PG&E Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/01/30 | &nbsp;&nbsp;&nbsp; 58 | 57649 |
| &nbsp;&nbsp;&nbsp; 7.38%, 03/15/55, (5-year CMT + 3.88%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2 | 2064 |
| Public Service Co. of New Hampshire, 4.40%, 07/01/28 | &nbsp;&nbsp;&nbsp; 55 | 55654 |
| San Diego Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/28 | &nbsp;&nbsp;&nbsp; 105 | 107613 |
| &nbsp;&nbsp;&nbsp; Series VVV, 1.70%, 10/01/30 | &nbsp;&nbsp;&nbsp; 55 | 49096 |
| System Energy Resources, Inc., 6.00%, 04/15/28 | &nbsp;&nbsp;&nbsp; 90 | 93441 |
| Tampa Electric Co., 4.90%, 03/01/29 | &nbsp;&nbsp;&nbsp; 50 | 51177 |
| Virginia Electric & Power Co., Series A, 2.88%, 07/15/29 | &nbsp;&nbsp;&nbsp; 50 | 48107 |
|  |  | 2347898 |
| **Electronics — 0.8%** | **Electronics — 0.8%** | **Electronics — 0.8%** |
| Amphenol Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/15/27 | &nbsp;&nbsp;&nbsp; 50 | 49976 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/15/30 | &nbsp;&nbsp;&nbsp; 60 | 59624 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/05/29 | &nbsp;&nbsp;&nbsp; 55 | 56622 |
| Honeywell International, Inc., 4.65%, 07/30/27 | &nbsp;&nbsp;&nbsp; 100 | 101236 |
| Jabil, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 01/15/30 | &nbsp;&nbsp;&nbsp; 50 | 48408 |
| &nbsp;&nbsp;&nbsp; 4.20%, 02/01/29 | &nbsp;&nbsp;&nbsp; 70 | 69974 |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/01/29 | &nbsp;&nbsp;&nbsp; 80 | 82720 |
| TD SYNNEX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 08/09/28 | &nbsp;&nbsp;&nbsp; 90 | 85918 |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/17/29 | &nbsp;&nbsp;&nbsp; 50 | 50016 |
| Trimble, Inc., 4.90%, 06/15/28 | &nbsp;&nbsp;&nbsp; 90 | 91367 |
|  |  | 695861 |
| **Engineering & Construction — 0.2%** | **Engineering & Construction — 0.2%** | **Engineering & Construction — 0.2%** |
| HTA Group Ltd./Mauritius, 7.50%, 06/04/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 48 | 49525 |
| IHS Holding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 7.88%, 05/29/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6 | 6165 |
| &nbsp;&nbsp;&nbsp; 8.25%, 11/29/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 36 | 37586 |
| MasTec, Inc., 5.90%, 06/15/29 | &nbsp;&nbsp;&nbsp; 50 | 52307 |
|  |  | 145583 |
| **Entertainment — 0.1%** | **Entertainment — 0.1%** | **Entertainment — 0.1%** |
| Warnermedia Holdings, Inc., 4.28%, 03/15/32 | &nbsp;&nbsp;&nbsp; 64 | 56320 |
| **Environmental Control — 0.3%** | **Environmental Control — 0.3%** | **Environmental Control — 0.3%** |
| Waste Connections, Inc., 4.25%, 12/01/28 | &nbsp;&nbsp;&nbsp; 100 | 100833 |
| Waste Management, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/15/29 | &nbsp;&nbsp;&nbsp; 10 | 9986 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/28 | &nbsp;&nbsp;&nbsp; 130 | 131828 |
|  |  | 242647 |
| **Food — 0.2%** | **Food — 0.2%** | **Food — 0.2%** |
| &nbsp;&nbsp;&nbsp; Albertsons Co, Inc./Safeway, Inc./New <br> Albertsons LP/Albertsons LLC, 5.75%, 03/31/34<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 30 | 29504 |
| Campbell's Co. (The), 5.20%, 03/21/29 | &nbsp;&nbsp;&nbsp; 30 | 30787 |
| Post Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 37 | 35052 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 58 | 58445 |
|  |  | 153788 |
| **Forest Products & Paper — 0.2%** | **Forest Products & Paper — 0.2%** | **Forest Products & Paper — 0.2%** |
| Suzano Austria GmbH, 5.00%, 01/15/30 | &nbsp;&nbsp;&nbsp; 200 | 200566 |
| **Gas — 0.4%** | **Gas — 0.4%** | **Gas — 0.4%** |
| &nbsp;&nbsp;&nbsp; AmeriGas Partners LP/AmeriGas Finance Corp., 9.50%, <br> 06/01/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 40 | 42870 |
| CenterPoint Energy Resources Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 10/01/30 | &nbsp;&nbsp;&nbsp; 70 | 62350 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/28 | &nbsp;&nbsp;&nbsp; 30 | 30752 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Gas (continued)** | **Gas (continued)** | **Gas (continued)** |
| National Fuel Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/01/28 | &nbsp;&nbsp;&nbsp; $90 | $91110 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/30 | &nbsp;&nbsp;&nbsp; 50 | 51719 |
| NiSource, Inc., 3.60%, 05/01/30 | &nbsp;&nbsp;&nbsp; 80 | 77839 |
|  |  | 356640 |
| **Hand & Machine Tools — 0.1%** | **Hand & Machine Tools — 0.1%** | **Hand & Machine Tools — 0.1%** |
| Snap-on, Inc., 3.25%, 03/01/27 | &nbsp;&nbsp;&nbsp; 50 | 49662 |
| **Health Care - Products — 0.1%** | **Health Care - Products — 0.1%** | **Health Care - Products — 0.1%** |
| Solventum Corp., 5.40%, 03/01/29 | &nbsp;&nbsp;&nbsp; 50 | 51816 |
| **Health Care - Services — 0.7%** | **Health Care - Services — 0.7%** | **Health Care - Services — 0.7%** |
| DaVita, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 34 | 32715 |
| &nbsp;&nbsp;&nbsp; 6.88%, 09/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 57 | 58712 |
| Fortrea Holdings, Inc., 7.50%, 07/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 28 | 28486 |
| HCA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 03/15/27 | &nbsp;&nbsp;&nbsp; 50 | 49518 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/15/30 | &nbsp;&nbsp;&nbsp; 100 | 99425 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/28 | &nbsp;&nbsp;&nbsp; 120 | 122265 |
| Select Medical Corp., 6.25%, 12/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 32 | 31055 |
| Sotera Health Holdings LLC, 7.38%, 06/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 52 | 54715 |
| Universal Health Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 10/15/30 | &nbsp;&nbsp;&nbsp; 50 | 45590 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/15/29 | &nbsp;&nbsp;&nbsp; 50 | 50301 |
|  |  | 572782 |
| **Holding Companies - Diversified — 0.9%** | **Holding Companies - Diversified — 0.9%** | **Holding Companies - Diversified — 0.9%** |
| Ares Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/30 | &nbsp;&nbsp;&nbsp; 50 | 50263 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/01/29 | &nbsp;&nbsp;&nbsp; 50 | 51305 |
| &nbsp;&nbsp;&nbsp; 5.95%, 07/15/29 | &nbsp;&nbsp;&nbsp; 60 | 61659 |
| &nbsp;&nbsp;&nbsp; 7.00%, 01/15/27 | &nbsp;&nbsp;&nbsp; 135 | 138617 |
| Blackstone Secured Lending Fund, 5.88%, 11/15/27 | &nbsp;&nbsp;&nbsp; 30 | 30599 |
| Golub Capital BDC, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.05%, 02/15/27 | &nbsp;&nbsp;&nbsp; 85 | 82869 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/15/29 | &nbsp;&nbsp;&nbsp; 55 | 56282 |
| &nbsp;&nbsp;&nbsp; 7.05%, 12/05/28 | &nbsp;&nbsp;&nbsp; 30 | 31576 |
| Icahn Enterprises LP/Icahn Enterprises Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 9.00%, 06/15/30 | &nbsp;&nbsp;&nbsp; 2 | 1951 |
| &nbsp;&nbsp;&nbsp; 9.75%, 01/15/29 | &nbsp;&nbsp;&nbsp; 40 | 40244 |
| &nbsp;&nbsp;&nbsp; 10.00%, 11/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 39 | 39366 |
| Main Street Capital Corp., 5.40%, 08/15/28 | &nbsp;&nbsp;&nbsp; 170 | 171038 |
|  |  | 755769 |
| **Home Builders — 0.2%** | **Home Builders — 0.2%** | **Home Builders — 0.2%** |
| &nbsp;&nbsp;&nbsp; Brookfield Residential Properties, Inc./Brookfield <br> Residential U.S. LLC, 4.88%, 02/15/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 32 | 29873 |
| DR Horton, Inc., 4.85%, 10/15/30 | &nbsp;&nbsp;&nbsp; 80 | 81839 |
| NVR, Inc., 3.00%, 05/15/30 | &nbsp;&nbsp;&nbsp; 55 | 52243 |
| Sekisui House U.S., Inc., 3.85%, 01/15/30 | &nbsp;&nbsp;&nbsp; 50 | 48290 |
|  |  | 212245 |
| **Home Furnishings — 0.1%** | **Home Furnishings — 0.1%** | **Home Furnishings — 0.1%** |
| Whirlpool Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 06/15/30 | &nbsp;&nbsp;&nbsp; 35 | 35091 |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/15/33 | &nbsp;&nbsp;&nbsp; 35 | 34538 |
|  |  | 69629 |
| **Insurance — 1.4%** | **Insurance — 1.4%** | **Insurance — 1.4%** |
| American International Group, Inc., 4.85%, 05/07/30 | &nbsp;&nbsp;&nbsp; 55 | 56333 |
| American National Global Funding, 4.88%, 01/23/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 80 | 79677 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| American National Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/27 | &nbsp;&nbsp;&nbsp; $90 | $90661 |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/01/29 | &nbsp;&nbsp;&nbsp; 70 | 72442 |
| Assurant, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 02/22/30 | &nbsp;&nbsp;&nbsp; 70 | 67988 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/27/28 | &nbsp;&nbsp;&nbsp; 85 | 85957 |
| &nbsp;&nbsp;&nbsp; Baldwin Insurance Group Holdings LLC/Baldwin <br> Insurance Group Holdings Finance, 7.13%, <br> 05/15/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 33 | 33935 |
| Brown & Brown, Inc., 4.90%, 06/23/30 | &nbsp;&nbsp;&nbsp; 30 | 30445 |
| Corebridge Financial, Inc., 3.85%, 04/05/29 | &nbsp;&nbsp;&nbsp; 55 | 54429 |
| Fairfax Financial Holdings Ltd., 4.85%, 04/17/28 | &nbsp;&nbsp;&nbsp; 90 | 91240 |
| Fidelity National Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/15/30 | &nbsp;&nbsp;&nbsp; 50 | 47714 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/28 | &nbsp;&nbsp;&nbsp; 90 | 90638 |
| Markel Group, Inc., 3.35%, 09/17/29 | &nbsp;&nbsp;&nbsp; 50 | 48434 |
| Prudential Financial, Inc., 3.88%, 03/27/28 | &nbsp;&nbsp;&nbsp; 50 | 50050 |
| RenaissanceRe Finance, Inc., 3.45%, 07/01/27 | &nbsp;&nbsp;&nbsp; 50 | 49668 |
| RenaissanceRe Holdings Ltd., 3.60%, 04/15/29 | &nbsp;&nbsp;&nbsp; 130 | 127101 |
| Unum Group, 4.00%, 06/15/29 | &nbsp;&nbsp;&nbsp; 50 | 49496 |
| Willis North America, Inc., 2.95%, 09/15/29 | &nbsp;&nbsp;&nbsp; 100 | 95425 |
|  |  | 1221633 |
| **Internet — 0.5%** | **Internet — 0.5%** | **Internet — 0.5%** |
| Alphabet, Inc., 3.88%, 11/15/28 | &nbsp;&nbsp;&nbsp; 50 | 50231 |
| Amazon.com, Inc., 3.90%, 11/20/28 | &nbsp;&nbsp;&nbsp; 50 | 50179 |
| AppLovin Corp., 5.13%, 12/01/29 | &nbsp;&nbsp;&nbsp; 85 | 87190 |
| Meta Platforms, Inc., 4.60%, 05/15/28 | &nbsp;&nbsp;&nbsp; 100 | 101827 |
| Rakuten Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, (5-year CMT + 4.96%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 32 | 30939 |
| &nbsp;&nbsp;&nbsp; 9.75%, 04/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 53 | 59379 |
| Snap, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 03/01/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 37 | 37968 |
| &nbsp;&nbsp;&nbsp; 6.88%, 03/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 32 | 32676 |
| Wayfair LLC, 7.25%, 10/31/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 29 | 30322 |
|  |  | 480711 |
| **Iron & Steel — 0.3%** | **Iron & Steel — 0.3%** | **Iron & Steel — 0.3%** |
| Champion Iron Canada, Inc., 7.88%, 07/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 27 | 28882 |
| Mineral Resources Ltd., 7.00%, 04/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 39 | 40987 |
| Vale Overseas Ltd., 3.75%, 07/08/30 | &nbsp;&nbsp;&nbsp; 160 | 154034 |
|  |  | 223903 |
| **Leisure Time — 0.4%** | **Leisure Time — 0.4%** | **Leisure Time — 0.4%** |
| Life Time, Inc., 6.00%, 11/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 28 | 28708 |
| Lindblad Expeditions LLC, 7.00%, 09/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 39 | 40713 |
| NCL Corp. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25068 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 58 | 59439 |
| Patrick Industries, Inc., 6.38%, 11/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 29 | 29681 |
| Royal Caribbean Cruises Ltd., 3.70%, 03/15/28 | &nbsp;&nbsp;&nbsp; 130 | 128939 |
|  |  | 312548 |
| **Lodging — 0.3%** | **Lodging — 0.3%** | **Lodging — 0.3%** |
| &nbsp;&nbsp;&nbsp; Genting New York LLC/GENNY Capital, Inc., 7.25%, <br> 10/01/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 35 | 36172 |
| &nbsp;&nbsp;&nbsp; Hilton Grand Vacations Borrower Escrow LLC/Hilton <br> Grand Vacations Borrower Esc<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 18 | 17501 |
| &nbsp;&nbsp;&nbsp; 6.63%, 01/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 51 | 52131 |
| Hyatt Hotels Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/30/28 | &nbsp;&nbsp;&nbsp; 10 | 10190 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/30/29 | &nbsp;&nbsp;&nbsp; 50 | 51551 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Lodging (continued)** | **Lodging (continued)** | **Lodging (continued)** |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/23/30 | &nbsp;&nbsp;&nbsp; $100 | $104607 |
|  |  | 272152 |
| **Machinery — 0.1%** | **Machinery — 0.1%** | **Machinery — 0.1%** |
| Westinghouse Air Brake Technologies Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/15/28 | &nbsp;&nbsp;&nbsp; 95 | 96255 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/29/30 | &nbsp;&nbsp;&nbsp; 30 | 30658 |
|  |  | 126913 |
| **Manufacturing — 0.2%** | **Manufacturing — 0.2%** | **Manufacturing — 0.2%** |
| LSB Industries, Inc., 6.25%, 10/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 28 | 28030 |
| Textron, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/01/28 | &nbsp;&nbsp;&nbsp; 90 | 88811 |
| &nbsp;&nbsp;&nbsp; 3.90%, 09/17/29 | &nbsp;&nbsp;&nbsp; 50 | 49452 |
|  |  | 166293 |
| **Media — 0.6%** | **Media — 0.6%** | **Media — 0.6%** |
| CCO Holdings LLC/CCO Holdings Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 61 | 58273 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 65 | 59370 |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/01/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15145 |
| &nbsp;&nbsp;&nbsp; 7.38%, 03/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 58 | 59660 |
| &nbsp;&nbsp;&nbsp; 7.38%, 02/01/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20024 |
| Discovery Communications LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/15/30 | &nbsp;&nbsp;&nbsp; 45 | 41571 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/20/37 | &nbsp;&nbsp;&nbsp; 25 | 19312 |
| FactSet Research Systems, Inc., 2.90%, 03/01/27 | &nbsp;&nbsp;&nbsp; 90 | 88917 |
| McGraw-Hill Education, Inc., 7.38%, 09/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 37 | 38898 |
| &nbsp;&nbsp;&nbsp; Paramount Global, 6.25%, 02/28/57, (3-mo. SOFR US + <br> 4.16%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 40 | 36350 |
| Sinclair Television Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 32 | 28204 |
| &nbsp;&nbsp;&nbsp; 8.13%, 02/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 42 | 43446 |
| Sirius XM Radio LLC, 3.88%, 09/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 28 | 25574 |
| Versant Media Group, Inc., 7.25%, 01/30/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15372 |
|  |  | 550116 |
| **Mining — 0.6%** | **Mining — 0.6%** | **Mining — 0.6%** |
| Aris Mining Corp., 8.00%, 10/31/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 26156 |
| BHP Billiton Finance USA Ltd., 5.10%, 09/08/28 | &nbsp;&nbsp;&nbsp; 60 | 61693 |
| &nbsp;&nbsp;&nbsp; Compass Minerals International, Inc., 8.00%, <br> 07/01/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 36 | 38183 |
| Endeavour Mining PLC, 7.00%, 05/28/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 28 | 28919 |
| First Quantum Minerals Ltd., 8.63%, 06/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 41 | 42990 |
| IAMGOLD Corp., 5.75%, 10/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 26 | 26053 |
| Ivanhoe Mines Ltd., 7.88%, 01/23/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 42 | 43601 |
| Nickel Industries Ltd., 9.00%, 09/30/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 43 | 45042 |
| Novelis Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/30/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 61 | 59095 |
| &nbsp;&nbsp;&nbsp; 6.88%, 01/30/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20729 |
| Rio Tinto Finance USA PLC, 4.88%, 03/14/30 | &nbsp;&nbsp;&nbsp; 90 | 92274 |
| Stillwater Mining Co., 4.50%, 11/16/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 32 | 30720 |
|  |  | 515455 |
| **Office & Business Equipment — 0.3%** | **Office & Business Equipment — 0.3%** | **Office & Business Equipment — 0.3%** |
| CDW LLC/CDW Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/15/29 | &nbsp;&nbsp;&nbsp; 70 | 67560 |
| &nbsp;&nbsp;&nbsp; 3.28%, 12/01/28 | &nbsp;&nbsp;&nbsp; 120 | 116895 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/01/30 | &nbsp;&nbsp;&nbsp; 50 | 51001 |
|  |  | 235456 |
| **Oil & Gas — 1.5%** | **Oil & Gas — 1.5%** | **Oil & Gas — 1.5%** |
| BKV Upstream Midstream LLC, 7.50%, 10/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 29 | 29362 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Oil & Gas (continued)** | **Oil & Gas (continued)** | **Oil & Gas (continued)** |
| Borr IHC Ltd./Borr Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 10.00%, 11/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $49 | $49753 |
| &nbsp;&nbsp;&nbsp; 10.38%, 11/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10168 |
| California Resources Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 01/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 13 | 13113 |
| &nbsp;&nbsp;&nbsp; 8.25%, 06/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 52589 |
| Chevron USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 10/15/30 | &nbsp;&nbsp;&nbsp; 50 | 50509 |
| &nbsp;&nbsp;&nbsp; 4.48%, 02/26/28 | &nbsp;&nbsp;&nbsp; 30 | 30434 |
| Comstock Resources, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 14 | 13660 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 59 | 59376 |
| ConocoPhillips Co., 4.70%, 01/15/30 | &nbsp;&nbsp;&nbsp; 50 | 50935 |
| CVR Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 7.50%, 02/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15 | 14968 |
| &nbsp;&nbsp;&nbsp; 7.88%, 02/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 19838 |
| Diamondback Energy, Inc., 3.50%, 12/01/29 | &nbsp;&nbsp;&nbsp; 55 | 53424 |
| EOG Resources, Inc., 4.40%, 07/15/28 | &nbsp;&nbsp;&nbsp; 50 | 50591 |
| EQT Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/29 | &nbsp;&nbsp;&nbsp; 60 | 60261 |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/01/27 | &nbsp;&nbsp;&nbsp; 100 | 102120 |
| &nbsp;&nbsp;&nbsp; 7.50%, 06/01/30 | &nbsp;&nbsp;&nbsp; 55 | 60534 |
| HF Sinclair Corp., 4.50%, 10/01/30 | &nbsp;&nbsp;&nbsp; 40 | 39518 |
| Ithaca Energy North Sea PLC, 8.13%, 10/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 42 | 43777 |
| Murphy Oil Corp., 6.50%, 02/15/34 | &nbsp;&nbsp;&nbsp; 30 | 29892 |
| Noble Finance II LLC, 8.00%, 04/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 56 | 58377 |
| Northern Oil & Gas, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 7.88%, 10/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 35 | 35337 |
| &nbsp;&nbsp;&nbsp; 8.75%, 06/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 28 | 28945 |
| Seadrill Finance Ltd., 8.38%, 08/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 33 | 34570 |
| Talos Production, Inc., 9.38%, 02/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 35 | 37077 |
| Transocean International Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 8.25%, 05/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 23 | 23434 |
| &nbsp;&nbsp;&nbsp; 8.50%, 05/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 54 | 54966 |
| Valaris Ltd., 8.38%, 04/30/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 56 | 58515 |
| Woodside Finance Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/19/28 | &nbsp;&nbsp;&nbsp; 90 | 91384 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/19/30 | &nbsp;&nbsp;&nbsp; 55 | 56595 |
|  |  | 1314022 |
| **Oil & Gas Services — 0.1%** | **Oil & Gas Services — 0.1%** | **Oil & Gas Services — 0.1%** |
| Bristow Group, Inc., 6.75%, 02/01/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20234 |
| TGS ASA, 8.50%, 01/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 39 | 41023 |
| Tidewater, Inc., 9.13%, 07/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 33 | 35696 |
|  |  | 96953 |
| **Packaging & Containers — 0.2%** | **Packaging & Containers — 0.2%** | **Packaging & Containers — 0.2%** |
| Amcor Group Finance PLC, 5.45%, 05/23/29 | &nbsp;&nbsp;&nbsp; 50 | 51902 |
| Klabin Austria GmbH |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 01/12/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3 | 2708 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/03/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 41 | 41747 |
| &nbsp;&nbsp;&nbsp; Owens-Brockway Glass Container, Inc., 7.25%, <br> 05/15/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 40 | 40710 |
| Sonoco Products Co., 4.60%, 09/01/29 | &nbsp;&nbsp;&nbsp; 20 | 20170 |
|  |  | 157237 |
| **Pharmaceuticals — 0.9%** | **Pharmaceuticals — 0.9%** | **Pharmaceuticals — 0.9%** |
| AbbVie, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/28 | &nbsp;&nbsp;&nbsp; 100 | 101673 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/27 | &nbsp;&nbsp;&nbsp; 50 | 50528 |
| AdaptHealth LLC, 5.13%, 03/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 36 | 34960 |
| Amneal Pharmaceuticals LLC, 6.88%, 08/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 34 | 35801 |
| Cardinal Health, Inc., 3.41%, 06/15/27 | &nbsp;&nbsp;&nbsp; 60 | 59600 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| Cencora, Inc., 4.63%, 12/15/27 | &nbsp;&nbsp;&nbsp; $100 | $101224 |
| Grifols SA, 4.75%, 10/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 42 | 41378 |
| McKesson Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/30/30 | &nbsp;&nbsp;&nbsp; 115 | 116846 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/15/28 | &nbsp;&nbsp;&nbsp; 50 | 51177 |
| Novartis Capital Corp., 3.80%, 09/18/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 49844 |
| Pfizer, Inc., 3.88%, 11/15/27 | &nbsp;&nbsp;&nbsp; 50 | 50168 |
| Sanofi SA, 3.80%, 11/03/28 | &nbsp;&nbsp;&nbsp; 50 | 50024 |
| Viatris, Inc., 2.70%, 06/22/30 | &nbsp;&nbsp;&nbsp; 60 | 54979 |
|  |  | 798202 |
| **Pipelines — 1.3%** | **Pipelines — 1.3%** | **Pipelines — 1.3%** |
| Cheniere Corpus Christi Holdings LLC, 3.70%, 11/15/29 | &nbsp;&nbsp;&nbsp; 55 | 53812 |
| DCP Midstream Operating LP, 5.13%, 05/15/29 | &nbsp;&nbsp;&nbsp; 50 | 51186 |
| Enbridge, Inc., 5.30%, 04/05/29 | &nbsp;&nbsp;&nbsp; 60 | 61904 |
| Energy Transfer LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/01/29 | &nbsp;&nbsp;&nbsp; 70 | 72152 |
| &nbsp;&nbsp;&nbsp; 6.10%, 12/01/28 | &nbsp;&nbsp;&nbsp; 130 | 136623 |
| Enterprise Products Operating LLC, 4.30%, 06/20/28 | &nbsp;&nbsp;&nbsp; 70 | 70604 |
| &nbsp;&nbsp;&nbsp; Global Partners LP/GLP Finance Corp., 8.25%, <br> 01/15/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 11 | 11595 |
| &nbsp;&nbsp;&nbsp; NGL Energy Operating LLC/NGL Energy Finance Corp., <br> 8.38%, 02/15/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 18 | 18840 |
| ONEOK, Inc., 5.80%, 11/01/30 | &nbsp;&nbsp;&nbsp; 100 | 105274 |
| &nbsp;&nbsp;&nbsp; Plains All American Pipeline LP/PAA Finance Corp., <br> 3.80%, 09/15/30<br>| &nbsp;&nbsp;&nbsp; 60 | 58433 |
| South Bow USA Infrastructure Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.91%, 09/01/27 | &nbsp;&nbsp;&nbsp; 50 | 50528 |
| &nbsp;&nbsp;&nbsp; 5.03%, 10/01/29 | &nbsp;&nbsp;&nbsp; 50 | 50767 |
| Summit Midstream Holdings LLC, 8.63%, 10/31/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 48 | 50149 |
| Venture Global LNG, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 8.38%, 06/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 58 | 59323 |
| &nbsp;&nbsp;&nbsp; 9.50%, 02/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4 | 4260 |
| &nbsp;&nbsp;&nbsp; 9.88%, 02/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 58 | 61323 |
| Western Midstream Operating LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 02/01/30 | &nbsp;&nbsp;&nbsp; 55 | 53964 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/15/28 | &nbsp;&nbsp;&nbsp; 90 | 91139 |
| &nbsp;&nbsp;&nbsp; 6.35%, 01/15/29 | &nbsp;&nbsp;&nbsp; 65 | 68561 |
|  |  | 1130437 |
| **Real Estate — 0.2%** | **Real Estate — 0.2%** | **Real Estate — 0.2%** |
| &nbsp;&nbsp;&nbsp; Anywhere Real Estate Group LLC/Anywhere Co-Issuer <br> Corp., 7.00%, 04/15/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 37 | 37462 |
| &nbsp;&nbsp;&nbsp; Anywhere Real Estate Group LLC/Realogy <br> Co-Issuer Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3 | 2960 |
| &nbsp;&nbsp;&nbsp; 9.75%, 04/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 27 | 29469 |
| CBRE Services, Inc., 5.50%, 04/01/29 | &nbsp;&nbsp;&nbsp; 50 | 51821 |
| Five Point Operating Co. LP, 8.00%, 10/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25984 |
|  |  | 147696 |
| **Real Estate Investment Trusts — 2.4%** | **Real Estate Investment Trusts — 2.4%** | **Real Estate Investment Trusts — 2.4%** |
| American Homes 4 Rent LP, 4.95%, 06/15/30 | &nbsp;&nbsp;&nbsp; 50 | 50647 |
| Blackstone Mortgage Trust, Inc., 7.75%, 12/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 26798 |
| Crown Castle, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 07/01/30 | &nbsp;&nbsp;&nbsp; 50 | 47466 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/01/28 | &nbsp;&nbsp;&nbsp; 120 | 121820 |
| Diversified Healthcare Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/01/31 | &nbsp;&nbsp;&nbsp; 34 | 30337 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/28 | &nbsp;&nbsp;&nbsp; 19 | 18338 |
| &nbsp;&nbsp;&nbsp; 7.25%, 10/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15449 |
| Equinix Europe 2 Financing Corp. LLC, 4.60%, 11/15/30 | &nbsp;&nbsp;&nbsp; 60 | 60242 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** |
| ERP Operating LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/29 | &nbsp;&nbsp;&nbsp; $50 | $48300 |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/01/28 | &nbsp;&nbsp;&nbsp; 55 | 55239 |
| GLP Capital LP/GLP Financing II, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/30 | &nbsp;&nbsp;&nbsp; 120 | 116762 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/15/29 | &nbsp;&nbsp;&nbsp; 50 | 50955 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/01/28 | &nbsp;&nbsp;&nbsp; 130 | 133207 |
| Healthcare Realty Holdings LP, 3.10%, 02/15/30 | &nbsp;&nbsp;&nbsp; 50 | 47417 |
| Host Hotels & Resorts LP, 4.25%, 12/15/28 | &nbsp;&nbsp;&nbsp; 50 | 50110 |
| &nbsp;&nbsp;&nbsp; Invitation Homes Operating Partnership LP, 5.45%, <br> 08/15/30<br>| &nbsp;&nbsp;&nbsp; 50 | 51810 |
| Iron Mountain, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 53 | 50648 |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 58 | 59597 |
| Mid-America Apartments LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/15/29 | &nbsp;&nbsp;&nbsp; 50 | 49775 |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/15/28 | &nbsp;&nbsp;&nbsp; 55 | 55270 |
| Millrose Properties, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 09/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 11 | 11124 |
| &nbsp;&nbsp;&nbsp; 6.38%, 08/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 58 | 59200 |
| MPT Operating Partnership LP/MPT Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/15/31 | &nbsp;&nbsp;&nbsp; 5 | 3705 |
| &nbsp;&nbsp;&nbsp; 4.63%, 08/01/29 | &nbsp;&nbsp;&nbsp; 63 | 54015 |
| Omega Healthcare Investors, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/28 | &nbsp;&nbsp;&nbsp; 95 | 95797 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/01/30 | &nbsp;&nbsp;&nbsp; 30 | 30504 |
| &nbsp;&nbsp;&nbsp; Park Intermediate Holdings LLC/PK Domestic <br> Property LLC/PK Finance Co-Issuer, 4.88%, <br> 05/15/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 29 | 28369 |
| Realty Income Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.10%, 03/15/28 | &nbsp;&nbsp;&nbsp; 70 | 67423 |
| &nbsp;&nbsp;&nbsp; 3.95%, 02/01/29 | &nbsp;&nbsp;&nbsp; 60 | 59811 |
| Rithm Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 04/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 45 | 45974 |
| &nbsp;&nbsp;&nbsp; 8.00%, 07/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 19 | 19428 |
| RLJ Lodging Trust, 4.00%, 09/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 31 | 29418 |
| VICI Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/01/28 | &nbsp;&nbsp;&nbsp; 200 | 202053 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/15/30 | &nbsp;&nbsp;&nbsp; 105 | 106276 |
| Welltower OP LLC, 4.50%, 07/01/30 | &nbsp;&nbsp;&nbsp; 100 | 101002 |
|  |  | 2054286 |
| **Retail — 0.5%** | **Retail — 0.5%** | **Retail — 0.5%** |
| Advance Auto Parts, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 08/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 46 | 46780 |
| &nbsp;&nbsp;&nbsp; 7.38%, 08/01/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 30 | 30450 |
| Arko Corp., 5.13%, 11/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 31 | 27015 |
| Carvana Co., 9.00%, 06/01/31, (9 % Cash)<sup>(a)(c)</sup> | &nbsp;&nbsp;&nbsp; 53 | 58304 |
| Dick's Sporting Goods, Inc., 4.00%, 10/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 60 | 59162 |
| Kohl's Corp., 5.13%, 05/01/31 | &nbsp;&nbsp;&nbsp; 33 | 28251 |
| Macy's Retail Holdings LLC, 7.38%, 08/01/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 28 | 29567 |
| Petco Health & Wellness Co., Inc., 8.25%, 02/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5013 |
| QXO Building Products, Inc., 6.75%, 04/30/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 56 | 57707 |
| Victoria's Secret & Co., 4.63%, 07/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 36 | 35202 |
| Walmart, Inc., 4.35%, 04/28/30 | &nbsp;&nbsp;&nbsp; 100 | 101609 |
|  |  | 479060 |
| **Semiconductors — 0.3%** | **Semiconductors — 0.3%** | **Semiconductors — 0.3%** |
| Advanced Micro Devices, Inc., 4.32%, 03/24/28 | &nbsp;&nbsp;&nbsp; 50 | 50585 |
| Analog Devices, Inc., 4.25%, 06/15/28 | &nbsp;&nbsp;&nbsp; 60 | 60454 |
| Broadcom, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 02/15/28 | &nbsp;&nbsp;&nbsp; 100 | 96327 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Semiconductors (continued)** | **Semiconductors (continued)** | **Semiconductors (continued)** |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/12/27 | &nbsp;&nbsp;&nbsp; $20 | $20355 |
| Kioxia Holdings Corp., 6.25%, 07/24/30 | &nbsp;&nbsp;&nbsp; 56 | 57851 |
|  |  | 285572 |
| **Software — 0.7%** | **Software — 0.7%** | **Software — 0.7%** |
| Atlassian Corp., 5.25%, 05/15/29 | &nbsp;&nbsp;&nbsp; 80 | 82294 |
| Cadence Design Systems, Inc., 4.20%, 09/10/27 | &nbsp;&nbsp;&nbsp; 50 | 50204 |
| CoreWeave, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 9.00%, 02/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 21 | 20418 |
| &nbsp;&nbsp;&nbsp; 9.25%, 06/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 63 | 62017 |
| Open Text Corp., 3.88%, 12/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 52 | 48265 |
| Open Text Holdings, Inc., 4.13%, 02/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 29 | 26938 |
| Oracle Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/26/30 | &nbsp;&nbsp;&nbsp; 60 | 58566 |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/03/28 | &nbsp;&nbsp;&nbsp; 145 | 146006 |
| Paychex, Inc., 5.10%, 04/15/30 | &nbsp;&nbsp;&nbsp; 20 | 20572 |
| Take-Two Interactive Software, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/14/27 | &nbsp;&nbsp;&nbsp; 30 | 29907 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/12/29 | &nbsp;&nbsp;&nbsp; 50 | 51789 |
| &nbsp;&nbsp;&nbsp; ZoomInfo Technologies LLC/ZoomInfo Finance Corp., <br> 3.88%, 02/01/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 20 | 18281 |
|  |  | 615257 |
| **Telecommunications — 1.1%** | **Telecommunications — 1.1%** | **Telecommunications — 1.1%** |
| America Movil SAB de CV, 3.63%, 04/22/29 | &nbsp;&nbsp;&nbsp; 200 | 195442 |
| Cipher Compute LLC, 7.13%, 11/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 57 | 58733 |
| Cisco Systems, Inc., 4.55%, 02/24/28 | &nbsp;&nbsp;&nbsp; 30 | 30477 |
| &nbsp;&nbsp;&nbsp; Deutsche Telekom International Finance BV, 8.75%, <br> 06/15/30<br>| &nbsp;&nbsp;&nbsp; 75 | 87462 |
| GCI LLC, 4.75%, 10/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 36 | 35256 |
| Level 3 Financing, Inc., 6.88%, 06/30/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 51 | 52555 |
| Millicom International Cellular SA |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/27/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 48 | 44700 |
| &nbsp;&nbsp;&nbsp; 7.38%, 04/02/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25926 |
| Motorola Solutions, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 08/15/30 | &nbsp;&nbsp;&nbsp; 50 | 50988 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/29 | &nbsp;&nbsp;&nbsp; 70 | 71773 |
| Rogers Communications, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 04/15/55, (5-year CMT + 2.65%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 56 | 58087 |
| &nbsp;&nbsp;&nbsp; 7.13%, 04/15/55, (5-year CMT + 2.62%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15730 |
| &nbsp;&nbsp;&nbsp; Uniti Group LP/Uniti Group Finance 2019, Inc./CSL <br> Capital LLC<br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 48629 |
| &nbsp;&nbsp;&nbsp; 8.63%, 06/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 36 | 36348 |
| Viasat, Inc., 7.50%, 05/30/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 45 | 43700 |
| &nbsp;&nbsp;&nbsp; Windstream Services LLC/Windstream Escrow Finance <br> Corp., 8.25%, 10/01/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 68 | 71232 |
| WULF Compute LLC, 7.75%, 10/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 57 | 59452 |
|  |  | 986490 |
| **Transportation — 0.0%** | **Transportation — 0.0%** | **Transportation — 0.0%** |
| Danaos Corp., 6.88%, 10/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 28 | 28920 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Venture Capital — 0.1%** | **Venture Capital — 0.1%** | **Venture Capital — 0.1%** |
| Hercules Capital, Inc., 6.00%, 06/16/30 | &nbsp;&nbsp;&nbsp; $60 | $60687 |
| **Total Corporate Bonds & Notes — 35.3%** <br>**(Cost: $30,626,578)** | **Total Corporate Bonds & Notes — 35.3%** <br>**(Cost: $30,626,578)** | 30674132 |
| **U.S. Treasury Obligations** | **U.S. Treasury Obligations** | **U.S. Treasury Obligations** |
| &nbsp;&nbsp;&nbsp; U.S. Treasury Bill |  |  |
| &nbsp;&nbsp;&nbsp; 3.62%, 02/19/26<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 6500 | 6488947 |
| &nbsp;&nbsp;&nbsp; 3.85%, 02/05/26<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 1067 | 1066681 |
| &nbsp;&nbsp;&nbsp; 3.64%, 04/16/26<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 500 | 496359 |
| &nbsp;&nbsp;&nbsp; 3.81%, 02/26/26<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 6100 | 6085285 |
| &nbsp;&nbsp;&nbsp; 3.71%, 03/03/26<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 17900 | 17847730 |
| &nbsp;&nbsp;&nbsp; 3.62%, 04/21/26<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 13600 | 13494396 |
| &nbsp;&nbsp;&nbsp; 3.65%, 03/10/26<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 100 | 99637 |
| &nbsp;&nbsp;&nbsp; 3.67%, 03/24/26<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198989 |
| &nbsp;&nbsp;&nbsp; 3.64%, 04/28/26<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 1400 | 1388253 |
| **Total U.S. Treasury Obligations — 54.2%** <br>**(Cost: $47,158,461)** | **Total U.S. Treasury Obligations — 54.2%** <br>**(Cost: $47,158,461)** | 47166277 |
| **Total Long-Term Investments — 94.4%** <br>**(Cost: $82,034,024)** | **Total Long-Term Investments — 94.4%** <br>**(Cost: $82,034,024)** | 82088227 |
|  | &nbsp;&nbsp; *Shares* |  |
| **Short-Term Securities** | **Short-Term Securities** | **Short-Term Securities** |
| **Money Market Funds — 2.8%** | **Money Market Funds — 2.8%** | **Money Market Funds — 2.8%** |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Treasury, SL Agency Shares, <br> 3.64%<sup>(e)</sup><br>| &nbsp;&nbsp;&nbsp; 2460000 | 2460000 |
| **Total Short-Term Securities — 2.8%** <br>**(Cost: $2,460,000)** | **Total Short-Term Securities — 2.8%** <br>**(Cost: $2,460,000)** | 2460000 |
| **Total Investments — 97.2%** <br>**(Cost: $84,494,024)** | **Total Investments — 97.2%** <br>**(Cost: $84,494,024)** | 84548227 |
| **Other Assets Less Liabilities — 2.8%** | **Other Assets Less Liabilities — 2.8%** | 2410289 |
| **Net Assets — 100.0%** | **Net Assets — 100.0%** | $86958516 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration to qualified institutional investors. 

<sup>(b)</sup> Variable rate security. Interest rate resets periodically. The rate shown is the effective interest rate as of period end. Security description also includes the reference rate and spread if published and available. 

<sup>(c)</sup> Payment-in-kind security which may pay interest/dividends in additional par/shares and/or in cash. Rates shown are the current rate and possible payment rates. 

<sup>(d)</sup> Rates are discount rates or a range of discount rates as of period end.

<sup>(e)</sup> Affiliate of the Fund.

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Affiliates**

Investments in issuers considered to be affiliate(s) of the Fund during the period ended January 31, 2026 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at* <br>*12/09/25*<sup>(a)</sup> <br>| &nbsp;&nbsp; *Proceeds* <br>*from Sales*<br>| *Net Realized* <br>*Gain (Loss)*<br>| *Change in* <br>*Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>| *Value at* <br>*01/31/26*<br>| *Shares* <br>*Held at* <br>*01/31/26*<br>| *Income* | *Capital* <br>*Gain* <br>*Distributions* <br>*from* <br>*Underlying* <br>*Funds*<br>|
| BlackRock Cash Funds: Treasury, SL Agency Shares | $—<br> &nbsp;&nbsp; $2460000 <br><sup>(b)</sup><br>| $— | $— | $— | $2460000 | 2460000 | $5164 | $— |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> Commencement of operations.

<sup>(b)</sup> Represents net amount purchased (sold).

**Derivative Financial Instruments Outstanding as of Period End**

**Futures Contracts** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Description* | &nbsp;&nbsp; *Number of* <br>*Contracts*<br>| &nbsp;&nbsp; *Expiration* <br>*Date*<br>| *Notional* <br>*Amount* <br>*(000)*<br>| &nbsp;&nbsp; *Value/* <br>*Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>|
| Long Contracts |  |  |  |  |
| &nbsp;&nbsp;&nbsp; WTI Crude Oil | 11 | 02/20/26 | &nbsp;&nbsp; $717 | $73126 |
| &nbsp;&nbsp;&nbsp; NSE IFSC Nifty 50 Index | 43 | 02/24/26 | &nbsp;&nbsp; 2187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18744 |
| &nbsp;&nbsp;&nbsp; FTSE China A50 Index | 254 | 02/26/26 | &nbsp;&nbsp; 3791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3802 |
| &nbsp;&nbsp;&nbsp; Brent Crude Oil | 20 | 02/27/26 | &nbsp;&nbsp; 1386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97934 |
| &nbsp;&nbsp;&nbsp; Gasoline RBOB | 11 | 02/27/26 | &nbsp;&nbsp; 897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37904 |
| &nbsp;&nbsp;&nbsp; Euro BUND | 35 | 03/06/26 | &nbsp;&nbsp; 5318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28983 |
| &nbsp;&nbsp;&nbsp; Low Sulphur Gas | 1 | 03/12/26 | &nbsp;&nbsp; 73 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7415 |
| &nbsp;&nbsp;&nbsp; TOPIX Index | 7 | 03/12/26 | &nbsp;&nbsp; 1619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77552 |
| &nbsp;&nbsp;&nbsp; 10-Year Japanese Government Treasury Bonds | 2 | 03/13/26 | &nbsp;&nbsp; 1701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17322) |
| &nbsp;&nbsp;&nbsp; Soybean | 11 | 03/13/26 | &nbsp;&nbsp; 585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1104) |
| &nbsp;&nbsp;&nbsp; LME Copper | 4 | 03/16/26 | &nbsp;&nbsp; 1312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4894 |
| &nbsp;&nbsp;&nbsp; S&P/TSE 60 Index | 11 | 03/19/26 | &nbsp;&nbsp; 2993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12879 |
| &nbsp;&nbsp;&nbsp; FTSE/MIB Index | 4 | 03/20/26 | &nbsp;&nbsp; 1082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29999 |
| &nbsp;&nbsp;&nbsp; Micro E-Mini NASDAQ 100 Index | 16 | 03/20/26 | &nbsp;&nbsp; 822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41 |
| &nbsp;&nbsp;&nbsp; MSCI Hong Kong Index | 10 | 03/20/26 | &nbsp;&nbsp; 844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62064 |
| &nbsp;&nbsp;&nbsp; S&P 500 E-Mini Index | 46 | 03/20/26 | &nbsp;&nbsp; 16021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 209386 |
| &nbsp;&nbsp;&nbsp; 2-Year U.S. Treasury Note | 52 | 03/31/26 | &nbsp;&nbsp; 10840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9680 |
| &nbsp;&nbsp;&nbsp; Gold 100 OZ | 7 | 04/28/26 | &nbsp;&nbsp; 3322 | &nbsp;&nbsp;&nbsp;&nbsp; (255713) |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400264 |
| Short Contracts |  |  |  |  |
| &nbsp;&nbsp;&nbsp; CBOE Volatility Index | 30 | 02/18/26 | &nbsp;&nbsp; 571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (23910) |
| &nbsp;&nbsp;&nbsp; CAC 40 Index | 3 | 02/20/26 | &nbsp;&nbsp; 290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 912 |
| &nbsp;&nbsp;&nbsp; Natural Gas | 11 | 02/25/26 | &nbsp;&nbsp; 479 | &nbsp;&nbsp;&nbsp;&nbsp; (164681) |
| &nbsp;&nbsp;&nbsp; NY Harbor ULSD | 1 | 02/27/26 | &nbsp;&nbsp; 106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6881) |
| &nbsp;&nbsp;&nbsp; Corn | 60 | 03/13/26 | &nbsp;&nbsp; 1285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52957 |
| &nbsp;&nbsp;&nbsp; 10-Year Australian Treasury Bonds | 41 | 03/16/26 | &nbsp;&nbsp; 3116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6670 |
| &nbsp;&nbsp;&nbsp; LME Aluminium Premiums | 9 | 03/16/26 | &nbsp;&nbsp; 706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1550) |
| &nbsp;&nbsp;&nbsp; SPI 200 Index | 12 | 03/19/26 | &nbsp;&nbsp; 1844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (24660) |
| &nbsp;&nbsp;&nbsp; 10-Year Canadian Bond | 9 | 03/20/26 | &nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2513) |
| &nbsp;&nbsp;&nbsp; 10-Year U.S. Treasury Note | 34 | 03/20/26 | &nbsp;&nbsp; 3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15450 |
| &nbsp;&nbsp;&nbsp; E-Mini Russell 2000 Index | 11 | 03/20/26 | &nbsp;&nbsp; 1444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19316) |
| &nbsp;&nbsp;&nbsp; FTSE 100 Index | 5 | 03/20/26 | &nbsp;&nbsp; 699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7487) |
| &nbsp;&nbsp;&nbsp; Long Gilt | 39 | 03/27/26 | &nbsp;&nbsp; 4848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31028 |
| &nbsp;&nbsp;&nbsp; Silver | 1 | 03/27/26 | &nbsp;&nbsp; 393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1507) |
| &nbsp;&nbsp;&nbsp; 5-Year U.S. Treasury Note | 94 | 03/31/26 | &nbsp;&nbsp; 10237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22352 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; (123136) |
|  |  |  |  | $277128 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Forward Foreign Currency Exchange Contracts** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Currency Purchased* | *Currency Purchased* | *Currency Sold* | *Currency Sold* | *Counterparty* | *Settlement Date* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Unrealized* <br>*Appreciation* <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| AUD | 1528000 | USD | 1054866 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $9046 |
| AUD | 682000 | USD | 459054 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15807 |
| AUD | 874000 | USD | 580256 | Morgan Stanley & Co. LLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28290 |
| BRL | 31845000 | USD | 5734490 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 257181 |
| BRL | 3827000 | USD | 679739 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40315 |
| BRL | 505000 | USD | 92357 | Goldman Sachs & Co. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2659 |
| BRL | 432000 | USD | 77800 | Societe Generale | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3481 |
| CAD | 682000 | USD | 497383 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4415 |
| CAD | 2390000 | USD | 1731380 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27119 |
| CAD | 2811000 | USD | 2037047 | Goldman Sachs & Co. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31213 |
| CAD | 291000 | USD | 212171 | Morgan Stanley & Co. LLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1940 |
| CAD | 1086000 | USD | 792524 | Societe Generale | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6527 |
| CHF | 52000 | EUR | 56014 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1046 |
| CHF | 1313000 | EUR | 1425266 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13452 |
| EUR | 26000 | USD | 30608 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 274 |
| EUR | 182000 | USD | 212502 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3669 |
| EUR | 521000 | USD | 610951 | Morgan Stanley & Co. LLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7868 |
| GBP | 1232000 | USD | 1652169 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33547 |
| GBP | 592000 | USD | 797530 | Morgan Stanley & Co. LLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12490 |
| GBP | 701000 | USD | 941953 | Societe Generale | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17209 |
| JPY | 97442000 | USD | 627533 | Goldman Sachs & Co. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4424 |
| JPY | 384666000 | USD | 2471844 | Morgan Stanley & Co. LLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22893 |
| JPY | 4583000 | USD | 29328 | Societe Generale | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 395 |
| KRW | 22033000 | USD | 15028 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 182 |
| KRW | 1117365000 | USD | 761994 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9360 |
| KRW | 352797000 | USD | 242294 | Merrill Lynch, Pierce, Fenner & Smith | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1253 |
| KRW | 312417000 | USD | 212519 | Societe Generale | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3153 |
| MXN | 6233000 | USD | 353385 | Goldman Sachs & Co. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1891 |
| MXN | 2124000 | USD | 117030 | Morgan Stanley & Co. LLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4037 |
| NOK | 7052000 | EUR | 608863 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8929 |
| NOK | 384000 | EUR | 32613 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1130 |
| NOK | 5163000 | EUR | 433977 | Goldman Sachs & Co. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20543 |
| NOK | 3855000 | EUR | 326250 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12705 |
| NZD | 1521000 | USD | 884136 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33118 |
| NZD | 1682000 | USD | 982742 | Morgan Stanley & Co. LLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31604 |
| SEK | 13692000 | EUR | 1274143 | Goldman Sachs & Co. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27107 |
| SEK | 15411000 | EUR | 1416516 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51407 |
| USD | 27989 | AUD | 40000 | Societe Generale | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 138 |
| USD | 183750 | INR | 16664000 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2637 |
| USD | 747478 | JPY | 114705000 | Goldman Sachs & Co. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3563 |
| USD | 64887 | JPY | 9982000 | Morgan Stanley & Co. LLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150 |
| USD | 57399 | KRW | 82883000 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 182 |
| USD | 138770 | KRW | 200145000 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 603 |
| USD | 347655 | ZAR | 5590000 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2699 |
| ZAR | 2576044 | USD | 153641 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5325 |
| ZAR | 549956 | USD | 32494 | Goldman Sachs & Co. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1444 |
| ZAR | 4627000 | USD | 274188 | Merrill Lynch, Pierce, Fenner & Smith | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11341 |
| ZAR | 57162000 | USD | 3387031 | Morgan Stanley & Co. LLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 140399 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 920160 |
| EUR | 856739 | CHF | 795000 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(15552)<br>|
| EUR | 6133473 | CHF | 5720000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (148408)<br>|
| EUR | 1326863 | CHF | 1227000 | Societe Generale | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (18570)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Forward Foreign Currency Exchange Contracts (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Currency Purchased* | *Currency Purchased* | *Currency Sold* | *Currency Sold* | *Counterparty* | *Settlement Date* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Unrealized*<br> *Appreciation*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| EUR | 86179 | NOK | 1035000 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(5089)<br>|
| EUR | 516821 | NOK | 6097000 | Goldman Sachs & Co. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19108)<br>|
| EUR | 793688 | NOK | 9415000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (34719)<br>|
| EUR | 2231221 | SEK | 24071000 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (58068)<br>|
| EUR | 564226 | SEK | 6067000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12432)<br>|
| INR | 45768000 | USD | 506257 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8826)<br>|
| INR | 434699000 | USD | 4795493 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (70947)<br>|
| INR | 11885000 | USD | 129966 | Morgan Stanley & Co. LLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (794)<br>|
| INR | 97798000 | USD | 1074952 | Societe Generale | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12030)<br>|
| JPY | 23371000 | USD | 151704 | Morgan Stanley & Co. LLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (133)<br>|
| KRW | 279915000 | USD | 194603 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1368)<br>|
| MXN | 962000 | USD | 55108 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (275)<br>|
| USD | 40199 | AUD | 60000 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1578)<br>|
| USD | 697201 | AUD | 1043000 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (29016)<br>|
| USD | 1541758 | AUD | 2289000 | Goldman Sachs & Co. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (52021)<br>|
| USD | 3356663 | AUD | 5049000 | Morgan Stanley & Co. LLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (158842)<br>|
| USD | 128423 | AUD | 190000 | Societe Generale | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3869)<br>|
| USD | 562769 | BRL | 3074000 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15608)<br>|
| USD | 56176 | BRL | 309000 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1963)<br>|
| USD | 108739 | BRL | 600000 | Goldman Sachs & Co. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4151)<br>|
| USD | 1786164 | CAD | 2451000 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17218)<br>|
| USD | 177167 | CAD | 242000 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (890)<br>|
| USD | 888297 | CAD | 1224000 | Morgan Stanley & Co. LLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12291)<br>|
| USD | 174598 | CAD | 240000 | Societe Generale | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1987)<br>|
| USD | 63541 | CHF | 50000 | Morgan Stanley & Co. LLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1436)<br>|
| USD | 1438557 | CNY | 10016000 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1062)<br>|
| USD | 7646991 | CNY | 53376000 | Morgan Stanley & Co. LLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (24840)<br>|
| USD | 15738 | DKK | 100000 | Morgan Stanley & Co. LLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (173)<br>|
| USD | 2112231 | EUR | 1794000 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (18598)<br>|
| USD | 106143 | EUR | 90000 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (755)<br>|
| USD | 2052209 | EUR | 1742000 | Morgan Stanley & Co. LLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (16856)<br>|
| USD | 89381 | EUR | 76000 | Societe Generale | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (888)<br>|
| USD | 1228863 | GBP | 916000 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (24478)<br>|
| USD | 1145253 | GBP | 839000 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2731)<br>|
| USD | 40336 | GBP | 30000 | Morgan Stanley & Co. LLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (712)<br>|
| USD | 40317 | GBP | 30000 | Societe Generale | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (731)<br>|
| USD | 332584 | INR | 30631000 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (330)<br>|
| USD | 911432 | JPY | 141846000 | Morgan Stanley & Co. LLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8505)<br>|
| USD | 55341 | JPY | 8600000 | Societe Generale | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (434)<br>|
| USD | 100057 | KRW | 147015000 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1433)<br>|
| USD | 89716 | KRW | 132297000 | Goldman Sachs & Co. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1613)<br>|
| USD | 1414499 | KRW | 2072165000 | Societe Generale | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15985)<br>|
| USD | 109055 | MXN | 1969000 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3177)<br>|
| USD | 405546 | MXN | 7362000 | Goldman Sachs & Co. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (14083)<br>|
| USD | 96491 | MXN | 1747000 | Merrill Lynch, Pierce, Fenner & Smith | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3086)<br>|
| USD | 3021381 | MXN | 55420000 | Morgan Stanley & Co. LLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (137520)<br>|
| USD | 816965 | NZD | 1404000 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (29731)<br>|
| USD | 372822 | NZD | 643000 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (14946)<br>|
| USD | 721155 | NZD | 1242000 | Morgan Stanley & Co. LLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (27846)<br>|
| USD | 17468 | SEK | 160000 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (534)<br>|
| USD | 7855 | SGD | 10000 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (30)<br>|
| USD | 57193 | ZAR | 961000 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2110)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Forward Foreign Currency Exchange Contracts (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Currency Purchased* | *Currency Purchased* | *Currency Sold* | *Currency Sold* | *Counterparty* | *Settlement Date* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Unrealized*<br> *Appreciation*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| USD | 495214 | ZAR | 8133000 | Merrill Lynch, Pierce, Fenner & Smith | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(6668)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1067044)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(146884)<br>|

---

**Centrally Cleared Credit Default Swaps — Sell Protection** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Obligation/Index* | *Financing* <br>*Rate Received* <br>*by the Fund*<br>| &nbsp;&nbsp;&nbsp; *Payment* <br>*Frequency*<br>| &nbsp;&nbsp;&nbsp; *Termination* <br>*Date*<br>| &nbsp;&nbsp;&nbsp; *Credit* <br>*Rating*<br>| &nbsp;&nbsp;&nbsp; *Notional* <br>*Amount (000)* | &nbsp;&nbsp;&nbsp; *Notional* <br>*Amount (000)* | *Value* | &nbsp;&nbsp;&nbsp; *Upfront* <br>*Premium* <br>*Paid* <br>&nbsp;&nbsp;&nbsp;&nbsp;*(Received)*<br>| &nbsp;&nbsp;&nbsp; *Unrealized* <br>*Appreciation* <br>&nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| CDX.NA.HY.45.V2 | 5.00<br> %<br>| Quarterly | 12/20/30 | B | USD | 6348 | $568175 | $522470 | $45705 |
| CDX.NA.IG.45.V1 | 1.00 | Quarterly | 12/20/30 | BBB+ | USD | 22064 | 522519 | 486062 | 36457 |
|  |  |  |  |  |  |  | $1090694 | $1008532 | $82162 |

---

**Centrally Cleared Interest Rate Swaps** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Paid by the Fund | Paid by the Fund | Received by the Fund | Received by the Fund | &nbsp;&nbsp; *Termination* <br>*Date* |  | &nbsp;&nbsp; *Notional* <br>*Amount* <br>*(000)* | *Value* | &nbsp;&nbsp; *Upfront* <br>*Premium* <br>*Paid* <br>*(Received)* | &nbsp;&nbsp; *Unrealized* <br>*Appreciation* <br>*(Depreciation)* |
| *Rate* | *Frequency* | *Rate* | *Frequency* | &nbsp;&nbsp; *Termination* <br>*Date* |  | &nbsp;&nbsp; *Notional* <br>*Amount* <br>*(000)* | *Value* | &nbsp;&nbsp; *Upfront* <br>*Premium* <br>*Paid* <br>*(Received)* | &nbsp;&nbsp; *Unrealized* <br>*Appreciation* <br>*(Depreciation)* |
| &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | 3.41% | Annual<br> 3/18/2026<sup>(a)</sup> <br>| &nbsp;&nbsp;&nbsp; 03/18/28 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 146 | &nbsp;&nbsp;&nbsp; $193 | &nbsp;&nbsp;&nbsp; $93 | &nbsp;&nbsp;&nbsp; $100 |
| &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | 3.60% | Annual<br> 3/18/2026<sup>(a)</sup> <br>| &nbsp;&nbsp;&nbsp; 03/18/31 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 191 | &nbsp;&nbsp;&nbsp; 588 | &nbsp;&nbsp;&nbsp; 277 | &nbsp;&nbsp;&nbsp; 311 |
|  |  |  |  |  |  |  | &nbsp;&nbsp;&nbsp; $781 | &nbsp;&nbsp;&nbsp; $370 | &nbsp;&nbsp;&nbsp; $411 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> Forward Swap.

**Equity Swap Contracts** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination* <br>*Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment* <br>*Frequency*<br>| *Value/ Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>|
| Long Contracts<sup>(a)</sup> | Long Contracts<sup>(a)</sup> | Long Contracts<sup>(a)</sup> | Long Contracts<sup>(a)</sup> | Long Contracts<sup>(a)</sup> | Long Contracts<sup>(a)</sup> | Long Contracts<sup>(a)</sup> | Long Contracts<sup>(a)</sup> |
| 3M Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $196450 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; $(9136)<br>|
| A O Smith Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 153933 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 837 |
| &nbsp;&nbsp;&nbsp; ABB Ltd., Class N, Registered <br> Shares<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 440596 | 11/11/26 | 0.26% | SSARON | Monthly | &nbsp;&nbsp; 50937 |
| Abbott Laboratories | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113197 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1022 |
| AbbVie, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77727 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1665 |
| &nbsp;&nbsp;&nbsp; Abercrombie & Fitch Co., <br> Class A<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3996 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 7 |
| Abivax SA, ADR | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35976 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (3632)<br>|
| Accelleron Industries AG | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 112991 | 11/11/26 | 0.26% | SSARON | Monthly | &nbsp;&nbsp; 7221 |
| Accor SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18336 | 12/09/27 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; (499)<br>|
| ACI Worldwide, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33716 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (285)<br>|
| &nbsp;&nbsp;&nbsp; ACS Actividades de <br> Construccion y Servicios <br> SA<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 442121 | 01/11/27 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; (2312)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) |
| &nbsp;&nbsp;&nbsp; ACS Actividades de <br> Construccion y Servicios <br> SA, (Expires 02/19/26)<br>| Barclays Bank PLC | $2163 | 01/11/27 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; $(7)<br>|
| Acuity, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 935 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (7)<br>|
| Acuity, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3116 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (23)<br>|
| Admiral Group PLC | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75917 | 11/11/26 | 0.25% | 1D SONIA | Monthly | &nbsp;&nbsp; (1665)<br>|
| Adobe, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 296344 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (6320)<br>|
| Adobe, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13188 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (285)<br>|
| &nbsp;&nbsp;&nbsp; Advanced Energy Industries, <br> Inc.<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28032 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (198)<br>|
| &nbsp;&nbsp;&nbsp; Advanced Energy Industries, <br> Inc.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10472 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (768)<br>|
| Advanced Micro Devices, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 178880 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (11985)<br>|
| Advanced Micro Devices, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39817 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (2414)<br>|
| AECOM | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 472198 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (7888)<br>|
| AerCap Holdings NV | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 222146 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (478)<br>|
| AeroVironment, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4963 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (788)<br>|
| AES Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86856 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 238 |
| Aflac, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81875 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 2003 |
| AGC, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28307 | 08/19/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; 1213 |
| Ageas SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79587 | 12/09/27 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; 1246 |
| Agilent Technologies, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48936 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1687)<br>|
| Agree Realty Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54167 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 150 |
| AIA Group Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 211211 | 02/25/26 | 0.30% | HONIA | Monthly | &nbsp;&nbsp; 19539 |
| Air Canada | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128332 | 12/09/27 | 0.20% | CABROVER | Monthly | &nbsp;&nbsp; (4087)<br>|
| Air Liquide SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 218760 | 01/11/27 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; 1086 |
| &nbsp;&nbsp;&nbsp; Air Products and Chemicals, <br> Inc.<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18885 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 463 |
| Airbnb, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54189 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1794)<br>|
| Airbnb, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26434 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (690)<br>|
| Airtel Africa PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30127 | 01/11/27 | 0.25% | 1D SONIA | Monthly | &nbsp;&nbsp; (3609)<br>|
| Akamai Technologies, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8623 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 412 |
| Aker BP ASA | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 550957 | 11/11/26 | 0.26% | NOWA | Monthly | &nbsp;&nbsp; 22875 |
| Alaska Air Group, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109837 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 4429 |
| Albemarle Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4239 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 197 |
| Albemarle Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203529 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (18908)<br>|
| &nbsp;&nbsp;&nbsp; Alexandria Real Estate <br> Equities, Inc.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 245488 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (14580)<br>|
| Alkermes PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85282 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (151)<br>|
| Allegion PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55330 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (421)<br>|
| Allianz SE, Registered Shares | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 353903 | 12/09/27 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; 1436 |
| Allstate Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51554 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 979 |
| Allstate Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31245 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 594 |
| Ally Financial, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200777 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (4640)<br>|
| Alphabet, Inc., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122630 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 2768 |
| Alphabet, Inc., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54209 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1223 |
| Alphabet, Inc., Class C | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49295 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1146 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) |
| Altria Group, Inc. | Barclays Bank PLC | $322971 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; $5080 |
| Altria Group, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33811 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 532 |
| Amada Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57402 | 12/11/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; (1036)<br>|
| Amadeus IT Group SA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55328 | 08/19/26 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; (4574)<br>|
| Amazon.com, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 492583 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 10426 |
| Amazon.com, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34682 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 734 |
| Amcor PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28699 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 993 |
| Amdocs Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 164983 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (2414)<br>|
| American Airlines Group, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18520 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (2121)<br>|
| American Eagle Outfitters, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11338 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (825)<br>|
| &nbsp;&nbsp;&nbsp; American International Group, <br> Inc.<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21982 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 781 |
| American Tower Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 302408 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 3982 |
| Ameriprise Financial, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28452 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1071 |
| Ameriprise Financial, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194083 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 7304 |
| AMETEK, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46381 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 431 |
| AMETEK, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 238120 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 2210 |
| Amgen, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52061 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (779)<br>|
| Amgen, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52061 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (779)<br>|
| Amphenol Corp., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32940 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1819)<br>|
| Amphenol Corp., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 212433 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (11729)<br>|
| Amplifon SpA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10334 | 08/19/26 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; 130 |
| Ampol Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 244804 | 02/25/26 | 0.30% | 1D AONIA | Monthly | &nbsp;&nbsp; (13500)<br>|
| ANA Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23730 | 12/11/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; (433)<br>|
| Analog Devices, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21905 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 168 |
| Analog Devices, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90705 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 694 |
| Anglo American PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 177525 | 01/11/27 | 0.25% | 1D SONIA | Monthly | &nbsp;&nbsp; 2475 |
| Antofagasta PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120842 | 12/09/27 | 0.25% | 1D SONIA | Monthly | &nbsp;&nbsp; 3582 |
| AP Moller - Maersk, Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 183847 | 01/11/27 | 0.26% | DESTR | Monthly | &nbsp;&nbsp; 7422 |
| AP Moller - Maersk, Class B | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73141 | 12/09/27 | 0.26% | DESTR | Monthly | &nbsp;&nbsp; 3513 |
| APA Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13490 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 454 |
| API Group Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29772 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (590)<br>|
| Apple, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 398850 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 17875 |
| Apple, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52154 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 2337 |
| &nbsp;&nbsp;&nbsp; Applied Industrial <br> Technologies, Inc.<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49690 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (3858)<br>|
| &nbsp;&nbsp;&nbsp; Applied Industrial <br> Technologies, Inc.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 133260 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (10346)<br>|
| Applied Materials, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77465 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 859 |
| Applied Materials, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32280 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 274 |
| AppLovin Corp., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9917 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (928)<br>|
| Aptiv PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 236975 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (5408)<br>|
| Aramark | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3864 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (15)<br>|
| Arch Capital Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 124056 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 4734 |
| Arch Capital Group Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36518 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1898 |
| Archer-Daniels-Midland Co. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20299 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 365 |
| Ares Capital Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50390 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (2435)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) |
| &nbsp;&nbsp;&nbsp; Ares Management Corp., <br> Class A<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $32627 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; $(2394)<br>|
| Argan, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49827 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (4356)<br>|
| Aristocrat Leisure Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 382622 | 02/25/26 | 0.30% | 1D AONIA | Monthly | &nbsp;&nbsp; (28696)<br>|
| Arthur J Gallagher & Co. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8513 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (34)<br>|
| Asahi Group Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192019 | 12/11/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; (3580)<br>|
| Asahi Kasei Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30830 | 08/19/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; 214 |
| Ascendis Pharma, ADR | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83457 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (931)<br>|
| ASM International NV | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 219802 | 11/11/26 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; (1445)<br>|
| ASML Holding NV | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202783 | 12/09/27 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; 5133 |
| ASMPT Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52631 | 02/25/26 | 0.30% | HONIA | Monthly | &nbsp;&nbsp; (1954)<br>|
| ASR Nederland NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125038 | 01/11/27 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; 1557 |
| Assa Abloy AB, Class B | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73470 | 08/19/26 | 0.26% | 1D STIBOR | Monthly | &nbsp;&nbsp; (648)<br>|
| Assurant, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27066 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 81 |
| Astellas Pharma, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 182780 | 12/11/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; (7515)<br>|
| AT&T, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 137707 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 15359 |
| Atlassian Corp., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36816 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (2899)<br>|
| Atlassian Corp., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3083 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (246)<br>|
| Aurubis AG | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108790 | 11/11/26 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; 5455 |
| Autodesk, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21851 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1369)<br>|
| Autoliv, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25924 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (585)<br>|
| &nbsp;&nbsp;&nbsp; Automatic Data Processing, <br> Inc.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 153542 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (3475)<br>|
| AutoZone, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3699 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 6 |
| Avery Dennison Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20825 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (48)<br>|
| Aviva PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 149096 | 12/09/27 | 0.25% | 1D SONIA | Monthly | &nbsp;&nbsp; (3098)<br>|
| AXA SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 483703 | 01/11/27 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; 2475 |
| Axsome Therapeutics, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30665 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (448)<br>|
| &nbsp;&nbsp;&nbsp; Babcock International Group <br> PLC<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193555 | 01/11/27 | 0.25% | 1D SONIA | Monthly | &nbsp;&nbsp; (3055)<br>|
| BAE Systems PLC | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 213573 | 11/11/26 | 0.25% | 1D SONIA | Monthly | &nbsp;&nbsp; (116)<br>|
| Baker Hughes Co., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74699 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 2020 |
| Banca Mediolanum SpA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14468 | 08/19/26 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; 334 |
| Banco Santander SA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33145 | 08/19/26 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; 728 |
| Bank Hapoalim BM | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74314 | 11/11/26 | 0.75% | SHIR | Monthly | &nbsp;&nbsp; (694)<br>|
| Bank of America Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 464741 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 6451 |
| Bank OZK | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25942 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (22)<br>|
| Bankinter SA | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 245652 | 11/11/26 | 0.00% | 1D ESTR | Monthly | &nbsp;&nbsp; 6762 |
| Barclays PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203026 | 12/09/27 | 0.25% | 1D SONIA | Monthly | &nbsp;&nbsp; 960 |
| Barrick Mining Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 248509 | 12/09/27 | 0.20% | CABROVER | Monthly | &nbsp;&nbsp; (20648)<br>|
| BASF SE | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14777 | 08/19/26 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; (247)<br>|
| BAWAG Group AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30434 | 01/11/27 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; (14)<br>|
| &nbsp;&nbsp;&nbsp; BE Semiconductor Industries <br> NV<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103096 | 12/09/27 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; (6358)<br>|
| Becton Dickinson & Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40796 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (507)<br>|
| Bellway PLC | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24714 | 11/11/26 | 0.25% | 1D SONIA | Monthly | &nbsp;&nbsp; (3)<br>|
| Bentley Systems, Inc., Class B | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33281 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (3464)<br>|
| Best Buy Co., Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55593 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1625)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) |
| Best Buy Co., Inc. | Goldman Sachs Bank USA | $165758 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; $(2748)<br>|
| Biogen, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47992 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 2737 |
| BioMarin Pharmaceutical, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86342 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (966)<br>|
| BioMarin Pharmaceutical, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17726 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (198)<br>|
| BioMerieux | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7370 | 08/19/26 | 0.18% | 1D ESTR | Monthly | &nbsp;&nbsp; (402)<br>|
| BioNTech SE, ADR | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86365 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (3441)<br>|
| &nbsp;&nbsp;&nbsp; Bio-Rad Laboratories, Inc., <br> Class A<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16688 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (1122)<br>|
| Bio-Techne Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57043 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (4554)<br>|
| &nbsp;&nbsp;&nbsp; BJ's Wholesale Club Holdings, <br> Inc.<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2112 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (78)<br>|
| Blackstone, Inc., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38882 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (3135)<br>|
| Block, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 307175 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (21764)<br>|
| BNP Paribas SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 187773 | 01/11/27 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; 6108 |
| Booking Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 427525 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (12372)<br>|
| Boot Barn Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42596 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (2260)<br>|
| &nbsp;&nbsp;&nbsp; Booz Allen Hamilton Holding <br> Corp., Class A<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4564 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (408)<br>|
| BorgWarner, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 793585 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (7954)<br>|
| Boston Scientific Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31221 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 766 |
| Boston Scientific Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 228773 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 5613 |
| BP PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95728 | 08/19/26 | 0.25% | 1D SONIA | Monthly | &nbsp;&nbsp; 5568 |
| Bridgestone Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45150 | 08/19/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (121)<br>|
| &nbsp;&nbsp;&nbsp; Bright Horizons Family <br> Solutions, Inc.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122793 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1725)<br>|
| Brightstar Lottery PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 177101 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 5550 |
| Bristol-Myers Squibb Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35876 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 72 |
| Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 341562 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 684 |
| Brixmor Property Group, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16867 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 466 |
| Broadcom, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31166 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 308 |
| &nbsp;&nbsp;&nbsp; Broadridge Financial Solutions, <br> Inc.<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66923 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (4045)<br>|
| &nbsp;&nbsp;&nbsp; Brookfield Infrastructure Corp., <br> Class A<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 405008 | 01/11/27 | 0.20% | CABROVER | Monthly | &nbsp;&nbsp; 18333 |
| Brown-Forman Corp., Class B | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7569 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (152)<br>|
| Burberry Group PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27624 | 12/09/27 | 0.25% | 1D SONIA | Monthly | &nbsp;&nbsp; (3692)<br>|
| Bureau Veritas SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 179080 | 01/11/27 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; (928)<br>|
| BWX Technologies, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73247 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (320)<br>|
| Cadence Design Systems, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24416 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1596)<br>|
| Cal-Maine Foods, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125373 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 3013 |
| Cameco Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46355 | 02/22/28 | 0.20% | 1D CORRA | Monthly | &nbsp;&nbsp; 149 |
| Camtek Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5637 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 78 |
| &nbsp;&nbsp;&nbsp; Canadian Apartment Properties <br> REIT<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109048 | 01/11/27 | 0.20% | CABROVER | Monthly | &nbsp;&nbsp; (814)<br>|
| &nbsp;&nbsp;&nbsp; Canadian Imperial Bank of <br> Commerce<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24068 | 08/18/26 | 0.20% | 1D CORRA | Monthly | &nbsp;&nbsp; 145 |
| &nbsp;&nbsp;&nbsp; Canadian National Railway <br> Co.<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3747 | 08/18/26 | 0.20% | 1D CORRA | Monthly | &nbsp;&nbsp; (188)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) |
| &nbsp;&nbsp;&nbsp; Canadian Pacific Kansas City <br> Ltd.<br>| Goldman Sachs Bank USA | $123439 | 08/18/26 | 0.20% | 1D CORRA | Monthly | &nbsp;&nbsp; $1669 |
| Canon, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29988 | 08/19/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; 451 |
| CapitaLand Ascendas REIT | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4304 | 08/19/26 | 0.30% | SORA | Monthly | &nbsp;&nbsp; (52)<br>|
| Capstone Copper Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45770 | 08/18/26 | 0.20% | 1D CORRA | Monthly | &nbsp;&nbsp; 3113 |
| Cardinal Health, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 165098 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 6376 |
| Cardinal Health, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41889 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1517 |
| CarMax, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41564 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (2859)<br>|
| Carnival Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 182074 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 9483 |
| Carnival PLC | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61757 | 11/11/26 | 0.25% | 1D SONIA | Monthly | &nbsp;&nbsp; 887 |
| Carpenter Technology Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2009 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (102)<br>|
| Carrier Global Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9666 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 701 |
| Carvana Co., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2765 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (359)<br>|
| Casey's General Stores, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113242 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (2253)<br>|
| Cava Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62037 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (4933)<br>|
| Cavco Industries, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58809 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (16496)<br>|
| Cboe Global Markets, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14410 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (627)<br>|
| Cboe Global Markets, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20041 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (427)<br>|
| CBRE Group, Inc., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53267 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 47 |
| CCL Industries, Inc., Class B | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73918 | 02/22/28 | 0.20% | 1D CORRA | Monthly | &nbsp;&nbsp; (5095)<br>|
| CDW Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49396 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1115)<br>|
| CDW Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6724 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (152)<br>|
| Cencora, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26435 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 506 |
| Centene Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 154701 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (7153)<br>|
| CF Industries Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28464 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1276 |
| CGI, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 161153 | 01/11/27 | 0.20% | CABROVER | Monthly | &nbsp;&nbsp; (6798)<br>|
| CH Robinson Worldwide, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85931 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 8230 |
| Charles Schwab Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 214967 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (269)<br>|
| Charles Schwab Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16024 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (20)<br>|
| &nbsp;&nbsp;&nbsp; Charter Communications, Inc., <br> Class A<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53755 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 3753 |
| &nbsp;&nbsp;&nbsp; Check Point Software <br> Technologies Ltd.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 184574 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1399 |
| Cheesecake Factory, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3737 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (85)<br>|
| Chemed Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 223828 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (8550)<br>|
| Chemed Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79164 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (3133)<br>|
| Cheniere Energy, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35775 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 818 |
| Cheniere Energy, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7238 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 166 |
| Chevron Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 123662 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 7598 |
| Chevron Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16000 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 983 |
| &nbsp;&nbsp;&nbsp; Chocoladefabriken Lindt & <br> Spruengli AG<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85764 | 01/11/27 | 0.26% | SSARON | Monthly | &nbsp;&nbsp; 465 |
| Chord Energy Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18706 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1543 |
| Chord Energy Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88921 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 7310 |
| Cie de Saint-Gobain SA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4021 | 08/19/26 | 0.18% | 1D ESTR | Monthly | &nbsp;&nbsp; (72)<br>|
| Ciena Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4601 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 436 |
| Ciena Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29255 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 962 |
| Cigna Group | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125334 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (2807)<br>|
| Cincinnati Financial Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9963 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 173 |
| Cintas Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44406 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (386)<br>|
| Cisco Systems, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 136173 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 7310 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) |
| Citigroup, Inc. | Barclays Bank PLC | $292606 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; $140 |
| Citizens Financial Group, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8546 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (169)<br>|
| Citizens Financial Group, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23259 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (460)<br>|
| Cleveland-Cliffs, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205440 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (8136)<br>|
| Clorox Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44200 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 465 |
| CME Group, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55997 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1526 |
| CME Group, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26169 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 713 |
| Coeur Mining, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20693 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (4280)<br>|
| Cogent Biosciences, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18580 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (1666)<br>|
| Cognex Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 209760 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (14936)<br>|
| Cognex Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27403 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (1951)<br>|
| &nbsp;&nbsp;&nbsp; Cognizant Technology <br> Solutions Corp., Class A<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 153483 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (4626)<br>|
| &nbsp;&nbsp;&nbsp; Cognizant Technology <br> Solutions Corp., Class A<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4357 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (8)<br>|
| Coherent Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9954 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 655 |
| Coles Group Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52547 | 02/25/26 | 0.30% | 1D AONIA | Monthly | &nbsp;&nbsp; 332 |
| Colgate-Palmolive Co. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24488 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1335 |
| &nbsp;&nbsp;&nbsp; Columbia Banking System, <br> Inc.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51744 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (401)<br>|
| Comcast Corp., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 225129 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 4005 |
| Comcast Corp., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16807 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 299 |
| Comfort Systems USA, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 56627 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 478 |
| Comfort Systems USA, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 268213 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 2465 |
| Commerce Bancshares, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98573 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (3242)<br>|
| Commercial Metals Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82709 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (535)<br>|
| Commerzbank AG | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 154202 | 08/19/26 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; (799)<br>|
| Compass Group PLC | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 353755 | 11/11/26 | 0.25% | 1D SONIA | Monthly | &nbsp;&nbsp; (9822)<br>|
| Computershare Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90115 | 12/11/26 | 0.00% | 1D AONIA | Monthly | &nbsp;&nbsp; (4405)<br>|
| Conagra Brands, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 272157 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 15433 |
| Conagra Brands, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35307 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 2102 |
| ConocoPhillips | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99786 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 7571 |
| &nbsp;&nbsp;&nbsp; Constellation Brands, Inc., <br> Class A<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13825 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (192)<br>|
| Continental AG | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189454 | 11/11/26 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; 816 |
| Convatec Group PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1908 | 08/19/26 | 0.25% | 1D SONIA | Monthly | &nbsp;&nbsp; 7 |
| Cooper Cos, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4742 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 59 |
| Copart, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40238 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (673)<br>|
| Corning, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41389 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 3938 |
| Corteva, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 218258 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 3782 |
| Corteva, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47086 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 816 |
| Costco Wholesale Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 221591 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (8154)<br>|
| Coterra Energy, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80531 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 4635 |
| Covivio SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30509 | 01/11/27 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; 284 |
| Crane Co. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 156293 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (19312)<br>|
| Credit Agricole SA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87245 | 08/19/26 | 0.18% | 1D ESTR | Monthly | &nbsp;&nbsp; 3972 |
| Credit Saison Co., Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19151 | 12/09/27 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (252)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) |
| &nbsp;&nbsp;&nbsp; Credo Technology Group <br> Holding Ltd.<br>| Citibank NA | $10403 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; $(756)<br>|
| CRH PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23914 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 78 |
| CRH PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3922 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (5)<br>|
| &nbsp;&nbsp;&nbsp; Crowdstrike Holdings, Inc., <br> Class A<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63074 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1719)<br>|
| Crown Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 356320 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 7966 |
| CSL Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2877 | 08/19/26 | 0.30% | 1D AONIA | Monthly | &nbsp;&nbsp; 21 |
| CSX Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4429 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 178 |
| CubeSmart | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201289 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (5833)<br>|
| Cullen/Frost Bankers, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 156299 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (4697)<br>|
| Cummins, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35454 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (146)<br>|
| Curtiss-Wright Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 434555 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (483)<br>|
| CVS Health Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11162 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1102)<br>|
| CyberAgent, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 470912 | 12/09/27 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (13679)<br>|
| D.R. Horton, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25541 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1132)<br>|
| D.R. Horton, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 304783 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (13503)<br>|
| Dai Nippon Printing Co., Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78241 | 08/19/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (1090)<br>|
| Daifuku Co., Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21380 | 08/19/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; 144 |
| Dai-ichi Life Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42300 | 12/11/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; 791 |
| Daiichi Sankyo Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 133822 | 12/11/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; (11081)<br>|
| &nbsp;&nbsp;&nbsp; Daiwa House Industry Co., <br> Ltd.<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 424869 | 02/26/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (9165)<br>|
| Daiwa Securities Group, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108420 | 08/19/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (258)<br>|
| Danaher Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54258 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (4789)<br>|
| Darden Restaurants, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78576 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (2225)<br>|
| Datadog, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20372 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1483 |
| Datadog, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11119 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 778 |
| DaVita, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117794 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 183 |
| Deckers Outdoor Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8841 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1542 |
| Delivery Hero SE | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2901 | 08/19/26 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; (85)<br>|
| &nbsp;&nbsp;&nbsp; Dell Technologies, Inc., <br> Class C<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 222672 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (5122)<br>|
| Delta Air Lines, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24615 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1092)<br>|
| Denso Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34006 | 08/19/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (707)<br>|
| Dentsu Group, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 166415 | 02/26/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (3358)<br>|
| &nbsp;&nbsp;&nbsp; Deutsche Bank AG, Class N, <br> Registered Shares<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205456 | 11/11/26 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; (140)<br>|
| Deutsche Post AG, Class N | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9090 | 08/19/26 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; 82 |
| &nbsp;&nbsp;&nbsp; Deutsche Telekom AG, <br> Class N, Registered Shares<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 222627 | 11/11/26 | 0.00% | 1D ESTR | Monthly | &nbsp;&nbsp; 12113 |
| Devon Energy Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203535 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 11951 |
| Devon Energy Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51273 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 3011 |
| Diamondback Energy, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33103 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 2638 |
| Dick's Sporting Goods, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30527 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (833)<br>|
| Digital Realty Trust, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 249651 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 11389 |
| Dillard's, Inc., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41209 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (2325)<br>|
| Diploma PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113232 | 01/11/27 | 0.25% | 1D SONIA | Monthly | &nbsp;&nbsp; (4610)<br>|
| DMG Mori Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65691 | 12/11/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; (2158)<br>|
| Dollar General Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145570 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1997)<br>|
| Dollar Tree, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5292 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; — |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) |
| Dollarama, Inc. | Barclays Bank PLC | $31325 | 01/11/27 | 0.20% | CABROVER | Monthly | &nbsp;&nbsp; $(734)<br>|
| Domino's Pizza, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12160 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 150 |
| Domino's Pizza, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 141816 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 978 |
| Donaldson Co., Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117726 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (495)<br>|
| DoorDash, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10974 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (129)<br>|
| Dow, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34081 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (938)<br>|
| Dow, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22148 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (108)<br>|
| Doximity, Inc., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82702 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (6750)<br>|
| Doximity, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4680 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (408)<br>|
| DraftKings, Inc., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5660 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (736)<br>|
| Dropbox, Inc., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196354 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (5687)<br>|
| DSM-Firmenich AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 421568 | 01/11/27 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; 4635 |
| DT Midstream, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 56698 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 2153 |
| Duke Energy Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14444 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 118 |
| Duolingo, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2080 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (203)<br>|
| DuPont de Nemours, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26420 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 547 |
| DuPont de Nemours, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13304 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 4 |
| Dynatrace, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68858 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (4981)<br>|
| Eagle Materials, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20591 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (2044)<br>|
| East West Bancorp, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15450 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (115)<br>|
| Eastman Chemical Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33717 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 181 |
| Eaton Corp. PLC | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 316336 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 16459 |
| Eaton Corp. PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22084 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 759 |
| eBay, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11829 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (335)<br>|
| eBay, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39699 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (1934)<br>|
| Ecolab, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17733 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 32 |
| Ecolab, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48415 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 88 |
| Edison International | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32374 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 821 |
| EDP SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 246678 | 12/09/27 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; 5901 |
| Edwards Lifesciences Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41291 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (1506)<br>|
| Eisai Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60394 | 12/11/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; (1848)<br>|
| Elastic NV | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6923 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (594)<br>|
| Elbit Systems Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36395 | 11/11/26 | 0.75% | SHIR | Monthly | &nbsp;&nbsp; (323)<br>|
| &nbsp;&nbsp;&nbsp; Element Fleet Management <br> Corp.<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35516 | 08/18/26 | 0.20% | 1D CORRA | Monthly | &nbsp;&nbsp; 31 |
| Element Solutions, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61253 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 148 |
| Eli Lilly & Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47845 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (2210)<br>|
| EMCOR Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 130035 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 3300 |
| EMCOR Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65317 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1711 |
| Emerson Electric Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 121861 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (2676)<br>|
| Empire Co., Ltd., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19565 | 01/11/27 | 0.20% | CABROVER | Monthly | &nbsp;&nbsp; (455)<br>|
| &nbsp;&nbsp;&nbsp; EMS-Chemie Holding AG, <br> Registered Shares<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3090 | 08/19/26 | 0.26% | SSARON | Monthly | &nbsp;&nbsp; 20 |
| Enagas SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 337324 | 12/09/27 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; 4554 |
| Encompass Health Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16794 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (818)<br>|
| Encompass Health Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 155315 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (7565)<br>|
| Endeavour Mining PLC | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206144 | 02/22/28 | 0.20% | 1D CORRA | Monthly | &nbsp;&nbsp; (16642)<br>|
| Endeavour Mining PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24976 | 12/09/27 | 0.25% | 1D SONIA | Monthly | &nbsp;&nbsp; (900)<br>|
| ENEOS Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 626999 | 12/09/27 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; 28024 |
| Eni SpA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 139102 | 01/11/27 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; 6547 |
| EOG Resources, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 138322 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 7559 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) |
| EOG Resources, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $285788 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; $15617 |
| EPAM Systems, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11714 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (32)<br>|
| EPAM Systems, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57172 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (2727)<br>|
| EQT Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21345 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1170 |
| Equifax, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70860 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (4197)<br>|
| Essent Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88432 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 851 |
| &nbsp;&nbsp;&nbsp; Essential Properties Realty <br> Trust, Inc.<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3168 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (72)<br>|
| Etsy, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 272206 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (41513)<br>|
| Eurofins Scientific SE | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 180592 | 01/11/27 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; (7886)<br>|
| Euronext NV | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52034 | 11/11/26 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; (1334)<br>|
| Evercore, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69192 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (3484)<br>|
| Eversource Energy | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27476 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (515)<br>|
| Evolution AB | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 156451 | 01/11/27 | 0.26% | 1D STIBOR | Monthly | &nbsp;&nbsp; (3013)<br>|
| Exelixis, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75873 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (5354)<br>|
| ExlService Holdings, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 198652 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (16643)<br>|
| Expand Energy Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58577 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1562 |
| Expedia Group, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93576 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (5120)<br>|
| &nbsp;&nbsp;&nbsp; Expeditors International of <br> Washington, Inc.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86993 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (141)<br>|
| &nbsp;&nbsp;&nbsp; Expeditors International of <br> Washington, Inc.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99535 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (161)<br>|
| Experian PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 127811 | 01/11/27 | 0.25% | 1D SONIA | Monthly | &nbsp;&nbsp; (10513)<br>|
| Exxon Mobil Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52788 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 3065 |
| &nbsp;&nbsp;&nbsp; FactSet Research Systems, <br> Inc.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48228 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (5750)<br>|
| Fastenal Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143123 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (4241)<br>|
| Federal Signal Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8577 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (255)<br>|
| FedEx Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10534 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 423 |
| Ferguson Enterprises, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41794 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 115 |
| &nbsp;&nbsp;&nbsp; Fidelity National Information <br> Services, Inc.<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 308094 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (30407)<br>|
| &nbsp;&nbsp;&nbsp; Fidelity National Information <br> Services, Inc.<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5946 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (587)<br>|
| Fincantieri SpA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14344 | 12/09/27 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; (696)<br>|
| First Majestic Silver Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4061 | 08/18/26 | 0.20% | 1D CORRA | Monthly | &nbsp;&nbsp; (1)<br>|
| First Quantum Minerals Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 172570 | 12/09/27 | 0.20% | CABROVER | Monthly | &nbsp;&nbsp; (1158)<br>|
| First Solar, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79359 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (4937)<br>|
| Flex Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 289687 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (7520)<br>|
| &nbsp;&nbsp;&nbsp; Floor & Decor Holdings, Inc., <br> Class A<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24968 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (3267)<br>|
| Flowserve Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13481 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 117 |
| Fortescue Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144682 | 08/19/26 | 0.30% | 1D AONIA | Monthly | &nbsp;&nbsp; (9720)<br>|
| Fortinet, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43079 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 2020 |
| Fortuna Mining Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17876 | 08/18/26 | 0.20% | 1D CORRA | Monthly | &nbsp;&nbsp; (2782)<br>|
| &nbsp;&nbsp;&nbsp; Fortune Brands Innovations, <br> Inc.<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10954 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1162)<br>|
| Fox Corp., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 221981 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1381 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) |
| Fox Corp., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $19818 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; $123 |
| Fox Corp., Class B | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10925 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 91 |
| Franklin Resources, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 238295 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 7860 |
| Franklin Resources, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17678 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 583 |
| Freeport-McMoRan, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 170665 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 4002 |
| Freeport-McMoRan, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46550 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1092 |
| Fresenius Medical Care AG | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84078 | 11/11/26 | 0.05% | 1D ESTR | Monthly | &nbsp;&nbsp; 1098 |
| Fresenius SE & Co KGaA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9602 | 08/19/26 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; (261)<br>|
| Frontline PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57631 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 7446 |
| Fujitsu Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 252100 | 12/11/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; (2028)<br>|
| Furukawa Electric Co., Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19046 | 08/19/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; 7087 |
| &nbsp;&nbsp;&nbsp; Galaxy Entertainment Group <br> Ltd.<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42187 | 08/19/26 | 0.30% | HONIA | Monthly | &nbsp;&nbsp; (1541)<br>|
| Gap, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30218 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 840 |
| Garmin Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134596 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (2925)<br>|
| Gartner, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37465 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (4347)<br>|
| GE Vernova, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 174032 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 17003 |
| GE Vernova, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43434 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 3780 |
| Gecina SA | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113523 | 11/11/26 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; (454)<br>|
| Generac Holdings, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3565 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 132 |
| General Dynamics Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 180720 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (7282)<br>|
| General Dynamics Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70971 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (2860)<br>|
| General Electric Co. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 208611 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 8289 |
| General Electric Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12095 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 483 |
| General Mills, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94263 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 3623 |
| General Motors Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68807 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 2425 |
| Generali | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 112816 | 01/11/27 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; 2213 |
| Genmab A/S | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83034 | 11/11/26 | 0.26% | DESTR | Monthly | &nbsp;&nbsp; (2565)<br>|
| Genpact Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5147 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (75)<br>|
| Gentex Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70810 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (2148)<br>|
| Genting Singapore Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42350 | 02/25/26 | 0.30% | SORA | Monthly | &nbsp;&nbsp; 258 |
| Genuine Parts Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55010 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 864 |
| Gilead Sciences, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24772 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 2908 |
| Gilead Sciences, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75799 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 6248 |
| Glaukos Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43687 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (2262)<br>|
| Global-e Online Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27327 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (463)<br>|
| Globalfoundries, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30059 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (983)<br>|
| Globe Life, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 224477 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 3100 |
| Globe Life, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13831 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 191 |
| Globus Medical, Inc., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69750 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (2919)<br>|
| GoDaddy, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93262 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (4805)<br>|
| Goldman Sachs Group, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88629 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (701)<br>|
| Grand Canyon Education, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65051 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (2121)<br>|
| Group 1 Automotive, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20534 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (2466)<br>|
| Groupe Bruxelles Lambert NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 232869 | 01/11/27 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; (1517)<br>|
| Guidewire Software, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10509 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1078)<br>|
| Guidewire Software, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47549 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (4477)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) |
| &nbsp;&nbsp;&nbsp; Guotai Junan International <br> Holdings Ltd.<br>| Citibank NA | $15610 | 02/25/26 | 0.30% | HONIA | Monthly | &nbsp;&nbsp; $(220)<br>|
| GXO Logistics, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6970 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 104 |
| H&R Block, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32496 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (936)<br>|
| H&R Block, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93020 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (2679)<br>|
| Halliburton Co. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27328 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (109)<br>|
| Halliburton Co. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3878 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (23)<br>|
| Halma PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92955 | 12/09/27 | 0.25% | 1D SONIA | Monthly | &nbsp;&nbsp; (3686)<br>|
| Halozyme Therapeutics, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72217 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 425 |
| Hamamatsu Photonics KK | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91083 | 12/09/27 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (1689)<br>|
| Hamilton Lane, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50548 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (3656)<br>|
| Hanover Insurance Group, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128596 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1835 |
| Hartford Insurance Group, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29889 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1175 |
| Hasbro, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 355533 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 2243 |
| Hasbro, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71178 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 449 |
| HCA Healthcare, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148296 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 6974 |
| Hecla Mining Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30695 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (8603)<br>|
| HEICO Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 265103 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (6662)<br>|
| HEICO Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13917 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (350)<br>|
| HEICO Corp., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 167861 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (4414)<br>|
| Hershey Co. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19065 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 410 |
| &nbsp;&nbsp;&nbsp; Hewlett Packard Enterprise <br> Co.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36312 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 272 |
| Hexagon AB, Class B | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11262 | 08/19/26 | 0.26% | 1D STIBOR | Monthly | &nbsp;&nbsp; (224)<br>|
| Hexcel Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4377 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 12 |
| HF Sinclair Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 246928 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 11670 |
| HF Sinclair Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75342 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 3630 |
| &nbsp;&nbsp;&nbsp; Hitachi Construction Machinery <br> Co., Ltd.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97441 | 12/11/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; (2614)<br>|
| Hitachi Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 370799 | 12/09/27 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; 7432 |
| Holcim AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 239581 | 12/09/27 | 0.26% | SSARON | Monthly | &nbsp;&nbsp; (668)<br>|
| Home Depot, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14479 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (245)<br>|
| Honeywell International, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15578 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 349 |
| Honeywell International, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 344492 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 7709 |
| Horiba Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11636 | 08/19/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; 224 |
| Hormel Foods Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11254 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 116 |
| Host Hotels & Resorts, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95726 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1408)<br>|
| Houlihan Lokey, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63575 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (7861)<br>|
| Howmet Aerospace, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55514 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (2453)<br>|
| Howmet Aerospace, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46806 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (2068)<br>|
| HP, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50269 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (989)<br>|
| HSBC Holdings PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79830 | 12/09/27 | 0.25% | 1D SONIA | Monthly | &nbsp;&nbsp; 2888 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) |
| Hubbell, Inc. | Barclays Bank PLC | $20385 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; $109 |
| Hubbell, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27591 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 221 |
| HubSpot, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14697 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (1817)<br>|
| HubSpot, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6071 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (751)<br>|
| Hulic Co., Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13739 | 08/19/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; 561 |
| Huntington Bancshares, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14288 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (130)<br>|
| Huntington Bancshares, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71730 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (534)<br>|
| &nbsp;&nbsp;&nbsp; Huntington Ingalls Industries, <br> Inc.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34779 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (298)<br>|
| Iberdrola SA | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 157205 | 11/11/26 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; 4401 |
| &nbsp;&nbsp;&nbsp; Iberdrola Sa, (Expires <br> 10/02/26)<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 295 | 11/11/26 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; 5 |
| ICON PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40523 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1408)<br>|
| Idemitsu Kosan Co., Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 280579 | 02/26/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; 5374 |
| IDEX Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32446 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 116 |
| IDEXX Laboratories, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58739 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (1750)<br>|
| IES Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64072 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (12353)<br>|
| IG Group Holdings PLC | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39856 | 11/11/26 | 0.25% | 1D SONIA | Monthly | &nbsp;&nbsp; (6)<br>|
| Illinois Tool Works, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45965 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 278 |
| Illinois Tool Works, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 422029 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 2519 |
| Illumina, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 138368 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (8183)<br>|
| IMI PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2842 | 08/19/26 | 0.25% | 1D SONIA | Monthly | &nbsp;&nbsp; 28 |
| Imperial Oil Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42418 | 12/09/27 | 0.20% | CABROVER | Monthly | &nbsp;&nbsp; 217 |
| Incyte Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 56732 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (2695)<br>|
| Incyte Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55892 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (2655)<br>|
| Indra Sistemas SA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1671 | 08/19/26 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; 10 |
| Industrivarden AB, Class C | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10630 | 08/19/26 | 0.26% | 1D STIBOR | Monthly | &nbsp;&nbsp; 535 |
| Informa PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45175 | 08/19/26 | 0.25% | 1D SONIA | Monthly | &nbsp;&nbsp; (935)<br>|
| &nbsp;&nbsp;&nbsp; Infrastrutture Wireless Italiane <br> SpA<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7033 | 08/19/26 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; 92 |
| Inpex Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91605 | 12/09/27 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; 6973 |
| Insmed, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39456 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (866)<br>|
| &nbsp;&nbsp;&nbsp; Installed Building Products, <br> Inc.<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16745 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (897)<br>|
| &nbsp;&nbsp;&nbsp; Installed Building Products, <br> Inc.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96815 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (5187)<br>|
| Insulet Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15084 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (1526)<br>|
| Intact Financial Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 167579 | 01/11/27 | 0.20% | CABROVER | Monthly | &nbsp;&nbsp; (9181)<br>|
| &nbsp;&nbsp;&nbsp; Interactive Brokers Group, Inc., <br> Class A<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 154806 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (4672)<br>|
| &nbsp;&nbsp;&nbsp; Intercontinental Exchange, <br> Inc.<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28942 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (95)<br>|
| &nbsp;&nbsp;&nbsp; InterContinental Hotels Group <br> PLC<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37037 | 08/19/26 | 0.25% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (425)<br>|
| InterDigital, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7263 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (81)<br>|
| &nbsp;&nbsp;&nbsp; International Business <br> Machines Corp.<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68658 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 2803 |
| &nbsp;&nbsp;&nbsp; International Consolidated <br> Airlines Group SA<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2442 | 12/09/27 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; (50)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) |
| &nbsp;&nbsp;&nbsp; International Flavors & <br> Fragrances, Inc.<br>| Barclays Bank PLC | $16020 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; $(522)<br>|
| Intertek Group PLC | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190488 | 11/11/26 | 0.25% | 1D SONIA | Monthly | &nbsp;&nbsp; (3071)<br>|
| Intesa Sanpaolo SpA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 643451 | 12/09/27 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; 14025 |
| Intuit, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2191 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (195)<br>|
| Intuit, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43815 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (3902)<br>|
| Invesco Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12398 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (827)<br>|
| Invitation Homes, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119293 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1280)<br>|
| Ionis Pharmaceuticals, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14722 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 158 |
| Ionis Pharmaceuticals, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78437 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 844 |
| Ipsen SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 114135 | 01/11/27 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; 1528 |
| IQVIA Holdings, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75057 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (2560)<br>|
| &nbsp;&nbsp;&nbsp; Israel Discount Bank Ltd., <br> Class A<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70080 | 11/11/26 | 0.75% | SHIR | Monthly | &nbsp;&nbsp; (499)<br>|
| ITT, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97458 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1021)<br>|
| ITT, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60623 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (281)<br>|
| J Sainsbury PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 298514 | 01/11/27 | 0.25% | 1D SONIA | Monthly | &nbsp;&nbsp; 3798 |
| Jabil, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 172004 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (4785)<br>|
| Jack Henry & Associates, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58120 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (2923)<br>|
| Jacobs Solutions, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 328991 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (10589)<br>|
| Japan Airlines Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195386 | 12/11/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; (2655)<br>|
| Japan Post Holdings Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 164679 | 12/11/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; 4983 |
| Japan Tobacco, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 561639 | 12/09/27 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (8672)<br>|
| &nbsp;&nbsp;&nbsp; Jardine Matheson Holdings <br> Ltd.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82081 | 12/09/27 | 0.30% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (1915)<br>|
| Jazz Pharmaceuticals PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3444 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 11 |
| JB Hi-Fi Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 228058 | 02/25/26 | 0.30% | 1D AONIA | Monthly | &nbsp;&nbsp; (14866)<br>|
| &nbsp;&nbsp;&nbsp; JB Hunt Transport Services, <br> Inc.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19809 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (753)<br>|
| Jefferies Financial Group, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 106316 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (3595)<br>|
| JET2 PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27026 | 12/09/27 | 0.25% | 1D SONIA | Monthly | &nbsp;&nbsp; (1191)<br>|
| Joby Aviation, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5361 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (1513)<br>|
| Johnson & Johnson | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91110 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 3653 |
| &nbsp;&nbsp;&nbsp; Johnson Controls International <br> PLC<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24012 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1032 |
| Johnson Matthey PLC | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71661 | 11/11/26 | 0.25% | 1D SONIA | Monthly | &nbsp;&nbsp; (324)<br>|
| JPMorgan Chase & Co. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 174368 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1519 |
| Kajima Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33493 | 08/19/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (857)<br>|
| Kandenko Co., Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25976 | 02/26/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (775)<br>|
| Kao Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250032 | 02/26/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; 1984 |
| Kawasaki Kisen Kaisha Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 225291 | 12/11/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; 130 |
| KBR, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74081 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (2717)<br>|
| Kerry Group PLC, Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 229046 | 01/11/27 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; 4651 |
| KeyCorp | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60116 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (139)<br>|
| Keysight Technologies, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4543 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; — |
| Keysight Technologies, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 127922 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 362 |
| Kimberly-Clark Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18803 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (405)<br>|
| Kinder Morgan, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6473 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 174 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) |
| Kinder Morgan, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $50176 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; $1352 |
| Kingfisher PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45251 | 12/09/27 | 0.25% | 1D SONIA | Monthly | &nbsp;&nbsp; 1621 |
| Kinross Gold Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 336071 | 01/11/27 | 0.20% | CABROVER | Monthly | &nbsp;&nbsp; (50541)<br>|
| Kinsale Capital Group, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23633 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (672)<br>|
| KION Group AG | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5131 | 08/19/26 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; (257)<br>|
| Kirby Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 266126 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (26570)<br>|
| Kirin Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68893 | 12/09/27 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (2040)<br>|
| KLA Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63000 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (3027)<br>|
| Klepierre SA | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 169852 | 11/11/26 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; (3)<br>|
| Kobe Steel Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81940 | 12/09/27 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (4208)<br>|
| Kone OYJ, Class B | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57802 | 12/09/27 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; (2035)<br>|
| Koninklijke Ahold Delhaize NV | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93056 | 11/11/26 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; 159 |
| Koninklijke Philips NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 277619 | 01/11/27 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; (12314)<br>|
| Kraft Heinz Co. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10497 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 471 |
| &nbsp;&nbsp;&nbsp; Kratos Defense & Security <br> Solutions, Inc.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11840 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1127)<br>|
| &nbsp;&nbsp;&nbsp; Kratos Defense & Security <br> Solutions, Inc.<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14379 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (2327)<br>|
| Kroger Co. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51990 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (76)<br>|
| Kubota Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134244 | 02/26/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (946)<br>|
| Kymera Therapeutics, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2658 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 177 |
| Kyndryl Holdings, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2218 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (332)<br>|
| Kyocera Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54340 | 12/09/27 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (330)<br>|
| Labcorp Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20788 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 119 |
| Labcorp Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18088 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 104 |
| Lam Research Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110350 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 6380 |
| Las Vegas Sands Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32428 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (3901)<br>|
| Lattice Semiconductor Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10321 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (578)<br>|
| Lazard, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36529 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 484 |
| LEG Immobilien SE | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51046 | 08/19/26 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; (3251)<br>|
| Legal & General Group PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60168 | 12/09/27 | 0.25% | 1D SONIA | Monthly | &nbsp;&nbsp; 1197 |
| Legrand SA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73052 | 08/19/26 | 0.18% | 1D ESTR | Monthly | &nbsp;&nbsp; 4223 |
| Leidos Holdings, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5980 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (143)<br>|
| Lennar Corp., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68826 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (3216)<br>|
| Lennar Corp., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8594 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (65)<br>|
| Lennox International, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27550 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (816)<br>|
| Leonardo DRS, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108732 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (579)<br>|
| Leonardo SpA | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67062 | 11/11/26 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; (570)<br>|
| Levi Strauss & Co., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19718 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1528)<br>|
| Lincoln Electric Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46225 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 742 |
| Lincoln Electric Holdings, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31600 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 507 |
| Linde PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12761 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 491 |
| Link REIT | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9085 | 08/19/26 | 0.30% | HONIA | Monthly | &nbsp;&nbsp; 110 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) |
| Lithia Motors, Inc., Class A | Goldman Sachs Bank USA | $44479 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; $(814)<br>|
| Live Nation Entertainment, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100848 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 3440 |
| LKQ Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28934 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1077)<br>|
| Lockheed Martin Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54640 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 3709 |
| Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 169858 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 11529 |
| &nbsp;&nbsp;&nbsp; Logitech International SA, <br> Class N, Registered Shares<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79540 | 11/11/26 | 0.26% | SSARON | Monthly | &nbsp;&nbsp; (6914)<br>|
| LondonMetric Property PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94191 | 01/11/27 | 0.25% | 1D SONIA | Monthly | &nbsp;&nbsp; 471 |
| &nbsp;&nbsp;&nbsp; Lonza Group AG, Registered <br> Shares<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3396 | 08/19/26 | 0.26% | SSARON | Monthly | &nbsp;&nbsp; 1 |
| L'Oreal SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 160079 | 12/09/27 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; 265 |
| Louisiana-Pacific Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76311 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (7309)<br>|
| Lululemon Athletica, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62097 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (6431)<br>|
| Lumentum Holdings, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66371 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 6511 |
| Lundin Gold, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 168561 | 01/11/27 | 0.20% | CABROVER | Monthly | &nbsp;&nbsp; (24173)<br>|
| Lundin Mining Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55880 | 02/22/28 | 0.20% | 1D CORRA | Monthly | &nbsp;&nbsp; 2874 |
| LY Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97256 | 12/09/27 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (984)<br>|
| Lyft, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14519 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (1546)<br>|
| &nbsp;&nbsp;&nbsp; LyondellBasell Industries NV, <br> Class A<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90350 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (4453)<br>|
| &nbsp;&nbsp;&nbsp; LyondellBasell Industries NV, <br> Class A<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14603 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (540)<br>|
| M&G PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53191 | 01/11/27 | 0.25% | 1D SONIA | Monthly | &nbsp;&nbsp; 838 |
| &nbsp;&nbsp;&nbsp; MACOM Technology Solutions <br> Holdings, Inc., Class H<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3724 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; — |
| Macquarie Group Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 433121 | 12/09/27 | 0.29% | 1D AONIA | Monthly | &nbsp;&nbsp; (327)<br>|
| Madrigal Pharmaceuticals, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10459 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (183)<br>|
| Magna International, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29669 | 08/18/26 | 0.20% | 1D CORRA | Monthly | &nbsp;&nbsp; (1654)<br>|
| Makita Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3151 | 08/19/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; 323 |
| Manhattan Associates, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 114374 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (12896)<br>|
| Manulife Financial Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86805 | 01/11/27 | 0.20% | CABROVER | Monthly | &nbsp;&nbsp; 2144 |
| MARA Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101861 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (7820)<br>|
| Marathon Petroleum Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72197 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 217 |
| MarketAxess Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43430 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (615)<br>|
| Marsh & McLennan Cos, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66479 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 2775 |
| Marsh & McLennan Cos, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34324 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1433 |
| Marvell Technology, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23197 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (941)<br>|
| Masco Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38445 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (2095)<br>|
| Masimo Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13817 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (634)<br>|
| Masimo Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68674 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (1382)<br>|
| MasTec, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 290794 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (4863)<br>|
| Mastercard, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91119 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1014 |
| McDonald's Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 188989 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 4421 |
| McDonald's Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60288 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1767 |
| McKesson Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35133 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 609 |
| McKesson Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27780 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 481 |
| Medpace Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 227958 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (8945)<br>|
| Medtronic PLC | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103569 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1656 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) |
| MEIJI Holdings Co., Ltd. | Barclays Bank PLC | $49189 | 12/11/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; $(27)<br>|
| MercadoLibre, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 290756 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (805)<br>|
| &nbsp;&nbsp;&nbsp; Mercedes-Benz Group AG, <br> Class N<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119762 | 11/11/26 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; (2347)<br>|
| Merck & Co., Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110599 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1104 |
| Meritage Homes Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85807 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (5801)<br>|
| Meta Platforms, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25905 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 2755 |
| MetLife, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 223068 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 5684 |
| &nbsp;&nbsp;&nbsp; Mettler-Toledo International, <br> Inc.<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48896 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (2206)<br>|
| &nbsp;&nbsp;&nbsp; Mettler-Toledo International, <br> Inc.<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26240 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (1522)<br>|
| MGIC Investment Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89215 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 133 |
| MGM Resorts International | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19257 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (173)<br>|
| Microchip Technology, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25090 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 495 |
| Micron Technology, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18842 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 657 |
| Micron Technology, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 176526 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 7681 |
| Microsoft Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 384371 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (17764)<br>|
| Microsoft Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41054 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1897)<br>|
| &nbsp;&nbsp;&nbsp; Millicom International Cellular <br> SA<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135533 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1052 |
| Mineral Resources Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4673 | 08/19/26 | 0.30% | 1D AONIA | Monthly | &nbsp;&nbsp; (385)<br>|
| Mirvac Group | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 124756 | 12/11/26 | 0.00% | 1D AONIA | Monthly | &nbsp;&nbsp; (971)<br>|
| Mitsubishi Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120816 | 08/19/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; 1389 |
| Mitsubishi Electric Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9628 | 08/19/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (250)<br>|
| &nbsp;&nbsp;&nbsp; Mitsubishi Heavy Industries <br> Ltd.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 242802 | 12/11/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; (7250)<br>|
| &nbsp;&nbsp;&nbsp; Mitsubishi UFJ Financial <br> Group, Inc.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32770 | 12/11/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; (171)<br>|
| Mitsui & Co., Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72968 | 02/26/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (1105)<br>|
| Mitsui Chemicals, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17280 | 02/26/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; 254 |
| Mitsui Fudosan Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 324415 | 12/11/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; (6782)<br>|
| Mitsui OSK Lines Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18361 | 08/19/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; 446 |
| MKS, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22300 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1241 |
| MKS, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40436 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 5940 |
| Mobileye Global, Inc., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26937 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (3921)<br>|
| Mobvista, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14686 | 02/25/26 | 0.30% | HONIA | Monthly | &nbsp;&nbsp; (1335)<br>|
| Moderna, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95776 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (13277)<br>|
| &nbsp;&nbsp;&nbsp; Molson Coors Beverage Co., <br> Class B<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55116 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (2031)<br>|
| MongoDB, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41678 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (3431)<br>|
| &nbsp;&nbsp;&nbsp; Monolithic Power Systems, <br> Inc.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33377 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1472 |
| Monster Beverage Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82589 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (133)<br>|
| Monster Beverage Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20303 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (33)<br>|
| Moody's Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20679 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (573)<br>|
| Morgan Stanley | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72395 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (1103)<br>|
| Morningstar, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43014 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (2394)<br>|
| Motorola Solutions, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 467448 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 5939 |
| Motorola Solutions, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73270 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 798 |
| Mowi ASA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18902 | 08/19/26 | 0.26% | NOWA | Monthly | &nbsp;&nbsp; 438 |
| MP Materials Corp., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65704 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (9226)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) |
| MSCI, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $54395 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; $1653 |
| &nbsp;&nbsp;&nbsp; MTU Aero Engines AG, <br> Class N<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12994 | 08/19/26 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; (101)<br>|
| Mueller Industries, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59771 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1356 |
| &nbsp;&nbsp;&nbsp; Muenchener <br> Rueckversicherungs-Gesellschaft <br> AG in Muenchen, Class N, <br> Registered Shares<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 177405 | 12/09/27 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; 176 |
| &nbsp;&nbsp;&nbsp; Murata Manufacturing Co., <br> Ltd.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 247408 | 12/09/27 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (13779)<br>|
| Nasdaq, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23312 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (446)<br>|
| Natera, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29149 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1412)<br>|
| Natera, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47083 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (2242)<br>|
| Naturgy Energy Group SA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 175026 | 08/19/26 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; 3352 |
| NatWest Group PLC | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 167792 | 11/11/26 | 0.25% | 1D SONIA | Monthly | &nbsp;&nbsp; 3265 |
| Navitas Semiconductor Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8795 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (2111)<br>|
| Nebius Group NV, Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14262 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (2165)<br>|
| NEC Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 176361 | 02/26/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (13643)<br>|
| Nemetschek SE | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84607 | 12/09/27 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; (3349)<br>|
| NetApp, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80393 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (2349)<br>|
| Netflix, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37507 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (20)<br>|
| Netflix, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 231684 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (4675)<br>|
| Neurocrine Biosciences, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87173 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (775)<br>|
| New York Times Co., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54514 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1568 |
| NewMarket Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34010 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 871 |
| Newmont Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80924 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (6211)<br>|
| Newmont Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71661 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (5599)<br>|
| News Corp., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12349 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 139 |
| Nexans SA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2402 | 08/19/26 | 0.18% | 1D ESTR | Monthly | &nbsp;&nbsp; 119 |
| NGK Insulators Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103555 | 02/26/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (535)<br>|
| NH Foods Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 254960 | 12/09/27 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (711)<br>|
| Nice Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47052 | 01/11/27 | 0.60% | SHIR | Monthly | &nbsp;&nbsp; (4319)<br>|
| NIDEC Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 181675 | 02/26/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (10018)<br>|
| NIKE, Inc., Class B | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68752 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (3666)<br>|
| Nippon Electric Glass Co., Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88893 | 08/19/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; 2436 |
| Nippon Steel Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6926 | 08/19/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (259)<br>|
| Nippon Yusen KK | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82208 | 02/26/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (46)<br>|
| Nissan Chemical Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45655 | 02/26/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (844)<br>|
| Nitto Denko Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77194 | 08/19/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (1635)<br>|
| NN Group NV | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 187996 | 12/09/27 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; 4941 |
| NNN REIT, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152101 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (1589)<br>|
| Nokia OYJ | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 107486 | 11/11/26 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; (2403)<br>|
| Nomura Holdings, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128782 | 02/26/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (1003)<br>|
| &nbsp;&nbsp;&nbsp; Nomura Real Estate Holdings, <br> Inc.<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110360 | 02/26/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (1378)<br>|
| &nbsp;&nbsp;&nbsp; Nomura Research Institute <br> Ltd.<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 140483 | 08/19/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (27927)<br>|
| Nordex SE | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 224817 | 12/09/27 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; 4872 |
| Nordson Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54788 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 118 |
| Northland Power, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 276927 | 02/22/28 | 0.20% | 1D CORRA | Monthly | &nbsp;&nbsp; (4499)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) |
| Northrop Grumman Corp. | Barclays Bank PLC | $16091 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; $524 |
| Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 273540 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 8903 |
| Nova Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37371 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (286)<br>|
| NRG Energy, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77358 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 788 |
| Nucor Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57449 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (756)<br>|
| NuScale Power Corp., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5474 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (440)<br>|
| nVent Electric PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108334 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 670 |
| nVent Electric PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8256 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 51 |
| NVIDIA Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62291 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 2120 |
| NVIDIA Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77448 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 2636 |
| NVR, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46574 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (759)<br>|
| NVR, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 326017 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (5316)<br>|
| Obayashi Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135347 | 12/09/27 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (4422)<br>|
| Occidental Petroleum Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8846 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 459 |
| &nbsp;&nbsp;&nbsp; Old Dominion Freight Line, <br> Inc.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113724 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (3222)<br>|
| &nbsp;&nbsp;&nbsp; Ollie's Bargain Outlet Holdings, <br> Inc.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53203 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (585)<br>|
| &nbsp;&nbsp;&nbsp; Omega Healthcare Investors, <br> Inc.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29367 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 428 |
| Omnicom Group, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43424 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1206)<br>|
| Omron Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49195 | 08/19/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (717)<br>|
| On Holding AG, Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11782 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 300 |
| ONEOK, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82724 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 663 |
| Ono Pharmaceutical Co., Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 361556 | 12/09/27 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; 6433 |
| Onto Innovation, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25840 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1189)<br>|
| Onto Innovation, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25416 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (1170)<br>|
| OR Royalties, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45414 | 08/18/26 | 0.20% | 1D CORRA | Monthly | &nbsp;&nbsp; (2948)<br>|
| Oracle Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9622 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (734)<br>|
| Oracle Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25008 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (2954)<br>|
| O'Reilly Automotive, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7416 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (35)<br>|
| Orica Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 298981 | 02/25/26 | 0.30% | 1D AONIA | Monthly | &nbsp;&nbsp; (4691)<br>|
| Oshkosh Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 241634 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (19720)<br>|
| Oshkosh Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18166 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (1482)<br>|
| Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113921 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (6121)<br>|
| Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47482 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (2551)<br>|
| Otsuka Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54399 | 12/11/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; (2850)<br>|
| Otsuka Holdings Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94360 | 12/11/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; 1429 |
| Ovintiv, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13153 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 888 |
| Owens Corning | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86485 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (3795)<br>|
| Owens Corning | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18049 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (792)<br>|
| PACCAR, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22364 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (118)<br>|
| Packaging Corp. of America | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30408 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 527 |
| &nbsp;&nbsp;&nbsp; Palantir Technologies, Inc., <br> Class A<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8627 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1004)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) |
| &nbsp;&nbsp;&nbsp; Pan Pacific International <br> Holdings Corp.<br>| Barclays Bank PLC | $209783 | 12/11/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; $(1972)<br>|
| Pandora A/S | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 167580 | 11/11/26 | 0.26% | DESTR | Monthly | &nbsp;&nbsp; 1187 |
| Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135161 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (400)<br>|
| Partners Group Holding AG | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7050 | 08/19/26 | 0.26% | SSARON | Monthly | &nbsp;&nbsp; (232)<br>|
| Paychex, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145581 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (5221)<br>|
| Paylocity Holding Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23143 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (1952)<br>|
| Paylocity Holding Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10319 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (870)<br>|
| Pearson PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40623 | 01/11/27 | 0.25% | 1D SONIA | Monthly | &nbsp;&nbsp; (20)<br>|
| &nbsp;&nbsp;&nbsp; Penske Automotive Group, <br> Inc.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68754 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (2745)<br>|
| Pentair PLC | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44554 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1141)<br>|
| Pentair PLC | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47365 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1213)<br>|
| Performance Food Group Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22895 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 299 |
| &nbsp;&nbsp;&nbsp; Permian Resources Corp., <br> Class A<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79683 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 8290 |
| Pfizer, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45257 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 590 |
| Pfizer, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64180 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 836 |
| PG&E Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52246 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1107 |
| Phillips 66 | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42579 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 489 |
| Pinnacle West Capital Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51293 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 633 |
| PJT Partners, Inc., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 104898 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (10078)<br>|
| Planet Fitness, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50375 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (1942)<br>|
| Pool Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196646 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (9382)<br>|
| Pool Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76311 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (3641)<br>|
| Popular, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80655 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 4404 |
| Poste Italiane SpA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 185621 | 12/09/27 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; 1090 |
| PPG Industries, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62081 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 937 |
| Primerica, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14269 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 198 |
| Principal Financial Group, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 118597 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 3308 |
| Principal Financial Group, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53263 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1485 |
| Procore Technologies, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53828 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (7055)<br>|
| Procter & Gamble Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206903 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 2539 |
| Progressive Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46971 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 245 |
| Progressive Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117324 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 612 |
| Prudential Financial, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 282693 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 6082 |
| Prysmian SpA | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128959 | 11/11/26 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; 4408 |
| PTC Therapeutics, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33433 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (49)<br>|
| PTC, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20027 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (1291)<br>|
| &nbsp;&nbsp;&nbsp; Public Service Enterprise <br> Group, Inc.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26281 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 980 |
| PulteGroup, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27215 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (571)<br>|
| Pure Storage, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53922 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1419)<br>|
| Pure Storage, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68420 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1801)<br>|
| Qantas Airways Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69702 | 12/09/27 | 0.29% | 1D AONIA | Monthly | &nbsp;&nbsp; (3051)<br>|
| QBE Insurance Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81851 | 12/11/26 | 0.00% | 1D AONIA | Monthly | &nbsp;&nbsp; (1179)<br>|
| Qiagen NV | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36916 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 4088 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) |
| QIAGEN NV | Barclays Bank PLC | $251991 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; $(2694)<br>|
| QIAGEN NV | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34827 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (1122)<br>|
| QIAGEN NV | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55 | 08/19/26 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; (2)<br>|
| QUALCOMM, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 365938 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (14401)<br>|
| QUALCOMM, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101755 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (3676)<br>|
| Quebecor, Inc., Class B | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144616 | 08/18/26 | 0.20% | 1D CORRA | Monthly | &nbsp;&nbsp; 2681 |
| Quest Diagnostics, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 126966 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 3394 |
| Quest Diagnostics, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44265 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1183 |
| Rakuten Group, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73019 | 12/09/27 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (1070)<br>|
| Ralph Lauren Corp., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68394 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (1953)<br>|
| Rambus, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13475 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (1182)<br>|
| Range Resources Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4713 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 397 |
| Range Resources Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40057 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1919 |
| Rational AG | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 785 | 08/19/26 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; 17 |
| &nbsp;&nbsp;&nbsp; Raymond James Financial, <br> Inc.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24363 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (811)<br>|
| RBC Bearings, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13650 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (159)<br>|
| RBC Bearings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60094 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (633)<br>|
| REA Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122073 | 12/11/26 | 0.00% | 1D AONIA | Monthly | &nbsp;&nbsp; 1916 |
| Reckitt Benckiser Group PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144121 | 12/09/27 | 0.25% | 1D SONIA | Monthly | &nbsp;&nbsp; 91 |
| &nbsp;&nbsp;&nbsp; Recordati Industria Chimica e <br> Farmaceutica SpA<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17291 | 08/19/26 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; (265)<br>|
| Reddit, Inc., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36125 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (5479)<br>|
| &nbsp;&nbsp;&nbsp; Regeneron Pharmaceuticals, <br> Inc.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60505 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1189)<br>|
| Regions Financial Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79665 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 591 |
| Regis Resources Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22581 | 02/25/26 | 0.30% | 1D AONIA | Monthly | &nbsp;&nbsp; (512)<br>|
| Reliance, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 112904 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 444 |
| Reliance, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55796 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 219 |
| RenaissanceRe Holdings Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17945 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 647 |
| Repligen Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12427 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1373)<br>|
| Repsol SA | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192405 | 11/11/26 | 0.04% | 1D ESTR | Monthly | &nbsp;&nbsp; 11541 |
| Republic Services, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24579 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (59)<br>|
| ResMed, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78903 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 915 |
| Resonac Holdings Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5364 | 02/26/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; 443 |
| Revolution Medicines, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26257 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (4831)<br>|
| Revvity, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73123 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (5558)<br>|
| Rhythm Pharmaceuticals, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7424 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (248)<br>|
| Rio Tinto Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20700 | 08/19/26 | 0.30% | 1D AONIA | Monthly | &nbsp;&nbsp; (71)<br>|
| &nbsp;&nbsp;&nbsp; RioCan Real Estate Investment <br> Trust<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193959 | 01/11/27 | 0.20% | CABROVER | Monthly | &nbsp;&nbsp; (1087)<br>|
| ROBLOX Corp., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71114 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (8511)<br>|
| Rockwell Automation, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 321967 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (2778)<br>|
| Rockwell Automation, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72304 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (624)<br>|
| Rohm Co., Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55225 | 08/19/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; 4315 |
| Roku, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200949 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (22544)<br>|
| Roku, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45896 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (5055)<br>|
| Rollins, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51353 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 16 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) |
| Rolls-Royce Holdings PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $232218 | 12/09/27 | 0.25% | 1D SONIA | Monthly | &nbsp;&nbsp; $(4165)<br>|
| Roper Technologies, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33006 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (2936)<br>|
| Ross Stores, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68446 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 600 |
| Royal Gold, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97287 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (8288)<br>|
| RPM International, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73328 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (2948)<br>|
| RTX Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 220686 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 5159 |
| RTX Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30433 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 711 |
| Rubrik, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4141 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (1)<br>|
| S&P Global, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28070 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (625)<br>|
| Safran SA | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 338052 | 11/11/26 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; (5057)<br>|
| Sage Group PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 260408 | 12/09/27 | 0.25% | 1D SONIA | Monthly | &nbsp;&nbsp; (16345)<br>|
| Saipem SpA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 312591 | 08/19/26 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; 42147 |
| Salesforce, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41284 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (2860)<br>|
| Salesforce, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41513 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (2876)<br>|
| Sandfire Resources Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62351 | 12/11/26 | 0.00% | 1D AONIA | Monthly | &nbsp;&nbsp; 1233 |
| Sandisk Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24646 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 8201 |
| Sands China Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60179 | 08/19/26 | 0.30% | HONIA | Monthly | &nbsp;&nbsp; (4620)<br>|
| Sandvik AB | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63891 | 12/09/27 | 0.26% | 1D STIBOR | Monthly | &nbsp;&nbsp; 3551 |
| Sanofi SA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45196 | 08/19/26 | 0.18% | 1D ESTR | Monthly | &nbsp;&nbsp; (15)<br>|
| Santos Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 235943 | 02/25/26 | 0.30% | 1D AONIA | Monthly | &nbsp;&nbsp; 22915 |
| SAP SE | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 222101 | 11/11/26 | 0.16% | 1D ESTR | Monthly | &nbsp;&nbsp; (24930)<br>|
| SBA Communications Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40149 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (1670)<br>|
| Schindler Holding AG | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90447 | 11/11/26 | 0.26% | SSARON | Monthly | &nbsp;&nbsp; (1703)<br>|
| Schneider Electric SE | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4022 | 08/19/26 | 0.18% | 1D ESTR | Monthly | &nbsp;&nbsp; (8)<br>|
| Schroders PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113838 | 12/09/27 | 0.25% | 1D SONIA | Monthly | &nbsp;&nbsp; (2060)<br>|
| Scout24 SE | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66336 | 12/09/27 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; (824)<br>|
| &nbsp;&nbsp;&nbsp; Seagate Technology Holdings <br> PLC<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27029 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 4770 |
| Secom Co., Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18762 | 02/26/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (445)<br>|
| Securitas AB, Class B | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61327 | 12/09/27 | 0.26% | 1D STIBOR | Monthly | &nbsp;&nbsp; (41)<br>|
| SEEK Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 171969 | 12/09/27 | 0.29% | 1D AONIA | Monthly | &nbsp;&nbsp; (13115)<br>|
| SEI Investments Co. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 296873 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 5683 |
| ServiceNow, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73279 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (6583)<br>|
| ServiceNow, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58238 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (5232)<br>|
| ServiceTitan, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13035 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (1754)<br>|
| SGS SA, Registered Shares | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19409 | 08/19/26 | 0.26% | SSARON | Monthly | &nbsp;&nbsp; (392)<br>|
| SharkNinja, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10042 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (467)<br>|
| Sherwin-Williams Co. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47335 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 541 |
| Shimizu Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199234 | 12/09/27 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (2110)<br>|
| Shiseido Co., Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7073 | 08/19/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (241)<br>|
| Shizuoka Financial Group, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50838 | 08/19/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (196)<br>|
| Siemens Energy AG | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 509982 | 11/11/26 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; 23137 |
| Sika AG, Registered Shares | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19140 | 08/19/26 | 0.26% | SSARON | Monthly | &nbsp;&nbsp; (527)<br>|
| Simon Property Group, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13116 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 467 |
| &nbsp;&nbsp;&nbsp; Singapore Technologies <br> Engineering Ltd.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 161703 | 12/09/27 | 0.30% | SORA | Monthly | &nbsp;&nbsp; 6655 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) |
| &nbsp;&nbsp;&nbsp; SITC International Holdings <br> Co., Ltd.<br>| Citibank NA | $13927 | 02/25/26 | 0.30% | HONIA | Monthly | &nbsp;&nbsp; $1010 |
| Skanska AB, Class B | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 352364 | 11/11/26 | 0.26% | TN STIBOR | Monthly | &nbsp;&nbsp; (1504)<br>|
| SKF AB, Class B | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48183 | 08/19/26 | 0.26% | 1D STIBOR | Monthly | &nbsp;&nbsp; (2060)<br>|
| Skyworks Solutions, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54837 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (3593)<br>|
| Skyworks Solutions, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 476932 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (30573)<br>|
| SLB Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68273 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1412)<br>|
| Smith & Nephew PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90707 | 08/19/26 | 0.25% | 1D SONIA | Monthly | &nbsp;&nbsp; 1600 |
| Smiths Group PLC | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 166865 | 11/11/26 | 0.25% | 1D SONIA | Monthly | &nbsp;&nbsp; (6901)<br>|
| Snap-on, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128061 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (2119)<br>|
| Snowflake, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6855 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (496)<br>|
| Societe Generale SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 235137 | 12/09/27 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; 10663 |
| SoftBank Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193825 | 02/26/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (3665)<br>|
| Sompo Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39185 | 12/11/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; (1252)<br>|
| &nbsp;&nbsp;&nbsp; Sonova Holding AG, <br> Registered Shares<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132914 | 12/09/27 | 0.26% | SSARON | Monthly | &nbsp;&nbsp; (6472)<br>|
| Sony Group Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 261089 | 12/09/27 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (14152)<br>|
| SOUTHSTATE BANK Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32280 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 568 |
| Southwest Airlines Co. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8734 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1008 |
| SPIE SA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2457 | 08/19/26 | 0.18% | 1D ESTR | Monthly | &nbsp;&nbsp; (46)<br>|
| Sportradar Group AG, Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76105 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1564)<br>|
| Spotify Technology SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 469327 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1502 |
| Spotify Technology SA | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26927 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 92 |
| Sprouts Farmers Market, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26033 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 133 |
| Sprouts Farmers Market, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103567 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 528 |
| &nbsp;&nbsp;&nbsp; SS&C Technologies Holdings, <br> Inc.<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74612 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (3286)<br>|
| SSR Mining, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28620 | 08/18/26 | 0.20% | 1D CORRA | Monthly | &nbsp;&nbsp; (2108)<br>|
| Standard Chartered PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119344 | 12/09/27 | 0.25% | 1D SONIA | Monthly | &nbsp;&nbsp; 989 |
| Stanley Black & Decker, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14234 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (862)<br>|
| Stantec, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 310530 | 01/11/27 | 0.20% | CABROVER | Monthly | &nbsp;&nbsp; (11544)<br>|
| Starbucks Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53090 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (2150)<br>|
| Steel Dynamics, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44166 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 188 |
| STERIS PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68617 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 447 |
| Stifel Financial Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26850 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (1450)<br>|
| Stockland | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3335 | 08/19/26 | 0.30% | 1D AONIA | Monthly | &nbsp;&nbsp; (23)<br>|
| Stryker Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125535 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 3812 |
| Stryker Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37577 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1226 |
| SUMCO Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22710 | 02/26/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; 258 |
| Sumitomo Chemical Co., Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 380711 | 12/09/27 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (6530)<br>|
| &nbsp;&nbsp;&nbsp; Sumitomo Electric Industries <br> Ltd.<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125849 | 08/19/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; 1112 |
| &nbsp;&nbsp;&nbsp; Sumitomo Metal Mining Co., <br> Ltd.<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5486 | 08/19/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; 165 |
| &nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial <br> Group, Inc.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122306 | 12/09/27 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; 861 |
| &nbsp;&nbsp;&nbsp; Sumitomo Mitsui Trust Group, <br> Inc.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 286158 | 12/09/27 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; 11091 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) |
| &nbsp;&nbsp;&nbsp; Sumitomo Realty & <br> Development Co., Ltd.<br>| Goldman Sachs Bank USA | $67943 | 08/19/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; $1674 |
| &nbsp;&nbsp;&nbsp; Sumitomo Rubber Industries <br> Ltd.<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1634 | 08/19/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (23)<br>|
| Sun Communities, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78858 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1168 |
| Sun Communities, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11552 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 171 |
| Sun Life Financial, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 126027 | 01/11/27 | 0.20% | CABROVER | Monthly | &nbsp;&nbsp; (759)<br>|
| Suncor Energy, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116682 | 12/09/27 | 0.20% | CABROVER | Monthly | &nbsp;&nbsp; 5518 |
| &nbsp;&nbsp;&nbsp; Sunrise Communications AG, <br> Class A<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47330 | 08/19/26 | 0.26% | SSARON | Monthly | &nbsp;&nbsp; 2956 |
| Suzuki Motor Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27697 | 08/19/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (1790)<br>|
| &nbsp;&nbsp;&nbsp; Swissquote Group Holding SA, <br> Class N, Registered Shares<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58185 | 11/11/26 | 0.26% | SSARON | Monthly | &nbsp;&nbsp; (1254)<br>|
| Symrise AG | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95296 | 11/11/26 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; (2606)<br>|
| Sysco Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100116 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 6205 |
| Sysmex Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 284395 | 12/09/27 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (12828)<br>|
| T Rowe Price Group, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 186707 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (2401)<br>|
| T&D Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33815 | 12/09/27 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; 764 |
| Taisei Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81379 | 12/11/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; (1581)<br>|
| &nbsp;&nbsp;&nbsp; Takeda Pharmaceutical Co., <br> Ltd.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42227 | 12/09/27 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; 2024 |
| &nbsp;&nbsp;&nbsp; Take-Two Interactive Software, <br> Inc.<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44604 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (3848)<br>|
| &nbsp;&nbsp;&nbsp; Take-Two Interactive Software, <br> Inc.<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22663 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1955)<br>|
| Talen Energy Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3743 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (260)<br>|
| Tapestry, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40669 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (820)<br>|
| &nbsp;&nbsp;&nbsp; Taylor Morrison Home Corp., <br> Class A<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96659 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (3588)<br>|
| Taylor Wimpey PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55919 | 12/09/27 | 0.25% | 1D SONIA | Monthly | &nbsp;&nbsp; (446)<br>|
| TD SYNNEX Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64609 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 2667 |
| TDK Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12889 | 08/19/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; 14 |
| TechnipFMC PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44417 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1440 |
| Technology One Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 220230 | 02/25/26 | 0.30% | 1D AONIA | Monthly | &nbsp;&nbsp; (11475)<br>|
| Tele2 AB, Class B | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 209018 | 11/11/26 | 0.26% | TN STIBOR | Monthly | &nbsp;&nbsp; 4810 |
| Teledyne Technologies, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 141108 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (300)<br>|
| Telenor ASA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23643 | 01/11/27 | 0.26% | NOWA | Monthly | &nbsp;&nbsp; 815 |
| Telia Co AB | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8205 | 08/19/26 | 0.26% | 1D STIBOR | Monthly | &nbsp;&nbsp; 164 |
| TELUS Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152494 | 01/11/27 | 0.20% | CABROVER | Monthly | &nbsp;&nbsp; 1540 |
| &nbsp;&nbsp;&nbsp; Temenos AG, Class N, <br> Registered Shares<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52948 | 01/11/27 | 0.26% | SSARON | Monthly | &nbsp;&nbsp; (3900)<br>|
| Tenaris SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 213044 | 12/09/27 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; (2087)<br>|
| Tenet Healthcare Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 153265 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (138)<br>|
| Teradyne, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47832 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1824 |
| Terumo Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115801 | 02/26/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (7226)<br>|
| Tesco PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60637 | 08/19/26 | 0.25% | 1D SONIA | Monthly | &nbsp;&nbsp; 146 |
| Tesla, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50778 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (2141)<br>|
| Tetra Tech, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7690 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 106 |
| Tetra Tech, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 178283 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 2447 |
| Texas Instruments, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101395 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 10691 |
| Texas Roadhouse, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14153 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (843)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) |
| Textron, Inc. | Barclays Bank PLC | $18438 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; $(1530)<br>|
| TFI International, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2156 | 08/18/26 | 0.20% | 1D CORRA | Monthly | &nbsp;&nbsp; (7)<br>|
| TG Therapeutics, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33433 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (2325)<br>|
| Thales SA | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84333 | 11/11/26 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; 2300 |
| Thermo Fisher Scientific, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20016 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (1501)<br>|
| THK Co., Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42032 | 12/09/27 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; 2784 |
| Thomson Reuters Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 318469 | 12/09/27 | 0.20% | CABROVER | Monthly | &nbsp;&nbsp; (33292)<br>|
| &nbsp;&nbsp;&nbsp; TKO Group Holdings, Inc., <br> Class A<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30420 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 372 |
| T-Mobile U.S., Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122357 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 7801 |
| TMX Group Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36706 | 12/09/27 | 0.20% | CABROVER | Monthly | &nbsp;&nbsp; (821)<br>|
| Toast, Inc., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48099 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (4359)<br>|
| Toho Co., Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36330 | 02/26/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (701)<br>|
| Tokio Marine Holdings, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 138929 | 02/26/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (1021)<br>|
| &nbsp;&nbsp;&nbsp; Tokyo Electric Power Co <br> Holdings, Inc.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144023 | 12/11/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; (19689)<br>|
| Tokyo Electron Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 137309 | 02/26/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (4080)<br>|
| Toray Industries, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5946 | 08/19/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (45)<br>|
| Toro Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33029 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 369 |
| Tosoh Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143923 | 02/26/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (1934)<br>|
| Toyo Tire Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97229 | 12/09/27 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (5600)<br>|
| Toyota Motor Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99581 | 12/11/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; (2120)<br>|
| TPG, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54890 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (3580)<br>|
| Tractor Supply Co. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69206 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (3266)<br>|
| Trade Desk, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24338 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (4290)<br>|
| Trade Desk, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193058 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (33340)<br>|
| Trane Technologies PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117819 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 9196 |
| Trane Technologies PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42524 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 3319 |
| Travelers Cos, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 167405 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 3585 |
| Trend Micro, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36556 | 02/26/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (1251)<br>|
| Trimble, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28540 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (1027)<br>|
| Tryg A/S | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 311002 | 01/11/27 | 0.26% | DESTR | Monthly | &nbsp;&nbsp; (15647)<br>|
| TTM Technologies, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76366 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 525 |
| Twilio, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31431 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (473)<br>|
| Tyler Technologies, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16742 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (2705)<br>|
| Ubiquiti, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28173 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (51)<br>|
| &nbsp;&nbsp;&nbsp; UBS Group AG, Registered <br> Shares<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48624 | 12/09/27 | 0.26% | SSARON | Monthly | &nbsp;&nbsp; (1734)<br>|
| UFP Industries, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51215 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1744)<br>|
| UiPath, Inc., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18453 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (3118)<br>|
| Ulta Beauty, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52486 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (2640)<br>|
| Unicharm Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147258 | 12/11/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; 851 |
| UniCredit SpA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20449 | 08/19/26 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; 292 |
| Union Pacific Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60156 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 970 |
| Union Pacific Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72619 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 4258 |
| United Airlines Holdings, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13002 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (826)<br>|
| &nbsp;&nbsp;&nbsp; United Parcel Service, Inc., <br> Class B<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71919 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (2027)<br>|
| United Therapeutics Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86387 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (470)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) |
| UnitedHealth Group, Inc. | Barclays Bank PLC | $43600 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; $(8307)<br>|
| Unity Software, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8745 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (2692)<br>|
| Universal Display Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46883 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1529)<br>|
| Universal Display Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 179459 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (5851)<br>|
| &nbsp;&nbsp;&nbsp; Universal Health Services, Inc., <br> Class B<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30819 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (429)<br>|
| Unum Group | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5882 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (108)<br>|
| Urban Outfitters, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91798 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1654 |
| Urban Outfitters, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35401 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 662 |
| US Bancorp | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132135 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (165)<br>|
| Vail Resorts, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41509 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (2520)<br>|
| Valero Energy Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74008 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (2162)<br>|
| Valero Energy Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 166492 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (4657)<br>|
| Valmont Industries, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41978 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (95)<br>|
| Var Energi ASA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 220370 | 01/11/27 | 0.26% | NOWA | Monthly | &nbsp;&nbsp; 6662 |
| Veeva Systems, Inc., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191263 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (18135)<br>|
| Ventas, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88669 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1195 |
| Veolia Environnement SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 374816 | 01/11/27 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; 20097 |
| Veralto Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 178402 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (4395)<br>|
| VeriSign, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89786 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (2595)<br>|
| VeriSign, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 216290 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (6252)<br>|
| Verizon Communications, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13621 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1739 |
| Vertiv Holdings Co., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144534 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 4038 |
| Vertiv Holdings Co., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9056 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 253 |
| Vestas Wind Systems A/S | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76026 | 08/19/26 | 0.26% | DESTR | Monthly | &nbsp;&nbsp; 2875 |
| VICI Properties, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 127842 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (499)<br>|
| Viking Holdings Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3136 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 110 |
| Virtu Financial, Inc., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7645 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 906 |
| Visa, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 435364 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (6043)<br>|
| Visa, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8849 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (160)<br>|
| Vistra Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32713 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (410)<br>|
| Vodafone Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134041 | 01/11/27 | 0.25% | 1D SONIA | Monthly | &nbsp;&nbsp; 5211 |
| Vonovia SE | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 183613 | 01/11/27 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; 3569 |
| Voya Financial, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 153840 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (60)<br>|
| Vulcan Materials Co. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42374 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 2 |
| Vulcan Materials Co. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7213 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; — |
| W R Berkley Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23293 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (44)<br>|
| Walmart, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192299 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 2138 |
| Warby Parker, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4299 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (294)<br>|
| &nbsp;&nbsp;&nbsp; Warner Music Group Corp., <br> Class A<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 56088 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 244 |
| Wartsila OYJ Abp | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43524 | 01/11/27 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; 1598 |
| Waste Connections, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13782 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (207)<br>|
| Waters Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52855 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (3920)<br>|
| Watsco, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201854 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (900)<br>|
| Wayfair, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128104 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (7746)<br>|
| WEC Energy Group, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 155386 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1876 |
| WEC Energy Group, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14813 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 238 |
| Weir Group PLC | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80205 | 11/11/26 | 0.25% | 1D SONIA | Monthly | &nbsp;&nbsp; 447 |
| Wesfarmers Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69862 | 12/11/26 | 0.00% | 1D AONIA | Monthly | &nbsp;&nbsp; (234)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) |
| West Japan Railway Co. | Citibank NA | $139270 | 02/26/26 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; $(316)<br>|
| &nbsp;&nbsp;&nbsp; West Pharmaceutical Services, <br> Inc.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69131 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (4648)<br>|
| Western Digital Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4652 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 603 |
| Westlake Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113556 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (9726)<br>|
| Westlake Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9109 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (780)<br>|
| WEX, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23630 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1161)<br>|
| &nbsp;&nbsp;&nbsp; Wheaton Precious Metals <br> Corp.<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97840 | 02/22/28 | 0.20% | 1D CORRA | Monthly | &nbsp;&nbsp; (9308)<br>|
| Williams Cos, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72641 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 4036 |
| Williams-Sonoma, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87150 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (2220)<br>|
| Williams-Sonoma, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12971 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (78)<br>|
| Willis Towers Watson PLC | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10964 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (170)<br>|
| Wix.com Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 155077 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 2885 |
| Wolters Kluwer NV, Class C | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 129969 | 12/09/27 | 0.26% | 1D ESTR | Monthly | &nbsp;&nbsp; (5735)<br>|
| Woodward, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200799 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (9141)<br>|
| Workday, Inc., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8656 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (577)<br>|
| Worley Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 155898 | 12/11/26 | 0.00% | 1D AONIA | Monthly | &nbsp;&nbsp; 6284 |
| WP Carey, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78695 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1378 |
| WSP Global, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46831 | 01/11/27 | 0.20% | CABROVER | Monthly | &nbsp;&nbsp; (1208)<br>|
| WW Grainger, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55465 | 01/11/27 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 692 |
| &nbsp;&nbsp;&nbsp; Wyndham Hotels & Resorts, <br> Inc.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23779 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (1651)<br>|
| XPO, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83704 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (910)<br>|
| Xylem, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58164 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (2051)<br>|
| Xylem, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7146 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (252)<br>|
| Yakult Honsha Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 114110 | 12/11/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; (4224)<br>|
| Yaskawa Electric Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46633 | 12/09/27 | 0.25% | 1D P TONA | Monthly | &nbsp;&nbsp; (1947)<br>|
| YETI Holdings, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40727 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (3108)<br>|
| Yum! Brands, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19652 | 12/09/27 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 252 |
| Zoetis, Inc., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77229 | 02/22/28 | 0.20% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 284 |
| Zoetis, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19180 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 292 |
| Zscaler, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6200 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; — |
| Zscaler, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5054 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (254)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total long positions of equity swaps | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total long positions of equity swaps | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total long positions of equity swaps |  |  |  |  | &nbsp;&nbsp; (933840)<br>|
| Short Contracts<sup>(b)</sup> | Short Contracts<sup>(b)</sup> | Short Contracts<sup>(b)</sup> | Short Contracts<sup>(b)</sup> | Short Contracts<sup>(b)</sup> | Short Contracts<sup>(b)</sup> | Short Contracts<sup>(b)</sup> | Short Contracts<sup>(b)</sup> |
| 3i Group PLC | Goldman Sachs Bank USA | $(35498) | 08/19/26 | (0.25)% | 1D SONIA | Monthly | &nbsp;&nbsp; $(1115)<br>|
| 3M Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1928) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 90 |
| AAON, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (144194) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 8241 |
| ABN AMRO Bank NV | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (442787) | 11/11/26 | 0.00% | 1D ESTR | Monthly | &nbsp;&nbsp; (1285)<br>|
| Accenture PLC, Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (102658) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 8274 |
| adidas AG, Class N | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (70998) | 08/19/26 | (0.26)% | 1D ESTR | Monthly | &nbsp;&nbsp; 2736 |
| Advance Auto Parts, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (31256) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1343)<br>|
| &nbsp;&nbsp;&nbsp; Advanced Drainage Systems, <br> Inc.<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8568) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 206 |
| Adyen NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (237847) | 01/11/27 | (0.26)% | 1D ESTR | Monthly | &nbsp;&nbsp; 27283 |
| Aena SME SA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (54969) | 08/19/26 | (0.26)% | 1D ESTR | Monthly | &nbsp;&nbsp; (1959)<br>|
| Aeon Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (64386) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; 2837 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) |
| Aeroports de Paris SA | Citibank NA | $(290515) | 11/11/26 | (0.14)% | 1D ESTR | Monthly | &nbsp;&nbsp; $(1210)<br>|
| AeroVironment, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10221) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 2705 |
| AES Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (72582) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (199)<br>|
| Affirm Holdings, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (38589) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 5364 |
| Affirm Holdings, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3231) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 518 |
| AGCO Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (21201) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 220 |
| AGCO Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (115975) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1204 |
| AGNC Investment Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (124821) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 4129 |
| AGNC Investment Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (320370) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 10597 |
| AIB Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (86122) | 01/11/27 | (0.26)% | 1D ESTR | Monthly | &nbsp;&nbsp; (1347)<br>|
| &nbsp;&nbsp;&nbsp; Air Products and Chemicals, <br> Inc.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (270113) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (8655)<br>|
| Airbus SE | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (381650) | 01/11/27 | (0.26)% | 1D ESTR | Monthly | &nbsp;&nbsp; 24717 |
| Akamai Technologies, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (48903) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (60)<br>|
| Akzo Nobel NV | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (89382) | 11/11/26 | 0.00% | 1D ESTR | Monthly | &nbsp;&nbsp; 1250 |
| Alaska Air Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (109349) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (4409)<br>|
| Albertsons Cos, Inc., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25804) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 796 |
| Albertsons Cos, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (34854) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1354 |
| Alcoa Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (48884) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 5311 |
| Alcon AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (195868) | 12/09/27 | (0.26)% | SSARON | Monthly | &nbsp;&nbsp; 6382 |
| &nbsp;&nbsp;&nbsp; Alexandria Real Estate <br> Equities, Inc.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (40721) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 2418 |
| Align Technology, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (27703) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 966 |
| Alimentation Couche-Tard, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (104031) | 12/09/27 | (0.20)% | CABROVER | Monthly | &nbsp;&nbsp; 8929 |
| Allegro MicroSystems, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7158) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (704)<br>|
| Alliant Energy Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17520) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 252 |
| &nbsp;&nbsp;&nbsp; Allison Transmission Holdings, <br> Inc.<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2231) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 57 |
| Ally Financial, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (95669) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (771)<br>|
| ALS Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (64101) | 12/11/26 | (0.25)% | 1D AONIA | Monthly | &nbsp;&nbsp; (1087)<br>|
| Amcor PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10508) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (245)<br>|
| Amer Sports, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (36906) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 569 |
| Ameren Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (70075) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (259)<br>|
| American Airlines Group, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (84706) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 8457 |
| &nbsp;&nbsp;&nbsp; American Electric Power Co., <br> Inc.<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (38787) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (859)<br>|
| American Express Co. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6433) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 94 |
| &nbsp;&nbsp;&nbsp; American Homes 4 Rent, <br> Class A<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (35440) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 236 |
| &nbsp;&nbsp;&nbsp; American Homes 4 Rent, <br> Class A<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17310) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 115 |
| American Tower Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (50785) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (669)<br>|
| &nbsp;&nbsp;&nbsp; American Water Works Co., <br> Inc.<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (77884) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1439 |
| &nbsp;&nbsp;&nbsp; American Water Works Co., <br> Inc.<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (28537) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 903 |
| Amkor Technology, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8610) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 152 |
| Amkor Technology, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (20980) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1648 |
| Anheuser-Busch InBev SA | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (308823) | 11/11/26 | (0.05)% | 1D ESTR | Monthly | &nbsp;&nbsp; (7326)<br>|
| &nbsp;&nbsp;&nbsp; Annaly Capital Management, <br> Inc.<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (113987) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 318 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) |
| Antero Midstream Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(245080) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; $(653)<br>|
| Antero Resources Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (72336) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (4187)<br>|
| ANZ Group Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (431358) | 12/11/26 | (0.25)% | 1D AONIA | Monthly | &nbsp;&nbsp; (1586)<br>|
| Aon PLC, Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (303372) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (12353)<br>|
| APA Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (124633) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (4195)<br>|
| APA Group | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (76685) | 12/11/26 | (0.25)% | 1D AONIA | Monthly | &nbsp;&nbsp; 1354 |
| API Group Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10815) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 214 |
| &nbsp;&nbsp;&nbsp; Apollo Global Management, <br> Inc.<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (26524) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1768 |
| &nbsp;&nbsp;&nbsp; Apollo Global Management, <br> Inc.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (311318) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 11563 |
| Appfolio, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2892) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 424 |
| Applied Digital Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (30398) | 01/11/27 | (0.38)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 753 |
| Applied Digital Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6986) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 515 |
| Applied Optoelectronics, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (33877) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (4848)<br>|
| AppLovin Corp., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (290991) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 27942 |
| ARC Resources Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (103145) | 12/09/27 | (0.20)% | CABROVER | Monthly | &nbsp;&nbsp; (781)<br>|
| ArcelorMittal SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (64155) | 12/09/27 | (0.26)% | 1D ESTR | Monthly | &nbsp;&nbsp; (3241)<br>|
| Archer Aviation, Inc., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15903) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 3212 |
| Argenx SE | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (38114) | 11/11/26 | 0.00% | 1D ESTR | Monthly | &nbsp;&nbsp; (571)<br>|
| Aris Mining Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2266) | 08/18/26 | (0.15)% | 1D CORRA | Monthly | &nbsp;&nbsp; — |
| Arista Networks, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (34636) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (2358)<br>|
| &nbsp;&nbsp;&nbsp; Armstrong World Industries, <br> Inc.<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8092) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 192 |
| Arrow Electronics, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2369) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (280)<br>|
| &nbsp;&nbsp;&nbsp; Arrowhead Pharmaceuticals, <br> Inc.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15171) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 57 |
| &nbsp;&nbsp;&nbsp; Arrowhead Pharmaceuticals, <br> Inc.<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (87781) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (337)<br>|
| Artemis Gold, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2028) | 12/09/27 | (0.20)% | CABROVER | Monthly | &nbsp;&nbsp; (2)<br>|
| Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (454690) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1834 |
| Asics Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (138767) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; 11182 |
| Associated British Foods PLC | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (73678) | 11/11/26 | 0.00% | 1D SONIA | Monthly | &nbsp;&nbsp; (1013)<br>|
| &nbsp;&nbsp;&nbsp; AST SpaceMobile, Inc., <br> Class A<br>| Merrill Lynch International | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (23389) | 02/15/28 | (0.49)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (2301)<br>|
| Astera Labs, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (24118) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 3332 |
| ASX Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (63386) | 12/11/26 | (0.25)% | 1D AONIA | Monthly | &nbsp;&nbsp; (3923)<br>|
| ATI, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (24162) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 584 |
| Atlas Copco AB, Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (164612) | 11/11/26 | 0.00% | TN STIBOR | Monthly | &nbsp;&nbsp; 5883 |
| Atlas Copco AB, Class B | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (232933) | 01/11/27 | (0.26)% | 1D STIBOR | Monthly | &nbsp;&nbsp; 9383 |
| Atmos Energy Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9097) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (52)<br>|
| &nbsp;&nbsp;&nbsp; Auckland International Airport <br> Ltd.<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (288312) | 02/25/26 | (0.50)% | 1M BBR | Monthly | &nbsp;&nbsp; 3449 |
| &nbsp;&nbsp;&nbsp; Automatic Data Processing, <br> Inc.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (288142) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 14172 |
| AutoNation, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (118303) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 7614 |
| AutoNation, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (87732) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 5330 |
| Autotrader Group PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5173) | 08/19/26 | (0.25)% | 1D SONIA | Monthly | &nbsp;&nbsp; 197 |
| AutoZone, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3465) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (239)<br>|
| AvalonBay Communities, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (236046) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (2565)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) |
| AvalonBay Communities, Inc. | Citibank NA | $(8436) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; $(92)<br>|
| Avantor, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (53905) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 5813 |
| Avantor, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5315) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 521 |
| Avery Dennison Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (155260) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 359 |
| Avis Budget Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (81549) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 6345 |
| Axon Enterprise, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (198095) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 39965 |
| Axon Enterprise, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (16807) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1816 |
| &nbsp;&nbsp;&nbsp; B&M European Value Retail <br> SA<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9318) | 08/19/26 | (0.25)% | 1D SONIA | Monthly | &nbsp;&nbsp; (310)<br>|
| Badger Meter, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5970) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 839 |
| Ball Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11089) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (114)<br>|
| &nbsp;&nbsp;&nbsp; Banco Bilbao Vizcaya <br> Argentaria SA<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11938) | 08/19/26 | (0.26)% | 1D ESTR | Monthly | &nbsp;&nbsp; (221)<br>|
| &nbsp;&nbsp;&nbsp; Banco Comercial Portugues <br> SA, Class R<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (304816) | 01/11/27 | (0.26)% | 1D ESTR | Monthly | &nbsp;&nbsp; (3973)<br>|
| Bandai Namco Holdings, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (154376) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; 1279 |
| Bank of America Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (129027) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1845)<br>|
| Bank of Ireland Group PLC | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (177694) | 11/11/26 | 0.00% | 1D ESTR | Monthly | &nbsp;&nbsp; (3010)<br>|
| &nbsp;&nbsp;&nbsp; Bank of New York Mellon <br> Corp.<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (241442) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 522 |
| &nbsp;&nbsp;&nbsp; Bank of New York Mellon <br> Corp.<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (32328) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 70 |
| &nbsp;&nbsp;&nbsp; Banque Cantonale Vaudoise, <br> Registered Shares<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (52801) | 01/11/27 | (0.26)% | SSARON | Monthly | &nbsp;&nbsp; 293 |
| Barratt Redrow PLC | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (118622) | 11/11/26 | 0.00% | 1D SONIA | Monthly | &nbsp;&nbsp; (2089)<br>|
| Bath & Body Works, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19961) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 690 |
| Baxter International, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (29583) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; — |
| Baxter International, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (32212) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Bayer AG, Class N, Registered <br> Shares<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (394201) | 12/09/27 | (0.26)% | 1D ESTR | Monthly | &nbsp;&nbsp; (3861)<br>|
| &nbsp;&nbsp;&nbsp; Bayerische Motoren Werke <br> AG<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (224898) | 11/11/26 | 0.00% | 1D ESTR | Monthly | &nbsp;&nbsp; 2667 |
| BCE, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13255) | 08/18/26 | (0.15)% | 1D CORRA | Monthly | &nbsp;&nbsp; (446)<br>|
| Beazley PLC | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (119026) | 11/11/26 | 0.00% | 1D SONIA | Monthly | &nbsp;&nbsp; (691)<br>|
| Beazley PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2277) | 08/19/26 | (0.25)% | 1D SONIA | Monthly | &nbsp;&nbsp; (876)<br>|
| Becton Dickinson & Co. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (394373) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 4098 |
| Beiersdorf AG | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (462407) | 11/11/26 | 0.00% | 1D ESTR | Monthly | &nbsp;&nbsp; (8270)<br>|
| Beijer Ref AB | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19942) | 11/11/26 | 0.00% | TN STIBOR | Monthly | &nbsp;&nbsp; 1678 |
| &nbsp;&nbsp;&nbsp; Belimo Holding AG, Registered <br> Shares<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (72689) | 11/11/26 | 0.00% | SSARON | Monthly | &nbsp;&nbsp; 2687 |
| BellRing Brands, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (40818) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 4433 |
| &nbsp;&nbsp;&nbsp; Berkshire Hathaway, Inc., <br> Class B<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (52809) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 432 |
| &nbsp;&nbsp;&nbsp; Berkshire Hathaway, Inc., <br> Class B<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (60013) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1388 |
| BILL Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (24097) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1864 |
| BILL Holdings, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (96996) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 7504 |
| Biogen, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6911) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (464)<br>|
| Birkenstock Holding PLC | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (111384) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 6865 |
| &nbsp;&nbsp;&nbsp; Bitdeer Technologies Group, <br> Class A<br>| Merrill Lynch International | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (30352) | 02/15/28 | (0.55)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 4416 |
| &nbsp;&nbsp;&nbsp; Bitdeer Technologies Group, <br> Class A<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9269) | 12/09/27 | (0.29)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 793 |
| Block, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (54382) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 3862 |
| Bloom Energy Corp., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15146) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (597)<br>|
| Boeing Co. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (39723) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 2795 |
| Boliden AB | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (28374) | 08/19/26 | (0.26)% | 1D STIBOR | Monthly | &nbsp;&nbsp; (967)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) |
| Bollore SE | Goldman Sachs Bank USA | $(2706) | 08/19/26 | (0.18)% | 1D ESTR | Monthly | &nbsp;&nbsp; $(42)<br>|
| Bombardier, Inc., Class B | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (178421) | 12/09/27 | (0.20)% | CABROVER | Monthly | &nbsp;&nbsp; 20062 |
| &nbsp;&nbsp;&nbsp; Booz Allen Hamilton Holding <br> Corp., Class A<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (91419) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 8128 |
| Brambles Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (47067) | 12/11/26 | (0.25)% | 1D AONIA | Monthly | &nbsp;&nbsp; 1430 |
| Brenntag SE, Class N | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (23991) | 01/11/27 | (0.26)% | 1D ESTR | Monthly | &nbsp;&nbsp; (344)<br>|
| Bridgebio Pharma, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (41234) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1362 |
| Bridgebio Pharma, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (29488) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 589 |
| &nbsp;&nbsp;&nbsp; BrightSpring Health Services, <br> Inc.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (14137) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 118 |
| &nbsp;&nbsp;&nbsp; Broadridge Financial Solutions, <br> Inc.<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (18251) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 906 |
| &nbsp;&nbsp;&nbsp; Brookfield Asset Management <br> Ltd., Class A<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (50382) | 08/18/26 | (0.15)% | 1D CORRA | Monthly | &nbsp;&nbsp; 3234 |
| Brookfield Corp., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (107694) | 02/22/28 | 0.00% | 1D CORRA | Monthly | &nbsp;&nbsp; 3670 |
| Brown & Brown, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (21413) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (1)<br>|
| Brown & Brown, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (532555) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 43501 |
| Brown-Forman Corp., Class B | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (263938) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 5292 |
| Bruker Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (82646) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 12403 |
| Bruker Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (45388) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 6811 |
| Brunello Cucinelli SpA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (32156) | 12/09/27 | (0.26)% | 1D ESTR | Monthly | &nbsp;&nbsp; 815 |
| BT Group PLC | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (36720) | 11/11/26 | 0.00% | 1D SONIA | Monthly | &nbsp;&nbsp; (1031)<br>|
| Builders FirstSource, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (43211) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 3743 |
| Builders FirstSource, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7539) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 561 |
| Bunge Global SA | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (328742) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (3560)<br>|
| Bunge Global SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (32333) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (350)<br>|
| Bunzl PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (43855) | 12/09/27 | (0.25)% | 1D SONIA | Monthly | &nbsp;&nbsp; 893 |
| Burlington Stores, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (97181) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1322 |
| Buzzi SpA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (138238) | 12/09/27 | (0.26)% | 1D ESTR | Monthly | &nbsp;&nbsp; 7204 |
| BXP, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (88879) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 992 |
| BXP, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (33877) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 378 |
| &nbsp;&nbsp;&nbsp; CACI International, Inc., <br> Class A<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (60958) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 3244 |
| &nbsp;&nbsp;&nbsp; CACI International, Inc., <br> Class A<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (20975) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1116 |
| Cadence Design Systems, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (55174) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 3607 |
| CAE, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (101458) | 12/09/27 | (0.20)% | CABROVER | Monthly | &nbsp;&nbsp; 4829 |
| Caesars Entertainment, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (101723) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 12155 |
| Camden Property Trust | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19797) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (268)<br>|
| Camden Property Trust | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7453) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (181)<br>|
| &nbsp;&nbsp;&nbsp; Canadian Natural Resources <br> Ltd.<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (35041) | 08/18/26 | (0.15)% | 1D CORRA | Monthly | &nbsp;&nbsp; (1138)<br>|
| Canadian Utilities Ltd., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (192809) | 12/09/27 | (0.20)% | CABROVER | Monthly | &nbsp;&nbsp; (1900)<br>|
| Capcom Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (201862) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; (27538)<br>|
| Capital One Financial Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7186) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (38)<br>|
| Capital One Financial Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (36691) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1443 |
| &nbsp;&nbsp;&nbsp; CapitaLand Integrated <br> Commercial Trust<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (63245) | 08/19/26 | (0.30)% | SORA | Monthly | &nbsp;&nbsp; (23)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) |
| CAR Group Ltd. | Barclays Bank PLC | $(252509) | 12/11/26 | (0.25)% | 1D AONIA | Monthly | &nbsp;&nbsp; $18259 |
| CAR Group Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3431) | 08/19/26 | (0.30)% | 1D AONIA | Monthly | &nbsp;&nbsp; 292 |
| CareTrust REIT, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (315742) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (6913)<br>|
| Carlsberg AS, Class B | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (146704) | 11/11/26 | 0.00% | DESTR | Monthly | &nbsp;&nbsp; 422 |
| Carlyle Group, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (54865) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 2845 |
| CarMax, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (123401) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 8488 |
| Carnival Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4558) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (245)<br>|
| Carrefour SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (53325) | 12/09/27 | (0.26)% | 1D ESTR | Monthly | &nbsp;&nbsp; 27 |
| Carvana Co., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (236101) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 35145 |
| &nbsp;&nbsp;&nbsp; Casella Waste Systems, Inc., <br> Class A<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (482823) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 25736 |
| Caterpillar, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (23343) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (322)<br>|
| Cava Group, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (121870) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 10087 |
| CBRE Group, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (51051) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (48)<br>|
| &nbsp;&nbsp;&nbsp; CCC Intelligent Solutions <br> Holdings, Inc.<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (24444) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1484 |
| Celanese Corp., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (85788) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 6330 |
| Celsius Holdings, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (104017) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 5197 |
| Celsius Holdings, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10772) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 538 |
| Cenovus Energy, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (84386) | 12/09/27 | (0.20)% | CABROVER | Monthly | &nbsp;&nbsp; (4849)<br>|
| Centene Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (62550) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 2032 |
| CenterPoint Energy, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (46360) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (910)<br>|
| Central Japan Railway Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8192) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; (177)<br>|
| Central Japan Railway Co. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (166941) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; (3237)<br>|
| Centrica PLC | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (228691) | 11/11/26 | 0.00% | 1D SONIA | Monthly | &nbsp;&nbsp; (12228)<br>|
| Centrus Energy Corp., Class A | Merrill Lynch International | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5510) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 501 |
| Centrus Energy Corp., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5140) | 12/09/27 | (0.29)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 410 |
| Centrus Energy Corp., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (40551) | 12/09/27 | (0.29)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 2983 |
| CF Industries Holdings, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (175425) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (7399)<br>|
| CH Robinson Worldwide, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (86282) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (8269)<br>|
| &nbsp;&nbsp;&nbsp; Charles River Laboratories <br> International, Inc.<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10529) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 637 |
| &nbsp;&nbsp;&nbsp; Charter Communications, Inc., <br> Class A<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (75912) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (5299)<br>|
| Chewy, Inc., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (27454) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 2856 |
| Chewy, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (16602) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1727 |
| Chipotle Mexican Grill, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (50064) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 815 |
| Chubb Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (34305) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (985)<br>|
| Chubu Electric Power Co., Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (59201) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; 1087 |
| &nbsp;&nbsp;&nbsp; Chugai Pharmaceutical Co., <br> Ltd.<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (157787) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; (7863)<br>|
| Church & Dwight Co., Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4812) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; — |
| Church & Dwight Co., Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8551) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (304)<br>|
| Churchill Downs, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (34053) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1496 |
| &nbsp;&nbsp;&nbsp; Cie Financiere Richemont SA, <br> Registered Shares<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (44937) | 08/19/26 | (0.26)% | SSARON | Monthly | &nbsp;&nbsp; 5144 |
| Cigna Group | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12618) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 283 |
| Cincinnati Financial Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (33212) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (575)<br>|
| Cinemark Holdings, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (40642) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 741 |
| Cisco Systems, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (285732) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (11962)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) |
| Citigroup, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(81656) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; $(35)<br>|
| CK Infrastructure Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (44530) | 12/11/26 | (0.30)% | HONIA | Monthly | &nbsp;&nbsp; (643)<br>|
| CK Infrastructure Holdings Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12145) | 02/25/26 | 0.00% | HONIA | Monthly | &nbsp;&nbsp; (175)<br>|
| Clean Harbors, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (23008) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 136 |
| Clean Harbors, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (47063) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 279 |
| Cleanspark, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12531) | 01/11/27 | (0.38)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1283 |
| Cleveland-Cliffs, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (63243) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 2534 |
| Clorox Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (373065) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (1962)<br>|
| Cloudflare, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (80317) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 2460 |
| Cloudflare, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4870) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 82 |
| CLP Holdings Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9280) | 08/19/26 | (0.30)% | HONIA | Monthly | &nbsp;&nbsp; (172)<br>|
| CMS Energy Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (89848) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (658)<br>|
| CNH Industrial NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (39736) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1043 |
| Coca-Cola Co. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (98132) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (2562)<br>|
| Coca-Cola Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (36366) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (1488)<br>|
| Coca-Cola Consolidated, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (256196) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (3674)<br>|
| Coca-Cola Consolidated, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6637) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (53)<br>|
| &nbsp;&nbsp;&nbsp; Coca-Cola Europacific <br> Partners PLC<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (247850) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (5609)<br>|
| Cochlear Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (355159) | 12/11/26 | (0.25)% | 1D AONIA | Monthly | &nbsp;&nbsp; 10704 |
| Cochlear Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (186) | 08/19/26 | (0.30)% | 1D AONIA | Monthly | &nbsp;&nbsp; — |
| Coeur Mining, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (118233) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 24454 |
| Coinbase Global, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19860) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 3697 |
| Coinbase Global, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3350) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 624 |
| Colgate-Palmolive Co. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (29854) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1567)<br>|
| &nbsp;&nbsp;&nbsp; Columbia Banking System, <br> Inc.<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (109215) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 847 |
| Commvault Systems, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (54367) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 8518 |
| Compass, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (20353) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 885 |
| Comstock Resources, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (42945) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 211 |
| ConocoPhillips | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (71898) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (4920)<br>|
| Consolidated Edison, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (21248) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (504)<br>|
| Consolidated Edison, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (54582) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (1825)<br>|
| &nbsp;&nbsp;&nbsp; Constellation Brands, Inc., <br> Class A<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5398) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 71 |
| Constellation Energy Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (36781) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 854 |
| Constellation Energy Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (92806) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 16461 |
| &nbsp;&nbsp;&nbsp; Construction Partners, Inc., <br> Class A<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2855) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 108 |
| Contact Energy Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (50937) | 02/25/26 | (0.50)% | 1M BBR | Monthly | &nbsp;&nbsp; (56)<br>|
| Cooper Cos, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (247572) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 4246 |
| Copart, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (28476) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 476 |
| Core & Main, Inc., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (29604) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 2871 |
| Core & Main, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (200197) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 19413 |
| Core Scientific, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (27409) | 02/22/28 | (0.28)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 136 |
| Corebridge Financial, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (39733) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (377)<br>|
| CoreWeave, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (31291) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1191 |
| Corning, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (273129) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (25986)<br>|
| Corpay, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22170) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 461 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) |
| Corpay, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(40893) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; $1564 |
| CoStar Group, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6029) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 433 |
| Coterra Energy, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (38137) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (2195)<br>|
| Cowell e Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (36612) | 12/11/26 | (2.00)% | HONIA | Monthly | &nbsp;&nbsp; 1617 |
| &nbsp;&nbsp;&nbsp; Credo Technology Group <br> Holding Ltd.<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (41194) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 6366 |
| Crocs, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (54116) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1499 |
| &nbsp;&nbsp;&nbsp; Crowdstrike Holdings, Inc., <br> Class A<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (42654) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1162 |
| Crown Castle, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (51628) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (371)<br>|
| Crown Holdings, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8082) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (187)<br>|
| CTS Eventim AG & Co KGaA | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (85712) | 11/11/26 | 0.00% | 1D ESTR | Monthly | &nbsp;&nbsp; 2007 |
| Cummins, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (244889) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1785 |
| CVC Capital Partners PLC | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (234904) | 11/11/26 | 0.00% | 1D ESTR | Monthly | &nbsp;&nbsp; 3723 |
| CVS Health Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (48368) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 4774 |
| Cytokinetics, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (30128) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 807 |
| Cytokinetics, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (46165) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1237 |
| D.R. Ing hc F Porsche AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (100998) | 01/11/27 | (0.26)% | 1D ESTR | Monthly | &nbsp;&nbsp; 3575 |
| D.R. Ing hc F Porsche AG | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15629) | 08/19/26 | (0.26)% | 1D ESTR | Monthly | &nbsp;&nbsp; 592 |
| Daimler Truck Holding AG | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (84959) | 08/19/26 | (0.26)% | 1D ESTR | Monthly | &nbsp;&nbsp; 1581 |
| Danske Bank A/S | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (461179) | 01/11/27 | (0.26)% | DESTR | Monthly | &nbsp;&nbsp; 2443 |
| Darden Restaurants, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (50929) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 2088 |
| Darling Ingredients, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (47822) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (3774)<br>|
| Dassault Aviation SA | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (185441) | 11/11/26 | 0.00% | 1D ESTR | Monthly | &nbsp;&nbsp; 676 |
| Davide Campari-Milano NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (127069) | 01/11/27 | (0.26)% | 1D ESTR | Monthly | &nbsp;&nbsp; 2023 |
| DaVita, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (120742) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (188)<br>|
| Deere & Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (55895) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (601)<br>|
| Deere & Co. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (197515) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (4181)<br>|
| &nbsp;&nbsp;&nbsp; Dell Technologies, Inc., <br> Class C<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (23317) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 543 |
| Demant A/S | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (86500) | 12/09/27 | (0.26)% | DESTR | Monthly | &nbsp;&nbsp; 5048 |
| &nbsp;&nbsp;&nbsp; Descartes Systems Group, <br> Inc.<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (61746) | 08/18/26 | (0.15)% | 1D CORRA | Monthly | &nbsp;&nbsp; 7677 |
| Deutsche Boerse AG, Class N | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (34764) | 08/19/26 | (0.26)% | 1D ESTR | Monthly | &nbsp;&nbsp; (181)<br>|
| Diageo PLC | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (103003) | 11/11/26 | 0.00% | 1D SONIA | Monthly | &nbsp;&nbsp; 814 |
| Diamondback Energy, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (256571) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (18865)<br>|
| Dick's Sporting Goods, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (202894) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 5540 |
| Digital Realty Trust, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (37773) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (1723)<br>|
| DigitalOcean Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (48327) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (845)<br>|
| Disco Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (88615) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; 3365 |
| Discovery Silver Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (73764) | 12/09/27 | (1.34)% | CABROVER | Monthly | &nbsp;&nbsp; 9170 |
| Docusign, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (75496) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 6458 |
| Docusign, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8798) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 759 |
| Dollar General Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (24871) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 201 |
| Dollar Tree, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15468) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1122 |
| Dominion Energy, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (51240) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (205)<br>|
| Dominion Energy, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (325959) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1305)<br>|
| DoorDash, Inc., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (73508) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1073 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) |
| DraftKings, Inc., Class A | Citibank NA | $(4220) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; $423 |
| Drax Group PLC | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (75876) | 11/11/26 | 0.00% | 1D SONIA | Monthly | &nbsp;&nbsp; (637)<br>|
| Dropbox, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (39885) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1155 |
| DSV A/S | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (291596) | 11/11/26 | 0.00% | DESTR | Monthly | &nbsp;&nbsp; (836)<br>|
| DT Midstream, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (300228) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (11042)<br>|
| DTE Energy Co. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (50831) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 305 |
| Duke Energy Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (117357) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (3629)<br>|
| Duolingo, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3552) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 468 |
| EastGroup Properties, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (186968) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1756)<br>|
| easyJet PLC | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (114312) | 11/11/26 | 0.00% | 1D SONIA | Monthly | &nbsp;&nbsp; 4266 |
| Ebara Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (262383) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; 14129 |
| EchoStar Corp., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (42228) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 4866 |
| EchoStar Corp., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22266) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 2566 |
| EDP Renovaveis SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (152966) | 12/09/27 | (0.26)% | 1D ESTR | Monthly | &nbsp;&nbsp; 1933 |
| Eiffage SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (62700) | 12/09/27 | (0.26)% | 1D ESTR | Monthly | &nbsp;&nbsp; (1813)<br>|
| Elanco Animal Health, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (69399) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 2240 |
| Elanco Animal Health, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (24362) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 812 |
| Elastic NV | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (37303) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 2624 |
| Eldorado Gold Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (52289) | 08/18/26 | (0.15)% | 1D CORRA | Monthly | &nbsp;&nbsp; (1427)<br>|
| Elevance Health, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (40216) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1493 |
| elf Beauty, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (101567) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 9353 |
| elf Beauty, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (52515) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 4836 |
| Eli Lilly & Co. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (430898) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 19150 |
| Elia Group SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (28722) | 12/09/27 | (0.26)% | 1D ESTR | Monthly | &nbsp;&nbsp; (2406)<br>|
| Endeavour Silver Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7021) | 08/18/26 | (0.15)% | 1D CORRA | Monthly | &nbsp;&nbsp; 1455 |
| Enphase Energy, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (58615) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 5068 |
| Entegris, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (107568) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 360 |
| Entergy Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (80238) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (2036)<br>|
| Entergy Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15245) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (289)<br>|
| EQT AB | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (370851) | 12/09/27 | (0.26)% | 1D STIBOR | Monthly | &nbsp;&nbsp; 36233 |
| EQT Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (82478) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (4521)<br>|
| Equinix, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17441) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (620)<br>|
| Equinor ASA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (63067) | 08/19/26 | (0.26)% | NOWA | Monthly | &nbsp;&nbsp; (2920)<br>|
| Equitable Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (71178) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (46)<br>|
| &nbsp;&nbsp;&nbsp; Equity LifeStyle Properties, <br> Inc.<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (188398) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 656 |
| Equity Residential | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15061) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (270)<br>|
| Equity Residential | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (28468) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (635)<br>|
| Esab Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22823) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 56 |
| Essex Property Trust, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22007) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 94 |
| Essity AB, Class B | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (96909) | 01/11/27 | (0.26)% | 1D STIBOR | Monthly | &nbsp;&nbsp; (4797)<br>|
| &nbsp;&nbsp;&nbsp; Estee Lauder Cos, Inc., <br> Class A<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4626) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 15 |
| &nbsp;&nbsp;&nbsp; Estee Lauder Cos, Inc., <br> Class A<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (167525) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 5902 |
| Etsy, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (65387) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 8561 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) |
| Everest Group Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(321700) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; $(9580)<br>|
| Evergy, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (147043) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (969)<br>|
| Eversource Energy | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (28462) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 533 |
| Exelon Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (87282) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (352)<br>|
| EXOR NV | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (98987) | 12/09/27 | (0.26)% | 1D ESTR | Monthly | &nbsp;&nbsp; 1691 |
| Expand Energy Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (191717) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (5113)<br>|
| Expedia Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17619) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 934 |
| Extra Space Storage, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (200833) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 8089 |
| Extra Space Storage, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (45572) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1835 |
| Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (180280) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (10468)<br>|
| F5, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7860) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (408)<br>|
| F5, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9350) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (296)<br>|
| Fabrinet | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6585) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (267)<br>|
| &nbsp;&nbsp;&nbsp; FactSet Research Systems, <br> Inc.<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5487) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 654 |
| Fair Isaac Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (199290) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 12004 |
| FANUC Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25510) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; 1418 |
| Fast Retailing Co., Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (353871) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; 10491 |
| Fastenal Co. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (86915) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1322 |
| FDJ UNITED, Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4497) | 08/19/26 | (0.18)% | 1D ESTR | Monthly | &nbsp;&nbsp; 77 |
| &nbsp;&nbsp;&nbsp; Federal Realty Investment <br> Trust<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (76001) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 334 |
| FedEx Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (250326) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (10052)<br>|
| Ferrari NV | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (249641) | 11/11/26 | 0.00% | 1D ESTR | Monthly | &nbsp;&nbsp; 6152 |
| Ferrovial SE | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (559606) | 12/09/27 | (0.26)% | 1D ESTR | Monthly | &nbsp;&nbsp; 4183 |
| Fifth Third Bancorp | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (35470) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 467 |
| Fifth Third Bancorp | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (148853) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1960 |
| &nbsp;&nbsp;&nbsp; FinecoBank Banca Fineco <br> SpA<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (21798) | 11/11/26 | 0.00% | 1D ESTR | Monthly | &nbsp;&nbsp; (73)<br>|
| First American Financial Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (20111) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 273 |
| &nbsp;&nbsp;&nbsp; First Citizens BancShares, Inc., <br> Class A<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (97648) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 4517 |
| &nbsp;&nbsp;&nbsp; First Citizens BancShares, Inc., <br> Class A<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2033) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (37)<br>|
| First Horizon Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (81141) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (166)<br>|
| First Horizon Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15468) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 88 |
| First Solar, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19256) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 763 |
| FirstCash Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (141540) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1218 |
| FirstEnergy Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (30865) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (190)<br>|
| Fiserv, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (46776) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 2547 |
| Fiserv, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2791) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (13)<br>|
| Five Below, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3960) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (65)<br>|
| Flex Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (34949) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 907 |
| &nbsp;&nbsp;&nbsp; Floor & Decor Holdings, Inc., <br> Class A<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (69971) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 9155 |
| Flowserve Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (28347) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (256)<br>|
| Fluence Energy, Inc., Class A | Merrill Lynch International | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (42738) | 02/15/28 | (0.54)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (8833)<br>|
| Fluor Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (49715) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (632)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) |
| Flutter Entertainment PLC | Citibank NA | $(20837) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; $1845 |
| FNB Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (166896) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 4172 |
| Food & Life Cos Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (61871) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; 1778 |
| Ford Motor Co. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (57980) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (719)<br>|
| Fortinet, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (198098) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (3752)<br>|
| Fortive Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (56526) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1973 |
| Fortive Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (28545) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 820 |
| Fortum OYJ | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (150551) | 12/09/27 | (0.26)% | 1D ESTR | Monthly | &nbsp;&nbsp; (3348)<br>|
| &nbsp;&nbsp;&nbsp; Fortune Brands Innovations, <br> Inc.<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2844) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 302 |
| Freshpet, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10527) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 421 |
| Fresnillo PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (106626) | 12/09/27 | (0.25)% | 1D SONIA | Monthly | &nbsp;&nbsp; 12663 |
| FTAI Aviation Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (125027) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 9018 |
| FTAI Aviation Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7924) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 572 |
| FUJIFILM Holdings Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (66560) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; 2639 |
| Fujikura Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (58688) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; (4156)<br>|
| G Mining Ventures Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (89992) | 08/18/26 | (0.75)% | 1D CORRA | Monthly | &nbsp;&nbsp; (4486)<br>|
| G Mining Ventures Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (188760) | 12/09/27 | (0.54)% | CABROVER | Monthly | &nbsp;&nbsp; 22662 |
| GameStop Corp., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (29754) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (3510)<br>|
| &nbsp;&nbsp;&nbsp; Gaming and Leisure <br> Properties, Inc.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8982) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 32 |
| Gap, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (21441) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (607)<br>|
| &nbsp;&nbsp;&nbsp; GE HealthCare Technologies, <br> Inc.<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (244518) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 8635 |
| &nbsp;&nbsp;&nbsp; GE HealthCare Technologies, <br> Inc.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (18425) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 657 |
| &nbsp;&nbsp;&nbsp; Geberit AG, Class N, <br> Registered Shares<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (423068) | 01/11/27 | (0.26)% | SSARON | Monthly | &nbsp;&nbsp; 7675 |
| Gen Digital, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (372399) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 18162 |
| Gen Digital, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12383) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 604 |
| Generac Holdings, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (38925) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1621 |
| General Mills, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (18063) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (719)<br>|
| General Motors Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (40408) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1424)<br>|
| Genesis Minerals Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (144394) | 12/11/26 | (0.25)% | 1D AONIA | Monthly | &nbsp;&nbsp; 7138 |
| Genpact Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10531) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 477 |
| Genuine Parts Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (499603) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (7850)<br>|
| GFL Environmental, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (52822) | 12/09/27 | (0.20)% | CABROVER | Monthly | &nbsp;&nbsp; 2651 |
| &nbsp;&nbsp;&nbsp; Gildan Activewear, Inc., <br> Class A<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (53994) | 12/09/27 | (0.20)% | CABROVER | Monthly | &nbsp;&nbsp; 2341 |
| Gitlab, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4518) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (30)<br>|
| &nbsp;&nbsp;&nbsp; Givaudan SA, Class N, <br> Registered Shares<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (167861) | 11/11/26 | 0.00% | SSARON | Monthly | &nbsp;&nbsp; 9376 |
| Glencore PLC | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (45567) | 11/11/26 | 0.00% | 1D SONIA | Monthly | &nbsp;&nbsp; (750)<br>|
| Glencore PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5751) | 08/19/26 | (0.25)% | 1D SONIA | Monthly | &nbsp;&nbsp; (85)<br>|
| Global Payments, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (40172) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 2222 |
| Global Payments, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (34321) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 818 |
| Globalfoundries, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11881) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 741 |
| Globalstar, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (54046) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 3333 |
| Globant SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9943) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 312 |
| GoDaddy, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13248) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 683 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) |
| Goldman Sachs Group, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(80191) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; $1616 |
| Goodman Group | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (250361) | 12/11/26 | (0.25)% | 1D AONIA | Monthly | &nbsp;&nbsp; 1683 |
| Goodman Group | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9547) | 08/19/26 | (0.30)% | 1D AONIA | Monthly | &nbsp;&nbsp; 221 |
| GPGI, Inc., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8484) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 306 |
| Graco, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (87359) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp; Graphic Packaging Holding <br> Co.<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (16600) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 778 |
| Greatland Resources Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (23670) | 08/19/26 | (0.25)% | 1D SONIA | Monthly | &nbsp;&nbsp; 93 |
| Group 1 Automotive, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (60416) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 6214 |
| GSK PLC | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (230443) | 11/11/26 | 0.00% | 1D SONIA | Monthly | &nbsp;&nbsp; (10614)<br>|
| Guardant Health, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3471) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (64)<br>|
| &nbsp;&nbsp;&nbsp; H & M Hennes & Mauritz AB, <br> Class B<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4442) | 01/11/27 | (0.26)% | 1D STIBOR | Monthly | &nbsp;&nbsp; (43)<br>|
| Haleon PLC | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (436906) | 11/11/26 | 0.00% | 1D SONIA | Monthly | &nbsp;&nbsp; (4801)<br>|
| Halozyme Therapeutics, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12743) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (165)<br>|
| Hamilton Lane, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2129) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 152 |
| Hankyu Hanshin Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (97630) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; (2893)<br>|
| Hartford Insurance Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (23131) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (910)<br>|
| HCA Healthcare, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25219) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (659)<br>|
| HealthEquity, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7912) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 116 |
| Healthpeak Properties, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (30599) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 946 |
| Healthpeak Properties, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (30688) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 949 |
| Hecla Mining Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (259425) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 72712 |
| Helvetia Baloise Holding AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (92559) | 12/09/27 | (0.26)% | SSARON | Monthly | &nbsp;&nbsp; (266)<br>|
| Henkel AG & Co KGaA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10050) | 08/19/26 | (0.26)% | 1D ESTR | Monthly | &nbsp;&nbsp; (269)<br>|
| Henry Schein, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (33036) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1259 |
| Hermes International SCA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (303334) | 01/11/27 | (0.26)% | 1D ESTR | Monthly | &nbsp;&nbsp; 12208 |
| &nbsp;&nbsp;&nbsp; Hewlett Packard Enterprise <br> Co.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (18711) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (140)<br>|
| Hexcel Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (175011) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 778 |
| Hikari Tsushin, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (170160) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; 4452 |
| &nbsp;&nbsp;&nbsp; Hilton Worldwide Holdings, <br> Inc.<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12133) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (106)<br>|
| &nbsp;&nbsp;&nbsp; Hims & Hers Health, Inc., <br> Class A<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (31893) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 3584 |
| &nbsp;&nbsp;&nbsp; Hims & Hers Health, Inc., <br> Class A<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17305) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1945 |
| Hochschild Mining PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7719) | 08/19/26 | (0.25)% | 1D SONIA | Monthly | &nbsp;&nbsp; (873)<br>|
| Holmen AB, Class B | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (71058) | 11/11/26 | 0.00% | TN STIBOR | Monthly | &nbsp;&nbsp; 2726 |
| Home Depot, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (153174) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 2589 |
| &nbsp;&nbsp;&nbsp; Hong Kong & China Gas Co., <br> Ltd.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (34575) | 12/09/27 | (0.30)% | HONIA | Monthly | &nbsp;&nbsp; (274)<br>|
| Hormel Foods Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (172201) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1767)<br>|
| Host Hotels & Resorts, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (23625) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 352 |
| Houlihan Lokey, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (40719) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 5035 |
| Howden Joinery Group PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2692) | 08/19/26 | (0.25)% | 1D SONIA | Monthly | &nbsp;&nbsp; 23 |
| Hoya Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (145968) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; (5012)<br>|
| HP, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (23578) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 464 |
| Humana, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (103587) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 27654 |
| Humana, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (23034) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 4295 |
| &nbsp;&nbsp;&nbsp; Huntington Ingalls Industries, <br> Inc.<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8899) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 68 |
| Hyatt Hotels Corp., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (21176) | 02/22/28 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1161 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) |
| Hyatt Hotels Corp., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(252296) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; $13832 |
| iA Financial Corp., Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (78543) | 12/09/27 | (0.20)% | CABROVER | Monthly | &nbsp;&nbsp; 1379 |
| IAMGOLD Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (99548) | 12/09/27 | (0.20)% | CABROVER | Monthly | &nbsp;&nbsp; 10391 |
| ICON PLC | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (30439) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1058 |
| IDACORP, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19662) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 142 |
| IDEX Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (387623) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1733)<br>|
| IHI Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9093) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; (161)<br>|
| Illumina, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12316) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 731 |
| IMCD NV | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (45701) | 12/09/27 | (0.26)% | 1D ESTR | Monthly | &nbsp;&nbsp; (848)<br>|
| Impinj, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8691) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1233 |
| Impinj, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (46190) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 6555 |
| &nbsp;&nbsp;&nbsp; Infineon Technologies AG, <br> Class N<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (475905) | 11/11/26 | 0.00% | 1D ESTR | Monthly | &nbsp;&nbsp; 14601 |
| Infratil Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (79097) | 12/09/27 | (0.40)% | 1D NZOCO | Monthly | &nbsp;&nbsp; 368 |
| ING Groep NV | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (198745) | 12/09/27 | (0.26)% | 1D ESTR | Monthly | &nbsp;&nbsp; (2914)<br>|
| Ingersoll Rand, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (477760) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 7967 |
| Ingersoll Rand, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (30467) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 508 |
| Innodata, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17242) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1497 |
| InPost SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (116148) | 12/09/27 | (0.26)% | 1D ESTR | Monthly | &nbsp;&nbsp; 2215 |
| Intel Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (37140) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 3402 |
| &nbsp;&nbsp;&nbsp; Interactive Brokers Group, Inc., <br> Class A<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13743) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 415 |
| InterDigital, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (64373) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 718 |
| &nbsp;&nbsp;&nbsp; International Flavors & <br> Fragrances, Inc.<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (246643) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 8032 |
| International Paper Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (284177) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 10324 |
| &nbsp;&nbsp;&nbsp; Intuitive Machines, Inc., <br> Class A<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (14352) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 375 |
| Intuitive Surgical, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (18403) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 756 |
| Intuitive Surgical, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (194380) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 11853 |
| Investment AB Latour, Class B | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (29785) | 12/09/27 | (0.26)% | 1D STIBOR | Monthly | &nbsp;&nbsp; 500 |
| Investor AB, Class B | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (447191) | 01/11/27 | (0.26)% | 1D STIBOR | Monthly | &nbsp;&nbsp; (5229)<br>|
| Invitation Homes, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (41449) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 445 |
| IonQ, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (23067) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 3676 |
| IonQ, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25849) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 3900 |
| IQVIA Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (21036) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 783 |
| IRhythm Holdings, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13806) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 982 |
| Iron Mountain, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (47275) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 749 |
| Iron Mountain, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (53119) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 974 |
| &nbsp;&nbsp;&nbsp; Isetan Mitsukoshi Holdings <br> Ltd.<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1725) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; 120 |
| ITOCHU Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9225) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; 264 |
| ITOCHU Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (492265) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; 18570 |
| Itron, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (38585) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 142 |
| Ivanhoe Mines Ltd., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (149968) | 12/09/27 | (0.20)% | CABROVER | Monthly | &nbsp;&nbsp; (9541)<br>|
| J Front Retailing Co., Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (119281) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; 2489 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) |
| J M Smucker Co. | Barclays Bank PLC | $(90443) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; $(2463)<br>|
| J M Smucker Co. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (18885) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (514)<br>|
| Jabil, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (33769) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1036 |
| Jack Henry & Associates, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (64625) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1902 |
| Jacobs Solutions, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6724) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 232 |
| Japan Exchange Group, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (132220) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; 5638 |
| Japan Post Bank Co., Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (83320) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; (5517)<br>|
| &nbsp;&nbsp;&nbsp; Japan Post Insurance Co., <br> Ltd.<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (18567) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; (16)<br>|
| Japan Steel Works Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (90236) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; 7208 |
| Jazz Pharmaceuticals PLC | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (36936) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1406 |
| &nbsp;&nbsp;&nbsp; JB Hunt Transport Services, <br> Inc.<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3256) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 12 |
| JBT Marel Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (290440) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 203 |
| JBT Marel Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (31799) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 22 |
| JD Sports Fashion PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (30515) | 01/11/27 | (0.25)% | 1D SONIA | Monthly | &nbsp;&nbsp; 1022 |
| Jefferies Financial Group, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (53277) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1825 |
| JetBlue Airways Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (20369) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1965 |
| JFrog Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4271) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 161 |
| Johnson & Johnson | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (42597) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (1490)<br>|
| Jones Lang LaSalle, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (65570) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (285)<br>|
| Jones Lang LaSalle, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (54523) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (237)<br>|
| JPMorgan Chase & Co. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (131737) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1020)<br>|
| JX Advanced Metals Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (80458) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; 2788 |
| Karman Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12054) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 843 |
| Karman Holdings, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (57539) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 3044 |
| &nbsp;&nbsp;&nbsp; Kawasaki Heavy Industries <br> Ltd.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (272923) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; 14146 |
| KBC Group NV | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (153810) | 11/11/26 | 0.00% | 1D ESTR | Monthly | &nbsp;&nbsp; (2606)<br>|
| KDDI Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (83904) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; 1173 |
| Kering SA | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (218428) | 11/11/26 | 0.00% | 1D ESTR | Monthly | &nbsp;&nbsp; 13015 |
| Kesko OYJ, Class B | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (88884) | 12/09/27 | (0.26)% | 1D ESTR | Monthly | &nbsp;&nbsp; (3007)<br>|
| Keurig Dr Pepper, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17797) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 71 |
| Keyence Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (191728) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; 8298 |
| Keyera Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7367) | 12/09/27 | (0.20)% | CABROVER | Monthly | &nbsp;&nbsp; (286)<br>|
| Kikkoman Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (291069) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; 5229 |
| Kimco Realty Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (40005) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (617)<br>|
| Kinetik Holdings, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (66849) | 01/11/27 | (0.88)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (2739)<br>|
| Kinetik Holdings, Inc., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (175985) | 02/22/28 | (1.18)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (7210)<br>|
| Kinetik Holdings, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (20422) | 08/18/26 | (1.16)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (1833)<br>|
| Kingspan Group PLC | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (308094) | 11/11/26 | 0.00% | 1D ESTR | Monthly | &nbsp;&nbsp; (4939)<br>|
| Kinsale Capital Group, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2037) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 58 |
| Kioxia Holdings Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (138499) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; (25644)<br>|
| Kirby Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25881) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 2584 |
| KKR & Co., Inc., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (145583) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 10870 |
| KKR & Co., Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (56472) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 3912 |
| Klaviyo, Inc., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (37598) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 6015 |
| &nbsp;&nbsp;&nbsp; Knight-Swift Transportation <br> Holdings, Inc.<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (58667) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 4284 |
| Kohl's Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (14821) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 234 |
| Kokusai Electric Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (79102) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; 4373 |
| Komatsu Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (150745) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; (6184)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) |
| Komatsu Ltd. | Citibank NA | $(87635) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; $(4225)<br>|
| Konami Group Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (14506) | 12/11/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; (97)<br>|
| Konami Group Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (118868) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; (12553)<br>|
| Kongsberg Gruppen ASA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (33704) | 08/19/26 | (0.26)% | NOWA | Monthly | &nbsp;&nbsp; (2330)<br>|
| Kraft Heinz Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (99945) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (4487)<br>|
| Kroger Co. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (51464) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (199)<br>|
| Krystal Biotech, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (90565) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 2883 |
| &nbsp;&nbsp;&nbsp; Kuehne + Nagel International <br> AG, Registered Shares<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6942) | 08/19/26 | (0.26)% | SSARON | Monthly | &nbsp;&nbsp; 227 |
| Kurita Water Industries Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (37819) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; (2197)<br>|
| Kyowa Kirin Co., Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5132) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; 262 |
| &nbsp;&nbsp;&nbsp; Kyushu Electric Power Co., <br> Inc.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (39205) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; 1356 |
| &nbsp;&nbsp;&nbsp; L E Lundbergforetagen AB, <br> Class B<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (224603) | 11/11/26 | 0.00% | TN STIBOR | Monthly | &nbsp;&nbsp; (5689)<br>|
| Lamb Weston Holdings, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (32421) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1338)<br>|
| Lamb Weston Holdings, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (31495) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1299)<br>|
| Land Securities Group PLC | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (137838) | 11/11/26 | 0.00% | 1D SONIA | Monthly | &nbsp;&nbsp; (2425)<br>|
| Lantheus Holdings, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (28350) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 110 |
| Lasertec Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (100103) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; 8208 |
| Lattice Semiconductor Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3156) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 177 |
| Lemonade, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9271) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 945 |
| &nbsp;&nbsp;&nbsp; Liberty Media Corp.-Liberty <br> Formula One, Class C<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (95342) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 404 |
| Life Time Group Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (112015) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (1282)<br>|
| Lincoln National Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (54064) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (445)<br>|
| Lincoln National Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (137201) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (2942)<br>|
| Linde PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7797) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (429)<br>|
| Lithia Motors, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (100334) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 3302 |
| Live Nation Entertainment, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19892) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1053)<br>|
| Loar Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (52126) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 3502 |
| Loews Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (96988) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (2987)<br>|
| Lotus Bakeries NV | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11095) | 11/11/26 | 0.00% | 1D ESTR | Monthly | &nbsp;&nbsp; (695)<br>|
| Lowe's Cos, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (127577) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 3661 |
| Lowe's Cos, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9073) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 260 |
| LPL Financial Holdings, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (261240) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 9370 |
| Lululemon Athletica, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (60478) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 9000 |
| Lumen Technologies, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (16894) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 189 |
| Lumen Technologies, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (43654) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 489 |
| &nbsp;&nbsp;&nbsp; LVMH Moet Hennessy Louis <br> Vuitton SE<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (47227) | 08/19/26 | (0.18)% | 1D ESTR | Monthly | &nbsp;&nbsp; 3340 |
| Lyft, Inc., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (61771) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 4514 |
| Lynas Rare Earths Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (35890) | 12/09/27 | (0.31)% | 1D AONIA | Monthly | &nbsp;&nbsp; 4916 |
| M&T Bank Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (35959) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (600)<br>|
| M&T Bank Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25660) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (485)<br>|
| &nbsp;&nbsp;&nbsp; MACOM Technology Solutions <br> Holdings, Inc., Class H<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (68823) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1572 |
| Macy's, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9834) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 144 |
| &nbsp;&nbsp;&nbsp; Madison Square Garden <br> Sports Corp., Class A<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (34872) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 279 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) |
| Mapfre SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(103298) | 12/09/27 | (0.26)% | 1D ESTR | Monthly | &nbsp;&nbsp; $1575 |
| Maplebear, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (121222) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 3945 |
| Maplebear, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5215) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 347 |
| MARA Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3653) | 12/09/27 | (0.29)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 280 |
| Markel Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (20471) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 64 |
| Marks & Spencer Group PLC | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (144024) | 11/11/26 | 0.00% | 1D SONIA | Monthly | &nbsp;&nbsp; (2119)<br>|
| &nbsp;&nbsp;&nbsp; Marriott International, Inc., <br> Class A<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (387934) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 7682 |
| Marubeni Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (29827) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; (6)<br>|
| Marubeni Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (450726) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; (89)<br>|
| Maruwa Co., Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (98398) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; 6160 |
| Masco Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (206974) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 11281 |
| MasTec, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (16142) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 270 |
| Mastercard, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15453) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (172)<br>|
| Matador Resources Co. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9540) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (549)<br>|
| Match Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25500) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 299 |
| Mattel, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (20358) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (10)<br>|
| Mattel, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (74750) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (36)<br>|
| McCormick & Co., Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11966) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (152)<br>|
| McCormick & Co., Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (219096) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (2255)<br>|
| MDA Space Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19466) | 12/09/27 | (0.20)% | CABROVER | Monthly | &nbsp;&nbsp; (178)<br>|
| Medtronic PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (47420) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (1795)<br>|
| Mercari, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15565) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; (2189)<br>|
| Mercari, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (79769) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; (11219)<br>|
| Merck & Co., Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (445018) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (4443)<br>|
| Merck KGaA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (45805) | 08/19/26 | (0.26)% | 1D ESTR | Monthly | &nbsp;&nbsp; 1107 |
| Meta Platforms, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (110554) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (20566)<br>|
| Methanex Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (124785) | 12/09/27 | (0.20)% | CABROVER | Monthly | &nbsp;&nbsp; 2207 |
| MetLife, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (106073) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (2703)<br>|
| MGM Resorts International | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (59793) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1400 |
| Microchip Technology, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9509) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (57)<br>|
| &nbsp;&nbsp;&nbsp; Mid-America Apartment <br> Communities, Inc.<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17485) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 26 |
| Middleby Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (44167) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 752 |
| Middleby Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (72490) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 818 |
| MINEBEA MITSUMI, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (390131) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; 24310 |
| &nbsp;&nbsp;&nbsp; Mirion Technologies, Inc., <br> Class A<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (131254) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 8842 |
| MISUMI Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (86870) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; 912 |
| MISUMI Group, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3173) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; (133)<br>|
| &nbsp;&nbsp;&nbsp; Mitsubishi Chemical Group <br> Corp.<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (91523) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; (248)<br>|
| Mitsubishi Estate Co., Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (149826) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; (541)<br>|
| Mitsubishi Motors Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2393) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; (66)<br>|
| Mitsubishi Motors Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8816) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; 212 |
| Mitsui E&S Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (45341) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; (3542)<br>|
| Mitsui Kinzoku Co., Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (14012) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; 961 |
| Mizuho Financial Group, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (120647) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; (923)<br>|
| Modine Manufacturing Co. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (23013) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (5794)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) |
| Modine Manufacturing Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(121114) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; $(30492)<br>|
| Mohawk Industries, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (34068) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1869 |
| Mohawk Industries, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (18287) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1003 |
| Molina Healthcare, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (45713) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 4407 |
| Molina Healthcare, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (33382) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1594 |
| &nbsp;&nbsp;&nbsp; Molson Coors Beverage Co., <br> Class B<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (21297) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 736 |
| Moncler SpA | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (184438) | 11/11/26 | 0.00% | 1D ESTR | Monthly | &nbsp;&nbsp; 1956 |
| &nbsp;&nbsp;&nbsp; Mondelez International, Inc., <br> Class A<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (16007) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (247)<br>|
| &nbsp;&nbsp;&nbsp; Mondelez International, Inc., <br> Class A<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25738) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (398)<br>|
| Mondi PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7578) | 08/19/26 | (0.25)% | 1D SONIA | Monthly | &nbsp;&nbsp; 461 |
| Mondi PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (63658) | 12/09/27 | (0.25)% | 1D SONIA | Monthly | &nbsp;&nbsp; 1709 |
| MongoDB, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (76459) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 4049 |
| &nbsp;&nbsp;&nbsp; Monolithic Power Systems, <br> Inc.<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (199462) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (6257)<br>|
| MonotaRO Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (81581) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; 4694 |
| Moody's Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (57561) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 334 |
| Morgan Stanley | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (88413) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 121 |
| Morningstar, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (30388) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1691 |
| Mosaic Co. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (52941) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1241 |
| MP Materials Corp., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13469) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1891 |
| MSCI, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (51803) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (1199)<br>|
| MTR Corp. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (69697) | 08/19/26 | (0.30)% | HONIA | Monthly | &nbsp;&nbsp; (1053)<br>|
| Mueller Industries, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7133) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (219)<br>|
| Murphy USA, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (96192) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1550 |
| Nasdaq, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (231860) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 3006 |
| National Australia Bank Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25144) | 12/11/26 | (0.25)% | 1D AONIA | Monthly | &nbsp;&nbsp; (420)<br>|
| National Grid PLC | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (200735) | 11/11/26 | 0.00% | 1D SONIA | Monthly | &nbsp;&nbsp; (9323)<br>|
| &nbsp;&nbsp;&nbsp; Nestle SA, Class N, Registered <br> Shares<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (51851) | 08/19/26 | (0.06)% | SSARON | Monthly | &nbsp;&nbsp; 417 |
| New York Times Co., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (132401) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (3809)<br>|
| NewMarket Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (39458) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1460)<br>|
| News Corp., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (80038) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (917)<br>|
| NexGen Energy Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5096) | 08/18/26 | (0.15)% | 1D CORRA | Monthly | &nbsp;&nbsp; (253)<br>|
| Nexon Co., Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22094) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; 2954 |
| &nbsp;&nbsp;&nbsp; Nexstar Media Group, Inc., <br> Class A<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (14641) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 412 |
| &nbsp;&nbsp;&nbsp; Next Vision Stabilized Systems <br> Ltd.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2248) | 01/11/27 | (3.00)% | SHIR | Monthly | &nbsp;&nbsp; (91)<br>|
| Nibe Industrier AB, Class B | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (69996) | 11/11/26 | 0.00% | TN STIBOR | Monthly | &nbsp;&nbsp; 3816 |
| NIKE, Inc., Class B | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (37574) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 2095 |
| Nikon Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (156242) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; 167 |
| Nippon Building Fund, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (46327) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; (52)<br>|
| &nbsp;&nbsp;&nbsp; Nippon Paint Holdings Co., <br> Ltd.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (261220) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; 1596 |
| &nbsp;&nbsp;&nbsp; Nippon Paint Holdings Co., <br> Ltd.<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (78171) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; 483 |
| Nippon Sanso Holdings Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (60054) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; (632)<br>|
| NiSource, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (57795) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1023)<br>|
| NiSource, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (153478) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (2290)<br>|
| Nissan Motor Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (21074) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; 1575 |
| Niterra Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (289883) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; 14435 |
| Nitori Holdings Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (156322) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; 767 |
| Nitto Boseki Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (45438) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; 7265 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) |
| Norsk Hydro ASA | Barclays Bank PLC | $(290799) | 01/11/27 | (0.26)% | NOWA | Monthly | &nbsp;&nbsp; $(4906)<br>|
| Northern Star Resources Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (121232) | 12/11/26 | (0.25)% | 1D AONIA | Monthly | &nbsp;&nbsp; (1016)<br>|
| Northern Trust Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (137196) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 3306 |
| Northern Trust Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19599) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 472 |
| &nbsp;&nbsp;&nbsp; Norwegian Cruise Line <br> Holdings Ltd.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (79637) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (4360)<br>|
| Novagold Resources, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15112) | 12/09/27 | (0.20)% | CABROVER | Monthly | &nbsp;&nbsp; 2707 |
| &nbsp;&nbsp;&nbsp; Novartis AG, Class N, <br> Registered Shares<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (51172) | 08/19/26 | (0.26)% | SSARON | Monthly | &nbsp;&nbsp; 132 |
| Novo Nordisk A/S, Class B | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (511621) | 11/11/26 | 0.00% | DESTR | Monthly | &nbsp;&nbsp; 28511 |
| &nbsp;&nbsp;&nbsp; Novonesis Novozymes, <br> Class B<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (258130) | 11/11/26 | 0.00% | DESTR | Monthly | &nbsp;&nbsp; 15732 |
| NRG Energy, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (48953) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (499)<br>|
| Nutanix, Inc., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (32321) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 2745 |
| Nutanix, Inc., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (24284) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 2062 |
| Nutrien Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (126362) | 12/09/27 | (0.20)% | CABROVER | Monthly | &nbsp;&nbsp; 229 |
| Nuvalent, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (74025) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 6015 |
| Obic Co., Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (24106) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; 1871 |
| Occidental Petroleum Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (140367) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (7287)<br>|
| Oklo, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7729) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 961 |
| Okta, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (34492) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1882 |
| Okta, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9878) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 754 |
| Old National Bancorp | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (205676) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1612)<br>|
| Old National Bancorp | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (38639) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (303)<br>|
| &nbsp;&nbsp;&nbsp; Old Republic International <br> Corp.<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17912) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (27)<br>|
| Olympus Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (153429) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; 2928 |
| &nbsp;&nbsp;&nbsp; Omega Healthcare Investors, <br> Inc.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (105703) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (1540)<br>|
| Omnicom Group, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (47148) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1309 |
| ON Semiconductor Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (93785) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 4729 |
| ON Semiconductor Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3315) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 21 |
| ONEOK, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (251915) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (1889)<br>|
| Open Text Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (171383) | 12/09/27 | (0.20)% | CABROVER | Monthly | &nbsp;&nbsp; 20988 |
| Orange SA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (95551) | 08/19/26 | (0.18)% | 1D ESTR | Monthly | &nbsp;&nbsp; (5226)<br>|
| Organo Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (115857) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; (294)<br>|
| Oriental Land Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (167269) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; 4459 |
| Orla Mining Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (24079) | 12/09/27 | (0.20)% | CABROVER | Monthly | &nbsp;&nbsp; 3489 |
| Ormat Technologies, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (38130) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (601)<br>|
| Orsted AS | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (101463) | 12/09/27 | (0.26)% | DESTR | Monthly | &nbsp;&nbsp; (4624)<br>|
| Osaka Gas Co., Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (184608) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; (3105)<br>|
| Oscar Health, Inc., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (41986) | 02/22/28 | (0.25)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 3586 |
| &nbsp;&nbsp;&nbsp; Oversea-Chinese Banking <br> Corp. Ltd.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (21042) | 12/11/26 | (0.30)% | SORA | Monthly | &nbsp;&nbsp; (655)<br>|
| &nbsp;&nbsp;&nbsp; Oversea-Chinese Banking <br> Corp. Ltd.<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (221604) | 08/19/26 | (0.30)% | SORA | Monthly | &nbsp;&nbsp; (8711)<br>|
| PACCAR, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (155170) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 795 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) |
| Packaging Corp. of America | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(376486) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; $(6523)<br>|
| &nbsp;&nbsp;&nbsp; Pagaya Technologies Ltd., <br> Class A<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (28947) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 3527 |
| Palo Alto Networks, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15675) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 456 |
| Palo Alto Networks, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (50713) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1338 |
| Panasonic Holdings Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (31198) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; 1034 |
| &nbsp;&nbsp;&nbsp; Paramount Skydance Corp., <br> Class B<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (18636) | 12/09/27 | (1.00)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 902 |
| Parsons Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (34371) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1093 |
| Parsons Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25326) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 805 |
| Paychex, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (219111) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 11201 |
| Paycom Software, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (43382) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 5113 |
| Paycom Software, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12821) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1502 |
| PayPal Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11659) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 910 |
| PayPal Holdings, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5470) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 43 |
| PBF Energy, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (81411) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (1135)<br>|
| Pembina Pipeline Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4580) | 08/18/26 | (0.15)% | 1D CORRA | Monthly | &nbsp;&nbsp; 9 |
| &nbsp;&nbsp;&nbsp; PennyMac Financial Services, <br> Inc., Class A<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (53085) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 18113 |
| PepsiCo, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (16895) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1080)<br>|
| Performance Food Group Co. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (61323) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (815)<br>|
| &nbsp;&nbsp;&nbsp; Permian Resources Corp., <br> Class A<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (44926) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (4674)<br>|
| Pernod Ricard SA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7027) | 08/19/26 | (0.18)% | 1D ESTR | Monthly | &nbsp;&nbsp; 52 |
| Persimmon PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (62578) | 12/09/27 | (0.25)% | 1D SONIA | Monthly | &nbsp;&nbsp; 185 |
| &nbsp;&nbsp;&nbsp; Peyto Exploration & <br> Development Corp.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (165941) | 12/09/27 | (0.20)% | CABROVER | Monthly | &nbsp;&nbsp; (5325)<br>|
| PG&E Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (81706) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1732)<br>|
| Philip Morris International, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11223) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (620)<br>|
| Philip Morris International, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (288873) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (17790)<br>|
| Phoenix Financial Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4506) | 08/19/26 | (0.55)% | SHIR | Monthly | &nbsp;&nbsp; (105)<br>|
| Pinnacle West Capital Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (41497) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (512)<br>|
| Pinterest, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9156) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1256 |
| Planet Fitness, Inc., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (18659) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1270 |
| PLS Group Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25406) | 02/25/26 | 0.00% | 1D AONIA | Monthly | &nbsp;&nbsp; 4166 |
| &nbsp;&nbsp;&nbsp; PNC Financial Services Group, <br> Inc.<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (83250) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (488)<br>|
| Polaris, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4196) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 366 |
| Porsche Automobil Holding SE | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (173821) | 11/11/26 | 0.00% | 1D ESTR | Monthly | &nbsp;&nbsp; 7129 |
| Post Holdings, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (105180) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (3575)<br>|
| Powell Industries, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17844) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (1674)<br>|
| Power Assets Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3786) | 12/11/26 | (0.30)% | HONIA | Monthly | &nbsp;&nbsp; (93)<br>|
| Power Corp. of Canada | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (85317) | 12/09/27 | (0.20)% | CABROVER | Monthly | &nbsp;&nbsp; 2508 |
| PPL Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (54066) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 561 |
| PPL Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11867) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 122 |
| Primo Brands Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (40824) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 236 |
| Primo Brands Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (174973) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 933 |
| Primoris Services Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (16370) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 210 |
| Procore Technologies, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (70081) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 9185 |
| Procter & Gamble Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (46778) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (574)<br>|
| Prologis, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (130626) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 2155 |
| Prosperity Bancshares, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (77651) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 5674 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) |
| Prosus NV | Goldman Sachs Bank USA | $(162130) | 08/19/26 | (0.26)% | 1D ESTR | Monthly | &nbsp;&nbsp; $6474 |
| Prudential Financial, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (58518) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1259)<br>|
| Prudential PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4127) | 08/19/26 | (0.25)% | 1D SONIA | Monthly | &nbsp;&nbsp; (12)<br>|
| PTC Therapeutics, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (66344) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 557 |
| PTC, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (78567) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 4093 |
| &nbsp;&nbsp;&nbsp; Public Service Enterprise <br> Group, Inc.<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (21120) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (787)<br>|
| Public Storage | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10915) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 420 |
| Quanta Services, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (18751) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (234)<br>|
| Quanta Services, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17814) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (222)<br>|
| Quantum Computing, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7176) | 02/22/28 | (0.21)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1633 |
| Quantum Computing, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4681) | 12/09/27 | (0.29)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 844 |
| QXO, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (232034) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 18663 |
| QXO, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (29740) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 2392 |
| Rakuten Bank Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (40336) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; (2736)<br>|
| Ralph Lauren Corp., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (21931) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 373 |
| &nbsp;&nbsp;&nbsp; Ramaco Resources, Inc., <br> Class A<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (37372) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 2781 |
| Rambus, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2620) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 230 |
| Randstad NV | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (149956) | 11/11/26 | 0.00% | 1D ESTR | Monthly | &nbsp;&nbsp; (4033)<br>|
| RB Global, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (546104) | 12/09/27 | (0.20)% | CABROVER | Monthly | &nbsp;&nbsp; 20669 |
| Realty, Inc.ome Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (195694) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (997)<br>|
| Realty, Inc.ome Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (18681) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (95)<br>|
| Recruit Holdings Co., Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (32950) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; 1346 |
| Reddit, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (41389) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 6597 |
| Regal Rexnord Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22249) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (361)<br>|
| Regency Centers Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25155) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (714)<br>|
| Regions Financial Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (81880) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (343)<br>|
| &nbsp;&nbsp;&nbsp; Reinsurance Group of America, <br> Inc.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25893) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (870)<br>|
| Renesas Electronics Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3253) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; (72)<br>|
| Renesas Electronics Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (221067) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; (5039)<br>|
| RENK Group AG | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3034) | 08/19/26 | (0.26)% | 1D ESTR | Monthly | &nbsp;&nbsp; 330 |
| Rentokil Initial PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (290997) | 12/09/27 | (0.25)% | 1D SONIA | Monthly | &nbsp;&nbsp; 15259 |
| Repligen Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (101934) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 11266 |
| Republic Services, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (28911) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 88 |
| Resona Holdings, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5861) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; 31 |
| Revvity, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12599) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 958 |
| Rexel SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (247193) | 01/11/27 | (0.26)% | 1D ESTR | Monthly | &nbsp;&nbsp; (511)<br>|
| Rexel SA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (67179) | 08/19/26 | 0.00% | 1D ESTR | Monthly | &nbsp;&nbsp; (1881)<br>|
| Rexford Industrial Realty, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (236023) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (6954)<br>|
| Rexford Industrial Realty, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12441) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (367)<br>|
| RH | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (63718) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 8443 |
| Rheinmetall AG | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (310227) | 11/11/26 | 0.00% | 1D ESTR | Monthly | &nbsp;&nbsp; 875 |
| Rigetti Computing, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8867) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 2344 |
| Rio Tinto PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (142179) | 12/09/27 | (0.25)% | 1D SONIA | Monthly | &nbsp;&nbsp; (3978)<br>|
| Riot Platforms, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (42222) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 3980 |
| &nbsp;&nbsp;&nbsp; Rivian Automotive, Inc., <br> Class A<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (57430) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 5525 |
| &nbsp;&nbsp;&nbsp; Robinhood Markets, Inc., <br> Class A<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (226605) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 13917 |
| &nbsp;&nbsp;&nbsp; Robinhood Markets, Inc., <br> Class A<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5959) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 587 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) |
| ROBLOX Corp., Class A | Goldman Sachs Bank USA | $(5304) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; $635 |
| Roche Holding AG | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (285773) | 11/11/26 | 0.00% | SSARON | Monthly | &nbsp;&nbsp; (2987)<br>|
| Rocket Cos, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (70950) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 11781 |
| Rocket Cos, Inc., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (26123) | 02/22/28 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 4338 |
| Rocket Lab Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22236) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 2619 |
| ROCKWOOL A/S, Class B | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (180906) | 11/11/26 | 0.00% | DESTR | Monthly | &nbsp;&nbsp; 540 |
| &nbsp;&nbsp;&nbsp; Rogers Communications, Inc., <br> Class B<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (84436) | 08/18/26 | (0.15)% | 1D CORRA | Monthly | &nbsp;&nbsp; (951)<br>|
| Roivant Sciences Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9693) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 570 |
| Roper Technologies, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (459637) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 40890 |
| Rorze Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2302) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; 183 |
| Ross Stores, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (20486) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 112 |
| Royal Bank of Canada | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (360916) | 12/09/27 | (0.20)% | CABROVER | Monthly | &nbsp;&nbsp; 9426 |
| Royal Caribbean Cruises Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (198743) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (27214)<br>|
| Royal Gold, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (42557) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (363)<br>|
| Royalty Pharma PLC, Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (14359) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (562)<br>|
| Rubrik, Inc., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (43167) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 5009 |
| &nbsp;&nbsp;&nbsp; Ryan Specialty Holdings, Inc., <br> Class A<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12654) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 295 |
| &nbsp;&nbsp;&nbsp; Ryan Specialty Holdings, Inc., <br> Class A<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (208757) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 8781 |
| Ryanair Holdings PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (18766) | 08/19/26 | (0.26)% | 1D ESTR | Monthly | &nbsp;&nbsp; 31 |
| &nbsp;&nbsp;&nbsp; Ryman Hospitality Properties, <br> Inc.<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (224878) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 3943 |
| Ryohin Keikaku Co., Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13800) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; (161)<br>|
| S&P Global, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (23357) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (394)<br>|
| Sagax AB, Class B | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (81641) | 11/11/26 | 0.00% | TN STIBOR | Monthly | &nbsp;&nbsp; (1404)<br>|
| Saia, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (134046) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 9475 |
| SailPoint, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (26017) | 12/09/27 | (0.24)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 2435 |
| Samsara, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (58418) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 7339 |
| Sandoz Group AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (122300) | 12/09/27 | (0.26)% | SSARON | Monthly | &nbsp;&nbsp; 1877 |
| Sarepta Therapeutics, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (16016) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1066 |
| Sartorius Stedim Biotech | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (247455) | 11/11/26 | 0.00% | 1D ESTR | Monthly | &nbsp;&nbsp; 24882 |
| SBA Communications Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (87127) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 596 |
| SBI Holdings, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (52640) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; 628 |
| &nbsp;&nbsp;&nbsp; Schindler Holding AG, Class N, <br> Registered Shares<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5908) | 08/19/26 | (0.26)% | SSARON | Monthly | &nbsp;&nbsp; 23 |
| SCOR SE | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (34220) | 08/19/26 | (0.18)% | 1D ESTR | Monthly | &nbsp;&nbsp; (62)<br>|
| SCREEN Holdings Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (127326) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; (27)<br>|
| Sega Sammy Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (57236) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; (798)<br>|
| Segro PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (105541) | 12/09/27 | (0.25)% | 1D SONIA | Monthly | &nbsp;&nbsp; (3761)<br>|
| Seibu Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8083) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; 135 |
| Seibu Holdings, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (142808) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; 2378 |
| Sembcorp Industries Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (71334) | 12/11/26 | (0.30)% | SORA | Monthly | &nbsp;&nbsp; (691)<br>|
| Sempra | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (36615) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (538)<br>|
| Semtech Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (39820) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 184 |
| Semtech Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17466) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 81 |
| SentinelOne, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17525) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 259 |
| Sezzle, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4629) | 02/22/28 | (0.34)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 328 |
| Sezzle, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3538) | 08/18/26 | (0.43)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 313 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) |
| SG Holdings Co., Ltd. | Barclays Bank PLC | $(77591) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; $569 |
| SGH Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (26452) | 12/11/26 | (0.25)% | 1D AONIA | Monthly | &nbsp;&nbsp; 621 |
| SharkNinja, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (113185) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 5268 |
| Shell PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (50200) | 08/19/26 | (0.25)% | 1D SONIA | Monthly | &nbsp;&nbsp; (2039)<br>|
| Sherwin-Williams Co. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (184531) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (3429)<br>|
| Shift4 Payments, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (33726) | 01/11/27 | (2.63)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 3557 |
| Shift4 Payments, Inc., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3828) | 02/22/28 | (2.48)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 404 |
| Shift4 Payments, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3361) | 08/18/26 | (2.53)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 350 |
| Shift4 Payments, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (64284) | 12/09/27 | (2.54)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 6779 |
| Shimadzu Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (66948) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; 1902 |
| Shimano, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (110991) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; (2997)<br>|
| Shin-Etsu Chemical Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (149710) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; 14883 |
| Shin-Etsu Chemical Co., Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (201926) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; 17773 |
| Shopify, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (43186) | 12/09/27 | (0.20)% | CABROVER | Monthly | &nbsp;&nbsp; 2509 |
| &nbsp;&nbsp;&nbsp; Siemens AG, Class N, <br> Registered Shares<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (34254) | 08/19/26 | (0.26)% | 1D ESTR | Monthly | &nbsp;&nbsp; 695 |
| Sigma Healthcare Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (292341) | 12/11/26 | (0.25)% | 1D AONIA | Monthly | &nbsp;&nbsp; (5542)<br>|
| Signet Jewelers Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (20889) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 36 |
| Singapore Airlines Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (259504) | 12/11/26 | (0.30)% | SORA | Monthly | &nbsp;&nbsp; 2415 |
| Sirius XM Holdings, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (32328) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 500 |
| &nbsp;&nbsp;&nbsp; SiteOne Landscape Supply, <br> Inc.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (46465) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1537 |
| SiTime Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (61664) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (65)<br>|
| &nbsp;&nbsp;&nbsp; Skandinaviska Enskilda <br> Banken AB, Class A<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (313636) | 12/09/27 | (0.26)% | 1D STIBOR | Monthly | &nbsp;&nbsp; 15874 |
| Skeena Resources Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3416) | 08/18/26 | (0.15)% | 1D CORRA | Monthly | &nbsp;&nbsp; 335 |
| Skylark Holdings Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2137) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; 102 |
| SLB Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19339) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (787)<br>|
| SLM Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (194250) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (2533)<br>|
| SLM Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (76148) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1283)<br>|
| SMC Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (79995) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; 2241 |
| Snap, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (40407) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 3851 |
| Snap-on, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (344156) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 5504 |
| Snowflake, Inc., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (57850) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 5050 |
| Socionext, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (42707) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; 5240 |
| Socionext, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3051) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; 374 |
| SoFi Technologies, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9889) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1358 |
| SoftBank Group Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (55826) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; 1211 |
| Sojitz Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (438635) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; 11991 |
| SolarEdge Technologies, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5448) | 08/18/26 | (0.57)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 465 |
| SolarEdge Technologies, Inc. | Merrill Lynch International | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (23079) | 02/15/28 | (0.58)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1971 |
| &nbsp;&nbsp;&nbsp; Solaris Energy Infrastructure, <br> Inc., Class A<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17370) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 537 |
| Soleno Therapeutics, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2811) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 227 |
| Solventum Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (28332) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1161 |
| Solventum Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3459) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 149 |
| Somnigroup International, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (155121) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 10344 |
| SoundHound AI, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6747) | 01/11/27 | (1.25)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1510 |
| Southern Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (94248) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1939)<br>|
| Southern Co. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (148986) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (1055)<br>|
| SOUTHSTATE BANK Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2353) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; — |
| Spirax Group PLC | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (23497) | 11/11/26 | 0.00% | 1D SONIA | Monthly | &nbsp;&nbsp; 280 |
| SPX Technologies, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (59928) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 2407 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) |
| &nbsp;&nbsp;&nbsp; SS&C Technologies Holdings, <br> Inc.<br>| Barclays Bank PLC | $(25062) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; $1150 |
| SSE PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (87830) | 08/19/26 | 0.08% | 1D SONIA | Monthly | &nbsp;&nbsp; (4171)<br>|
| SSE PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (443169) | 12/09/27 | (0.25)% | 1D SONIA | Monthly | &nbsp;&nbsp; (19230)<br>|
| STAG Industrial, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (34744) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (65)<br>|
| Starbucks Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (98357) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 2269 |
| Starwood Property Trust, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (48389) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1108 |
| State Street Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (43676) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (816)<br>|
| State Street Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (23444) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (635)<br>|
| Steel Dynamics, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (75994) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (323)<br>|
| Stellantis NV | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (87474) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (715)<br>|
| Stellantis NV | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (164191) | 12/09/27 | (0.26)% | 1D ESTR | Monthly | &nbsp;&nbsp; 2306 |
| &nbsp;&nbsp;&nbsp; StepStone Group, Inc., <br> Class A<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (67776) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 4225 |
| STERIS PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (24264) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (158)<br>|
| Sterling Infrastructure, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4371) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 76 |
| Stora Enso OYJ, Class R | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (243421) | 01/11/27 | (0.26)% | 1D ESTR | Monthly | &nbsp;&nbsp; 18592 |
| Strategy, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (86464) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 10112 |
| Strategy, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (49549) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 2840 |
| &nbsp;&nbsp;&nbsp; Straumann Holding AG, <br> Registered Shares<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (180484) | 11/11/26 | 0.00% | SSARON | Monthly | &nbsp;&nbsp; 9220 |
| Stride, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11158) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1786)<br>|
| Subaru Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22386) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; 917 |
| Subaru Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (276999) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; 12940 |
| Sumitomo Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (146503) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; 310 |
| Sunrun, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (33285) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (136)<br>|
| Suntory Beverage & Food Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (352311) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; 7010 |
| Super Micro Computer, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (29371) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 669 |
| Super Micro Computer, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10611) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1092 |
| &nbsp;&nbsp;&nbsp; Svenska Cellulosa AB SCA, <br> Class B<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (186231) | 11/11/26 | (0.35)% | TN STIBOR | Monthly | &nbsp;&nbsp; 10136 |
| &nbsp;&nbsp;&nbsp; Svenska Cellulosa AB SCA, <br> Class B<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (35551) | 08/19/26 | (0.26)% | 1D STIBOR | Monthly | &nbsp;&nbsp; 2796 |
| Swedbank AB, Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (209926) | 11/11/26 | 0.00% | TN STIBOR | Monthly | &nbsp;&nbsp; 1527 |
| Swire Pacific Ltd., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (18932) | 02/25/26 | 0.00% | HONIA | Monthly | &nbsp;&nbsp; (368)<br>|
| Swire Pacific Ltd., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (18649) | 08/19/26 | (0.30)% | HONIA | Monthly | &nbsp;&nbsp; (650)<br>|
| &nbsp;&nbsp;&nbsp; Swiss Life Holding AG, <br> Class N, Registered Shares<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (348126) | 11/11/26 | 0.00% | SSARON | Monthly | &nbsp;&nbsp; (578)<br>|
| &nbsp;&nbsp;&nbsp; Swiss Prime Site AG, <br> Registered Shares<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (263477) | 01/11/27 | (0.26)% | SSARON | Monthly | &nbsp;&nbsp; (12483)<br>|
| Swiss Re AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (395232) | 12/09/27 | (0.26)% | SSARON | Monthly | &nbsp;&nbsp; (1032)<br>|
| &nbsp;&nbsp;&nbsp; Swisscom AG, Class N, <br> Registered Shares<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (512655) | 11/11/26 | 0.00% | SSARON | Monthly | &nbsp;&nbsp; (27616)<br>|
| Syensqo SA | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (79870) | 11/11/26 | 0.00% | 1D ESTR | Monthly | &nbsp;&nbsp; 2524 |
| Symbotic, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (16957) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 2440 |
| Synchrony Financial | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (69587) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 4874 |
| Synopsys, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (216525) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 18851 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) |
| Synopsys, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(9680) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; $843 |
| Sysco Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (52254) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (2752)<br>|
| Talanx AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (74908) | 01/11/27 | (0.26)% | 1D ESTR | Monthly | &nbsp;&nbsp; (645)<br>|
| Talen Energy Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (49382) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 4095 |
| &nbsp;&nbsp;&nbsp; Taylor Morrison Home Corp., <br> Class A<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17126) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 670 |
| TC Energy Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (181265) | 08/18/26 | (0.15)% | 1D CORRA | Monthly | &nbsp;&nbsp; (9415)<br>|
| Teledyne Technologies, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9946) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 21 |
| Teleflex, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (50653) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 347 |
| Teleflex, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (27008) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 185 |
| Teleperformance SE | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (135620) | 01/11/27 | (0.26)% | 1D ESTR | Monthly | &nbsp;&nbsp; 16571 |
| Tempus AI, Inc., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (18867) | 02/22/28 | (0.17)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 2357 |
| Tempus AI, Inc., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (24746) | 02/22/28 | (0.20)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 3091 |
| Tenet Healthcare Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (30866) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 13 |
| Teradyne, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (40787) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (2120)<br>|
| Terawulf, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (30975) | 02/22/28 | (0.44)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1153)<br>|
| Terreno Realty Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (230453) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1524 |
| Tesla, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (68417) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1273 |
| &nbsp;&nbsp;&nbsp; Teva Pharmaceutical Industries <br> Ltd., ADR<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (44203) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1941)<br>|
| Texas Instruments, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (72422) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (9918)<br>|
| Texas Pacific Land Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (221645) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1654)<br>|
| Textron, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (57305) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 2444 |
| Thermo Fisher Scientific, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (74600) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 6902 |
| Timken Co. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (164888) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 2458 |
| TIS, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (95488) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; 5282 |
| &nbsp;&nbsp;&nbsp; TKO Group Holdings, Inc., <br> Class A<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (337619) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (4133)<br>|
| T-Mobile U.S., Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (74322) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (4760)<br>|
| Tokyo Gas Co., Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25999) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; (620)<br>|
| Tokyo Metro Co., Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (135936) | 02/26/26 | (3.04)% | 1D P TONA | Monthly | &nbsp;&nbsp; 2463 |
| Tokyo Metro Co., Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15779) | 08/19/26 | (2.96)% | 1D P TONA | Monthly | &nbsp;&nbsp; (237)<br>|
| Tokyo Ohka Kogyo Co., Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (30450) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; (2591)<br>|
| Tokyo Seimitsu Co., Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (26237) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; (943)<br>|
| Tokyu Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (157470) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; 5207 |
| Tokyu Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8171) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; 276 |
| Tokyu Fudosan Holdings Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19927) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; 482 |
| TopBuild Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10342) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 513 |
| TOPPAN Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (53397) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; 884 |
| TOPPAN Holdings, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (216728) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; 3589 |
| Torex Gold Resources, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (105592) | 12/09/27 | (0.20)% | CABROVER | Monthly | &nbsp;&nbsp; 18135 |
| TotalEnergies SE | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (344781) | 12/09/27 | (0.26)% | 1D ESTR | Monthly | &nbsp;&nbsp; (23154)<br>|
| TOTO Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3321) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; 178 |
| Tourmaline Oil Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (49981) | 12/09/27 | (0.20)% | CABROVER | Monthly | &nbsp;&nbsp; (2313)<br>|
| Toyo Suisan Kaisha Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (173688) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; 2337 |
| Toyota Tsusho Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (508119) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; 5534 |
| Toyota Tsusho Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3681) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; 39 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) |
| TPG, Inc., Class A | Citibank NA | $(221074) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; $14418 |
| &nbsp;&nbsp;&nbsp; Tradeweb Markets, Inc., <br> Class A<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (18018) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 84 |
| TransDigm Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (68185) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (337)<br>|
| TransDigm Group, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (414904) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (1938)<br>|
| TransMedics Group, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17261) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 514 |
| Transocean Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (57251) | 12/09/27 | (0.16)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (3289)<br>|
| TransUnion | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (56349) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 4037 |
| TransUnion | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (26206) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1789 |
| Trimble, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7005) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 380 |
| Truist Financial Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (50300) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1120)<br>|
| &nbsp;&nbsp;&nbsp; Trump Media & Technology <br> Group Corp., Class A<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7972) | 02/22/28 | (0.49)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1083 |
| Tyler Technologies, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (50667) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 8186 |
| Tyson Foods, Inc., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (23103) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1591)<br>|
| Uber Technologies, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3206) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 165 |
| Ubiquiti, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2768) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 11 |
| UDR, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (290967) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 3017 |
| UDR, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (32706) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 348 |
| UGI Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2272) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (95)<br>|
| UL Solutions, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3557) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 116 |
| Ulta Beauty, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (149178) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 4169 |
| UMB Financial Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3002) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (50)<br>|
| Unilever PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (260655) | 08/19/26 | (0.25)% | 1D SONIA | Monthly | &nbsp;&nbsp; (7381)<br>|
| United Airlines Holdings, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (62902) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 4375 |
| United Overseas Bank Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (73933) | 12/09/27 | (0.30)% | SORA | Monthly | &nbsp;&nbsp; (1415)<br>|
| &nbsp;&nbsp;&nbsp; United Parcel Service, Inc., <br> Class B<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (171929) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 4845 |
| United Rentals, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (36501) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 5218 |
| United Rentals, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (47152) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 5703 |
| United Therapeutics Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7081) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 39 |
| Unity Software, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (28298) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 7375 |
| &nbsp;&nbsp;&nbsp; Universal Health Services, Inc., <br> Class B<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12960) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 280 |
| Universal Music Group NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (394934) | 01/11/27 | (0.26)% | 1D ESTR | Monthly | &nbsp;&nbsp; 2580 |
| UPM-Kymmene OYJ | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (171506) | 11/11/26 | 0.00% | 1D ESTR | Monthly | &nbsp;&nbsp; 8047 |
| Upstart Holdings, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (38551) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 5856 |
| US Bancorp | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (42753) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 53 |
| US Foods Holding Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (101303) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (128)<br>|
| US Foods Holding Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (61008) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (1289)<br>|
| Vail Resorts, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (120845) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 7336 |
| Varonis Systems, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (24457) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 3480 |
| Veeva Systems, Inc., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10813) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1025 |
| Ventas, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (20294) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (289)<br>|
| Venture Global, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6728) | 01/11/27 | (2.50)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (191)<br>|
| Venture Global, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2268) | 12/09/27 | (2.54)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (64)<br>|
| Veralto Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4668) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 115 |
| Verbund AG | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (131562) | 11/11/26 | (0.01)% | 1D ESTR | Monthly | &nbsp;&nbsp; (2495)<br>|
| Verisk Analytics, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17043) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 81 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) |
| Verizon Communications, Inc. | Goldman Sachs Bank USA | $(11425) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; $(1130)<br>|
| Vertex Pharmaceuticals, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (58419) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (319)<br>|
| Vertex Pharmaceuticals, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19629) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (107)<br>|
| VF Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (32662) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 573 |
| VF Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (46758) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 858 |
| Viasat, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (43345) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (921)<br>|
| Viatris, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2328) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (80)<br>|
| Vicinity Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (30386) | 12/11/26 | (0.25)% | 1D AONIA | Monthly | &nbsp;&nbsp; 844 |
| Victoria's Secret & Co. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (62625) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 6916 |
| Viper Energy, Inc., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (373474) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (29094)<br>|
| Vistance Networks, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (41943) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 255 |
| Vistra Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (62380) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 782 |
| Volkswagen AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (352734) | 01/11/27 | (0.26)% | 1D ESTR | Monthly | &nbsp;&nbsp; 9926 |
| Volvo AB, Class B | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (297849) | 12/09/27 | (0.26)% | 1D STIBOR | Monthly | &nbsp;&nbsp; (7131)<br>|
| Vornado Realty Trust | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7439) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 298 |
| W R Berkley Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2836) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (45)<br>|
| Walmart, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (27808) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (309)<br>|
| Walt Disney Co. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25423) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 43 |
| &nbsp;&nbsp;&nbsp; Washington H Soul Pattinson & <br> Co., Ltd.<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (37392) | 08/19/26 | (0.30)% | 1D AONIA | Monthly | &nbsp;&nbsp; (279)<br>|
| Waste Management, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (34121) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1007 |
| Watsco, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (14517) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (169)<br>|
| &nbsp;&nbsp;&nbsp; Watts Water Technologies, <br> Inc., Class A<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2025) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (70)<br>|
| Wayfair, Inc., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (38222) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 2311 |
| Waystar Holding Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (100098) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 10006 |
| Waystar Holding Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15223) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 1784 |
| Webster Financial Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10529) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 72 |
| Wells Fargo & Co. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (95788) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (2666)<br>|
| Welltower, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (474188) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (16678)<br>|
| Welltower, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (16558) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (582)<br>|
| WESCO International, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (26403) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 65 |
| Western Alliance Bancorp | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (87630) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1511 |
| Westpac Banking Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (189258) | 12/11/26 | (0.25)% | 1D AONIA | Monthly | &nbsp;&nbsp; 1578 |
| Weyerhaeuser Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (113777) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 4289 |
| Weyerhaeuser Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12993) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 490 |
| Wharf Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (70291) | 12/11/26 | (0.30)% | HONIA | Monthly | &nbsp;&nbsp; (789)<br>|
| Williams Cos, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (334219) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (17215)<br>|
| Willis Towers Watson PLC | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (414051) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 6420 |
| Wilmar International Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (163011) | 12/11/26 | (0.30)% | SORA | Monthly | &nbsp;&nbsp; (8406)<br>|
| Wingstop, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (94466) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1035 |
| WiseTech Global Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (275279) | 12/11/26 | (0.25)% | 1D AONIA | Monthly | &nbsp;&nbsp; 18652 |
| WiseTech Global Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4275) | 08/19/26 | (0.30)% | 1D AONIA | Monthly | &nbsp;&nbsp; 589 |
| Woolworths Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (202706) | 12/11/26 | (0.25)% | 1D AONIA | Monthly | &nbsp;&nbsp; (567)<br>|
| Workday, Inc., Class A | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (235225) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 15688 |
| WPP PLC | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19608) | 11/11/26 | 0.00% | 1D SONIA | Monthly | &nbsp;&nbsp; 1256 |
| WW Grainger, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (375376) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (4763)<br>|
| &nbsp;&nbsp;&nbsp; Wyndham Hotels & Resorts, <br> Inc.<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (40518) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 2813 |
| Wynn Resorts Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6904) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 457 |
| Wynn Resorts Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (76400) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 5053 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Equity Swap Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) |
| Xcel Energy, Inc. | Citibank NA | $(31103) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; $(82)<br>|
| XPO, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (34558) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 344 |
| Yamaha Motor Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (39272) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; 1513 |
| Yamaha Motor Co., Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (120909) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; 5368 |
| &nbsp;&nbsp;&nbsp; Yangzijiang Shipbuilding <br> Holdings Ltd.<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (81217) | 08/19/26 | (0.30)% | SORA | Monthly | &nbsp;&nbsp; 7155 |
| Yokogawa Electric Corp. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (159349) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; 2657 |
| Yokohama Rubber Co., Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (117510) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; 3046 |
| Yum! Brands, Inc. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (259217) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (3267)<br>|
| &nbsp;&nbsp;&nbsp; Zebra Technologies Corp., <br> Class A<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (14563) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 699 |
| &nbsp;&nbsp;&nbsp; Zebra Technologies Corp., <br> Class A<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (28965) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 532 |
| Zensho Holdings Co., Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5550) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; 130 |
| Zensho Holdings Co., Ltd. | Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (266394) | 02/26/26 | 0.00% | 1D P TONA | Monthly | &nbsp;&nbsp; 6249 |
| &nbsp;&nbsp;&nbsp; Zeta Global Holdings Corp., <br> Class A<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11919) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 1700 |
| Zillow Group, Inc., Class C | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3191) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 228 |
| Zimmer Biomet Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (20134) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 108 |
| Zimmer Biomet Holdings, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (20768) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; 393 |
| Zions Bancorp NA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (35519) | 01/11/27 | (0.15)% | 1D OBFR01 | Monthly | &nbsp;&nbsp; 652 |
| &nbsp;&nbsp;&nbsp; Zoom Communications, Inc., <br> Class A<br>| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12444) | 02/22/28 | 0.00% | 1D OBFR01 | Monthly | &nbsp;&nbsp; (1095)<br>|
| &nbsp;&nbsp;&nbsp; Zoom Communications, Inc., <br> Class A<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (124097) | 12/09/27 | (0.15)% | 1D FEDL01 | Monthly | &nbsp;&nbsp; (10922)<br>|
| ZOZO, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (41329) | 12/11/26 | (0.20)% | 1D P TONA | Monthly | &nbsp;&nbsp; (1621)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total short positions of equity swaps | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total short positions of equity swaps | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total short positions of equity swaps |  |  |  |  | &nbsp;&nbsp; 1607430 |
| Total long and short positions of equity swaps | Total long and short positions of equity swaps | Total long and short positions of equity swaps |  |  |  |  | 673590 |
| Net dividends and financing fees | Net dividends and financing fees | Net dividends and financing fees |  |  |  |  | &nbsp;&nbsp; (37403)<br>|
| Total equity swap contracts including dividends and financing fees | Total equity swap contracts including dividends and financing fees | Total equity swap contracts including dividends and financing fees |  |  |  |  | &nbsp;&nbsp; $636187 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> The Fund receives the total return on a reference entity and pays a variable rate of interest, based on a specified benchmark. The benchmark and spread are determined based upon the country and/or currency of the individual underlying position. 

<sup>(b)</sup> The Fund pays the total return on a reference entity and receives a variable rate of interest, based on a specified benchmark. The benchmark and spread are determined based upon the country and/or currency of the individual underlying position. 

**Fair Value Hierarchy as of Period End** 

Various inputs are used in determining the fair value of financial instruments at the measurement date. These inputs to valuation techniques are categorized into a fair value hierarchy consisting of three broad levels for financial reporting purposes as follows:

• Level 1 – Unadjusted price quotations in active markets/exchanges that the Fund has the ability to access for identical assets or liabilities;

• Level 2 – Inputs other than quoted prices included within Level 1 that are observable for the asset or liability, either directly or indirectly; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 – Inputs that are unobservable and significant to the entire fair value measurement for the asset or liability (including the Valuation Committee's assumptions used in determining the fair value of financial instruments).

The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety. Investments classified within Level 3 have significant unobservable inputs used by the Valuation Committee in determining the price for Fair Valued Investments. Level 3 investments include equity or debt issued by privately held companies or funds that may not have a secondary market and/or may have a limited number of investors. The categorization of a value determined for financial instruments is based on the pricing transparency of the financial instruments and is not necessarily an indication of the risks associated with investing in those securities.

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

**Fair Value Hierarchy as of Period End (continued)**

The following table summarizes the Fund's financial instruments categorized in the fair value hierarchy. The breakdown of the Fund's financial instruments into major categories is disclosed in the Schedule of Investments above.

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| Assets  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Long-Term Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Collateralized Mortgage Obligations | &nbsp;&nbsp; $— | &nbsp;&nbsp; $4247818 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $4247818 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corporate Bonds & Notes | &nbsp;&nbsp; — | &nbsp;&nbsp; 30674132 | &nbsp;&nbsp; — | &nbsp;&nbsp; 30674132 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 47166277 | &nbsp;&nbsp; — | &nbsp;&nbsp; 47166277 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Short-Term Securities  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Money Market Funds | &nbsp;&nbsp; 2460000 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 2460000 |
|  | &nbsp;&nbsp; $2460000 | &nbsp;&nbsp; $82088227 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $84548227 |
| Derivative Financial Instruments<sup>(a)</sup>  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Assets  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Commodity Contracts | &nbsp;&nbsp; $274230 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $274230 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Credit Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp; 82162 | &nbsp;&nbsp; — | &nbsp;&nbsp; 82162 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Equity Contracts | &nbsp;&nbsp; 252305 | &nbsp;&nbsp; 4259759 | &nbsp;&nbsp; — | &nbsp;&nbsp; 4512064 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Exchange Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp; 920160 | &nbsp;&nbsp; — | &nbsp;&nbsp; 920160 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Contracts | &nbsp;&nbsp; 114163 | &nbsp;&nbsp; 411 | &nbsp;&nbsp; — | &nbsp;&nbsp; 114574 |
| &nbsp;&nbsp;&nbsp; Liabilities  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Commodity Contracts | &nbsp;&nbsp; (431436)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (431436)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Equity Contracts | &nbsp;&nbsp; (67886)<br>| &nbsp;&nbsp; (3467985)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (3535871)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Exchange Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp; (1067044)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (1067044)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Contracts | &nbsp;&nbsp; (19835)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (19835)<br>|
|  | &nbsp;&nbsp; $121541 | &nbsp;&nbsp; $727463 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $849004 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> Derivative financial instruments are swaps, futures contracts and forward foreign currency exchange contracts. Swaps, futures contracts and forward foreign currency exchange contracts are valued at the unrealized appreciation (depreciation) on the instrument. 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| **Currency Abbreviation** | **Currency Abbreviation** |
| AUD | Australian Dollar |
| BRL | Brazilian Real |
| CAD | Canadian Dollar |
| CHF | Swiss Franc |
| CNY | Chinese Yuan |
| DKK | Danish Krone |
| EUR | Euro |
| GBP | British Pound |
| INR | Indian Rupee |
| JPY | Japanese Yen |
| KRW | South Korean Won |
| MXN | Mexican Peso |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollar |
| SEK | Swedish Krona |
| SGD | Singapore Dollar |
| USD | United States Dollar |
| ZAR | South African Rand |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| **Portfolio Abbreviation** | **Portfolio Abbreviation** |
| 1D AONIA | AUD - 1D Overnight Reserve Bank of Australia Rate |
| 1D CORRA | CAD - 1D Overnight Bank of Canada Repo Rate |
| 1D ESTR | EUR - 1D Euro Short Term Rate |
| 1D FEDL01 | USD - 1D Overnight Fed Funds Effective Rate |
| 1D NZOCO | NZD - 1D New Zealand Official Overnight Deposit Rate |
| 1D OBFR01 | USD - 1D Overnight Bank Funding Rate |
| 1D P TONA | JPY - Provisional 1D Overnight Tokyo Average Rate |
| 1D SONIA | GBP - 1D Sterling Overnight Index Average |

---

---

| | |
|:---|:---|
| 1D STIBOR | SEK - 1D Overnight Stockholm Interbank Offer Rate |
| 1M BBR | NZD - 1M New Zealand Bank Bill Rate |
| ADR | American Depositary Receipt |
| AGC | Assured Guaranty Corp. |
| CABROVER | Bank of Canada Overnight Rate Target |
| CME | Chicago Mercantile Exchange |
| CMT | Constant Maturity Treasury |
| CORRA | Canadian Overnight Repo Rate |
| DESTR | DKK - Denmark Short-Term Rate |
| NOWA | NOK - Norwegian Overnight Weighted Average |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Systematic Alternatives Active ETF**

---

| | |
|:---|:---|
| **Portfolio Abbreviation (continued)** | **Portfolio Abbreviation (continued)** |
| RB | Revenue Bonds |
| REIT | Real Estate Investment Trust |
| SAP | Subject to Appropriations |
| SCA | Svenska Celluosa Aktiebolaget |
| SHIR | ILS - Shekel Overnight Interest Rate |

---

---

| | |
|:---|:---|
| SOFR | Secured Overnight Financing Rate |
| SONIA | Sterling Overnight Interbank Average Rate |
| SORA | SGD - Overnight Rate Average |
| SSARON | CHF - Swiss Average Rate O/N |
| TN STIBOR | SEK - TN Stockholm Interbank Offer Rate |

---

------

## 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 ETF Trust

- **b. Investment Company Act file number:** 811-23402

- **c. CIK number of Registrant:** 0001761055

- **d. LEI of Registrant:** 5493007WBHAKV9JVS642

- **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:** iShares Systematic Alternatives Active ETF

- **b. EDGAR series identifier (if any):** S000095901

- **c. LEI of Series:** 529900OPRL20RPOKXH63

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $200030083.04

**Total Liabilities:** $113055392.82

**Net Assets:** $86974690.22

**Amount of Assets Invested in Other Investment Companies:** $773830.17

**Delayed Delivery Securities:** $69942.92

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 160.64000000 | **1-Year:** 2001.19000000 | **5-Year:** 14544.62000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 287.86000000 | **1-Year:** 277.05000000 | **5-Year:** 4756.65000000 | **10-Year:** 66.33000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000264683 |  | 1.19%                | 2.47%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $0.00                                      |
| Month 2  | $78.76                   | $53507.84                                  |
| Month 3  | $2816.98                 | $12095.37                                  |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AEP TEXAS INC                                    | AEP Texas Inc                                                         | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31110.97     | 0.04%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                       | AbbVie Inc                                                            | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50528.49     | 0.06%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                       | AbbVie Inc                                                            | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101673.58    | 0.12%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                           | Advanced Micro Devices Inc                                            | CUSIP: 007903BJ5<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50584.94     | 0.06%             | 2028-03-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                         | Air Products and Chemicals Inc                                        | CUSIP: 009158BN5<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55534.67     | 0.06%             | 2028-06-11      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29504.21     | 0.03%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                               | Ally Financial Inc                                                    | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31639.46     | 0.04%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                               | Ally Financial Inc                                                    | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82145.67     | 0.09%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                     | Alphabet Inc                                                          | CUSIP: 02079KAV9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50231.06     | 0.06%             | 2028-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                   | Amazon.com Inc                                                        | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50179.02     | 0.06%             | 2028-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMDOCS LTD                                       | Amdocs Ltd                                                            | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | GG        |    110000 | PA      | $101075.20    | 0.12%             | 2030-06-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| AMCOR GROUP FINANCE                              | Amcor Group Finance PLC                                               | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $51902.51     | 0.06%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                               | Ameren Illinois Co                                                    | CUSIP: 02361DAV2<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44188.46     | 0.05%             | 2030-11-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                          | America Movil SAB de CV                                               | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $195442.00    | 0.22%             | 2029-04-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                          | American National Group Inc                                           | CUSIP: 025676AM9<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90660.83     | 0.10%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                          | American National Group Inc                                           | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72442.43     | 0.08%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                              | American Express Co                                                   | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132038.86    | 0.15%             | 2028-07-26      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                              | American Express Co                                                   | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101506.40    | 0.12%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                            | American Homes 4 Rent LP                                              | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     50000 | PA      | $50647.20     | 0.06%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                           | American International Group Inc                                      | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56332.72     | 0.06%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                             | American National Global Funding                                      | CUSIP: 02771D2E3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $79676.98     | 0.09%             | 2031-01-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                      | Cencora Inc                                                           | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101223.59    | 0.12%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                    | Amphenol Corp                                                         | CUSIP: 032095AP6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56621.74     | 0.07%             | 2029-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                    | Amphenol Corp                                                         | CUSIP: 032095AW1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49975.57     | 0.06%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                    | Amphenol Corp                                                         | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59624.43     | 0.07%             | 2030-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                               | Analog Devices Inc                                                    | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60453.91     | 0.07%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                    | AppLovin Corp                                                         | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87190.28     | 0.10%             | 2029-12-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                             | Ares Management Corp                                                  | CUSIP: 03990BAA9<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |    110000 | PA      | $116040.88    | 0.13%             | 2028-11-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                | Ares Capital Corp                                                     | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138616.96    | 0.16%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                | Ares Capital Corp                                                     | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51305.10     | 0.06%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                | Ares Capital Corp                                                     | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61658.65     | 0.07%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                | Ares Capital Corp                                                     | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50263.07     | 0.06%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                     | Assurant Inc                                                          | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85957.42     | 0.10%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                     | Assurant Inc                                                          | CUSIP: 04621XAM0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67987.70     | 0.08%             | 2030-02-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                            | Atlassian Corp                                                        | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82293.71     | 0.09%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                 | BAT Capital Corp                                                      | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     60000 | PA      | $64848.82     | 0.07%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                         | BHP Billiton Finance USA Ltd                                          | CUSIP: 055451BC1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     60000 | PA      | $61693.09     | 0.07%             | 2028-09-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                    | BGC Group Inc                                                         | CUSIP: 05555LAB7<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52285.95     | 0.06%             | 2029-06-10      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                               | Banco Santander SA                                                    | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $200167.67    | 0.23%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                  | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     95000 | PA      | $90589.65     | 0.10%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                  | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    185000 | PA      | $191961.22    | 0.22%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                 | Bank of Montreal                                                      | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $55749.19     | 0.06%             | 2030-09-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                 | Bank of Montreal                                                      | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $31261.37     | 0.04%             | 2028-09-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                 | Bank of Montreal                                                      | CUSIP: 06368MXU3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $90133.25     | 0.10%             | 2028-09-22      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                 | Bank of Montreal                                                      | CUSIP: 06368MXV1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $34944.34     | 0.04%             | 2031-09-22      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                           | Bank of New York Mellon Corp/The                                      | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100748.86    | 0.12%             | 2028-06-09      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                              | Bank of Nova Scotia/The                                               | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $56269.93     | 0.06%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                              | Bank of Nova Scotia/The                                               | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $61139.67     | 0.07%             | 2029-02-14      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                              | Bank of Nova Scotia/The                                               | CUSIP: 06418GAU1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $80045.21     | 0.09%             | 2028-09-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                              | Bank of Nova Scotia/The                                               | CUSIP: 06418GAW7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $59789.42     | 0.07%             | 2031-09-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                         | Berkshire Hathaway Energy Co                                          | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54328.98     | 0.06%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                    | BGC Group Inc                                                         | CUSIP: 088929AC8<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |     90000 | PA      | $96240.69     | 0.11%             | 2028-05-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                 | Black Hills Corp                                                      | CUSIP: 092113AR0<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47841.47     | 0.06%             | 2029-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                          | Blackstone Secured Lending Fund                                       | CUSIP: 09261XAH5<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30598.58     | 0.04%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BRISTOW GROUP INC                                | Bristow Group Inc                                                     | CUSIP: 11040GAB9<br>LEI: 5493005Q24EN3UC1PV68 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20234.32     | 0.02%             | 2033-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                          | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20354.65     | 0.02%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                          | CUSIP: 11135FCP4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96327.18     | 0.11%             | 2028-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                | Brown & Brown Inc                                                     | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30445.34     | 0.04%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                          | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15144.86     | 0.02%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                          | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20023.98     | 0.02%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                | CBRE Services Inc                                                     | CUSIP: 12505BAH3<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51821.05     | 0.06%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                              | CDW LLC / CDW Finance Corp                                            | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $67560.03     | 0.08%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                              | CDW LLC / CDW Finance Corp                                            | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $116895.08    | 0.13%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                              | CDW LLC / CDW Finance Corp                                            | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51000.59     | 0.06%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CGI INC                                          | CGI Inc                                                               | CUSIP: 12532HAM6<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $70961.51     | 0.08%             | 2030-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK/TRST                         | First-Citizens Bank & Trust Co                                        | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124203.08    | 0.14%             | 2028-03-09      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                   | CVR Energy Inc                                                        | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14968.44     | 0.02%             | 2031-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                   | CVR Energy Inc                                                        | CUSIP: 12662PAJ7<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19837.76     | 0.02%             | 2034-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                           | Cadence Design Systems Inc                                            | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50204.07     | 0.06%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                            | Campbell's Company/The                                                | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30786.85     | 0.04%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                           | Canadian Imperial Bank of Commerce                                    | CUSIP: 13607QWB4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100255.29    | 0.12%             | 2030-01-29      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp                                            | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121240.73    | 0.14%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp                                            | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31149.79     | 0.04%             | 2030-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp                                            | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29800.66     | 0.03%             | 2031-09-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                              | Cardinal Health Inc                                                   | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59599.98     | 0.07%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                         | CenterPoint Energy Houston Electric LLC                               | CUSIP: 15189XBD9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92833.07     | 0.11%             | 2028-10-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                         | CenterPoint Energy Houston Electric LLC                               | CUSIP: 15189XBG2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117677.78    | 0.14%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                           | CenterPoint Energy Resources Corp                                     | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62349.95     | 0.07%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                           | CenterPoint Energy Resources Corp                                     | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30751.57     | 0.04%             | 2028-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                         | Cheniere Corpus Christi Holdings LLC                                  | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53812.43     | 0.06%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                  | Chevron USA Inc                                                       | CUSIP: 166756BB1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30433.80     | 0.03%             | 2028-02-26      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                  | Chevron USA Inc                                                       | CUSIP: 166756BJ4<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50508.83     | 0.06%             | 2030-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                | Cisco Systems Inc                                                     | CUSIP: 17275RBW1<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30477.11     | 0.04%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                         | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99984.74     | 0.11%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                         | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251917.62    | 0.29%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                         | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125100.67    | 0.14%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                         | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86228.60     | 0.10%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                         | Citizens Financial Group Inc                                          | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    145000 | PA      | $151241.99    | 0.17%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                     | Tapestry Inc                                                          | CUSIP: 189754AC8<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90029.34     | 0.10%             | 2027-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                              | CUSIP: 20754DAF4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    750000 | PA      | $780809.03    | 0.90%             | 2042-04-25      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                              | CUSIP: 20754DAJ6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    750000 | PA      | $799357.50    | 0.92%             | 2042-04-25      | Floating      | 10.70%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                              | CUSIP: 20754LAF6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    750000 | PA      | $764099.25    | 0.88%             | 2041-12-25      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                           | ConocoPhillips Co                                                     | CUSIP: 20826FBJ4<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50934.51     | 0.06%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                         | Constellation Brands Inc                                              | CUSIP: 21036PBQ0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20357.58     | 0.02%             | 2029-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                              | Consumers Energy Co                                                   | CUSIP: 210518DS2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50742.96     | 0.06%             | 2028-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                              | Consumers Energy Co                                                   | CUSIP: 210518DW3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55958.27     | 0.06%             | 2029-05-30      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                              | Consumers Energy Co                                                   | CUSIP: 210518DX1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51079.73     | 0.06%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                         | Corebridge Financial Inc                                              | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54428.82     | 0.06%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                 | Crown Castle Inc                                                      | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     50000 | PA      | $47466.47     | 0.05%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                 | Crown Castle Inc                                                      | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    120000 | PA      | $121819.67    | 0.14%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                          | DCP Midstream Operating LP                                            | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51186.02     | 0.06%             | 2029-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                  | DR Horton Inc                                                         | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81839.03     | 0.09%             | 2030-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                    | DTE Energy Co                                                         | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50626.91     | 0.06%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                         | Deutsche Telekom International Finance BV                             | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |     75000 | PA      | $87461.88     | 0.10%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | Diamondback Energy Inc                                                | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53423.69     | 0.06%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                            | Dick's Sporting Goods Inc                                             | CUSIP: 253393AH5<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59162.45     | 0.07%             | 2029-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED ZAR / SOLD USD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |         1 | NC      | $114273.57    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED GBP / SOLD USD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |         1 | NC      | $5269.38      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD MXN                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-118932.96   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD NZD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-27844.94    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD AUD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-138798.21   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED EUR / SOLD USD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |         1 | NC      | $5948.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CAD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-12290.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED EUR / SOLD NOK                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |         1 | NC      | $-34719.01    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED SEK / SOLD EUR                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SE        |         1 | NC      | $48043.76     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED EUR / SOLD CHF                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |         1 | NC      | $-137797.75   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED JPY / SOLD USD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |         1 | NC      | $18822.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED BRL / SOLD USD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |         1 | NC      | $257180.85    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD KRW                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-15132.71    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED INR / SOLD USD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |         1 | NC      | $-70860.10    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD GBP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-726.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-80.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD BRL                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-2138.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED ZAR / SOLD USD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |         1 | NC      | $1655.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED NZD / SOLD USD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |         1 | NC      | $20375.51     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD SEK                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |         1 | NC      | $-6648.21     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED CHF / SOLD EUR                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |         1 | NC      | $740.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED CAD / SOLD USD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $3704.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-7226.32     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD JPY                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-490.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD AUD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-234.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED NOK / SOLD EUR                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NO        |         1 | NC      | $8743.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED INR / SOLD USD                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |         1 | NC      | $-6759.39     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED KRW / SOLD USD                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |         1 | NC      | $3152.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED CAD / SOLD USD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |         1 | NC      | $3481.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD AUD                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-295.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD GBP                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-318.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED GBP / SOLD USD                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | GB        |         1 | NC      | $1108.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD JPY                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-11.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED CAD / SOLD USD                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CA        |         1 | NC      | $6526.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED GBP / SOLD USD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |         1 | NC      | $2579.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED CHF / SOLD EUR                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |         1 | NC      | $305.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED KRW / SOLD USD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KR        |         1 | NC      | $182.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-4359.68     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED ZAR / SOLD USD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |         1 | NC      | $2505.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED NZD / SOLD USD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NZ        |         1 | NC      | $21477.62     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD MXN                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-9841.83     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED EUR / SOLD SEK                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |         1 | NC      | $-7254.28     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD JPY                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $149.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED INR / SOLD USD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | IN        |         1 | NC      | $-793.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD AUD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-16725.61    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD NOK                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $-1189.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD BRL                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-2013.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED ZAR / SOLD USD                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |         1 | NC      | $1443.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD EUR                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-1137.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED EUR / SOLD NOK                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $-1626.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD CHF                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |         1 | NC      | $-1596.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED AUD / SOLD USD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |         1 | NC      | $3082.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD GBP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-2900.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD CAD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-993.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD KRW                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1432.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED JPY / SOLD USD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |         1 | NC      | $-125.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED NZD / SOLD USD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NZ        |         1 | NC      | $3699.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED MXN / SOLD USD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |         1 | NC      | $3100.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED BRL / SOLD USD                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |         1 | NC      | $3481.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED NZD / SOLD USD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |         1 | NC      | $2160.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED EUR / SOLD NOK                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $-3462.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD MXN                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-4202.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED SEK / SOLD EUR                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SE        |         1 | NC      | $2347.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED JPY / SOLD USD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |         1 | NC      | $-6.91        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED EUR / SOLD CHF                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |         1 | NC      | $-7074.64     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED GBP / SOLD USD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |         1 | NC      | $2316.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED INR / SOLD USD                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |         1 | NC      | $-1465.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED BRL / SOLD USD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |         1 | NC      | $18070.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD EUR                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-887.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD KRW                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-852.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD AUD                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-11166.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PURCHASED ZAR / SOLD USD                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | ZA        |         1 | NC      | $11340.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD JPY                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-76.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED JPY / SOLD USD                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | JP        |         1 | NC      | $394.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD CHF                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |         1 | NC      | $-6934.93     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD KRW                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-1612.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD ZAR                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-2109.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED INR / SOLD USD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IN        |         1 | NC      | $-5718.42     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD MXN                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-14083.02    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD NZD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-14945.66    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED GBP / SOLD USD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |         1 | NC      | $30195.79     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD EUR                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-14065.62    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD CAD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-15702.63    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD SEK                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |         1 | NC      | $-50643.80    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED AUD / SOLD USD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | AU        |         1 | NC      | $28290.16     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED NOK / SOLD EUR                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NO        |         1 | NC      | $20542.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED BRL / SOLD USD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |         1 | NC      | $22245.08     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD AUD                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-3399.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD EUR                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-653.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD CAD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-403.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD GBP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-1732.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD EUR                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-589.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD AUD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-1577.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD CAD                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-95.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                            | Duke Energy Carolinas LLC                                             | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30866.38     | 0.04%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                          | Duke Energy Florida LLC                                               | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59860.54     | 0.07%             | 2030-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                | EOG Resources Inc                                                     | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50591.48     | 0.06%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                 | ERP Operating LP                                                      | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     55000 | PA      | $55239.12     | 0.06%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                 | ERP Operating LP                                                      | CUSIP: 26884ABL6<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     50000 | PA      | $48300.29     | 0.06%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                         | EQT Corp                                                              | CUSIP: 26884LAT6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102120.31    | 0.12%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                         | EQT Corp                                                              | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60260.99     | 0.07%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                         | EQT Corp                                                              | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     55000 | PA      | $60534.46     | 0.07%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD CAD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-117.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD EUR                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-165.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CHF                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-1436.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD DKK                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-173.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD JPY                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-346.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED AUD / SOLD USD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |         1 | NC      | $15806.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD USD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |         1 | NC      | $273.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD MXN                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-4543.47     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD NZD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-27193.93    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD KRW                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $603.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD INR                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $2636.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED SEK / SOLD EUR                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SE        |         1 | NC      | $18187.06     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD MXN                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-3176.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED GBP / SOLD USD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |         1 | NC      | $4903.66      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED ZAR / SOLD USD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |         1 | NC      | $12108.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED CAD / SOLD USD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CA        |         1 | NC      | $1939.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED JPY / SOLD USD                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | JP        |         1 | NC      | $4423.92      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED EUR / SOLD CHF                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |         1 | NC      | $-18569.91    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD NOK                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $-17918.92    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD BRL                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1962.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD NZD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-223.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD SGD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-30.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD CAD                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-1892.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PURCHASED USD / SOLD MXN                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |         1 | NC      | $-3086.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED ZAR / SOLD USD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |         1 | NC      | $1163.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD NZD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-2313.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED GBP / SOLD USD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |         1 | NC      | $771.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED INR / SOLD USD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IN        |         1 | NC      | $-3107.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD KRW                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $182.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED CAD / SOLD USD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |         1 | NC      | $933.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED EUR / SOLD USD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |         1 | NC      | $1881.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD AUD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-3083.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED EUR / SOLD CHF                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |         1 | NC      | $-3535.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED SEK / SOLD EUR                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SE        |         1 | NC      | $1015.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED BRL / SOLD USD                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |         1 | NC      | $2659.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD EUR                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-2740.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED INR / SOLD USD                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |         1 | NC      | $-3805.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED NZD / SOLD USD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |         1 | NC      | $10582.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED NOK / SOLD EUR                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $1129.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD AUD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-29016.36    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD GBP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-19117.27    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD CHF                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |         1 | NC      | $-7020.42     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED CAD / SOLD USD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $23414.68     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED SEK / SOLD EUR                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SE        |         1 | NC      | $8919.87      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CNY                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-614.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CNY                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-24225.72    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED MXN / SOLD USD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |         1 | NC      | $936.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED ZAR / SOLD USD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |         1 | NC      | $14017.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD JPY                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-4554.79     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED EUR / SOLD USD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $3669.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD BRL                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-11557.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD GBP                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-412.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PURCHASED KRW / SOLD USD                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | KR        |         1 | NC      | $1253.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD SEK                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-533.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD JPY                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-3459.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PURCHASED USD / SOLD ZAR                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |         1 | NC      | $-6668.38     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED CAD / SOLD USD                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CA        |         1 | NC      | $31213.14     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD AUD                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-40854.47    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED MXN / SOLD USD                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |         1 | NC      | $1891.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED CHF / SOLD EUR                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |         1 | NC      | $6579.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED EUR / SOLD SEK                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |         1 | NC      | $-5177.79     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD CNY                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1031.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD INR                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-330.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED NZD / SOLD USD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NZ        |         1 | NC      | $4655.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED NOK / SOLD EUR                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NO        |         1 | NC      | $3961.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-5190.29     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED JPY / SOLD USD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |         1 | NC      | $4070.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED KRW / SOLD USD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |         1 | NC      | $9360.11      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD BRL                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-4049.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED GBP / SOLD USD                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | GB        |         1 | NC      | $16099.90     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD GBP                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-712.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD AUD                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-174.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD GBP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-2730.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD ZAR                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $2699.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED MXN / SOLD USD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |         1 | NC      | $-275.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED NOK / SOLD EUR                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NO        |         1 | NC      | $8928.99      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD SEK                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |         1 | NC      | $-775.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD JPY                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $3563.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED NZD / SOLD USD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NZ        |         1 | NC      | $1771.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED EUR / SOLD USD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |         1 | NC      | $38.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED CHF / SOLD EUR                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |         1 | NC      | $6872.71      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD CAD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-889.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD CNY                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-29.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED KRW / SOLD USD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |         1 | NC      | $-1368.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED AUD / SOLD USD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |         1 | NC      | $5964.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED INR / SOLD USD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |         1 | NC      | $-87.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD AUD                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $138.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOLAB INC                                       | Ecolab Inc                                                            | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60598.63     | 0.07%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                               | Enact Holdings Inc                                                    | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52399.92     | 0.06%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                     | Enbridge Inc                                                          | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $61904.15     | 0.07%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                    | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $136623.05    | 0.16%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                    | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72152.04     | 0.08%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                | Entergy Texas Inc                                                     | CUSIP: 29365TAG9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49879.20     | 0.06%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                         | Enterprise Products Operating LLC                                     | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70604.25     | 0.08%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                         | Equinix Europe 2 Financing Corp LLC                                   | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |     60000 | PA      | $60242.01     | 0.07%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                      | Equifax Inc                                                           | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47397.48     | 0.05%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                      | Equifax Inc                                                           | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97049.24     | 0.11%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                      | Equifax Inc                                                           | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50844.02     | 0.06%             | 2029-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                            | Evergy Kansas Central Inc                                             | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86115.92     | 0.10%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                     | Evergy Metro Inc                                                      | CUSIP: 30037DAA3<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46096.74     | 0.05%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                               | Meta Platforms Inc                                                    | CUSIP: 30303M8L9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101827.69    | 0.12%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                         | FactSet Research Systems Inc                                          | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88916.94     | 0.10%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                           | Fairfax Financial Holdings Ltd                                        | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $91240.32     | 0.10%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                          | Fidelity National Financial Inc                                       | CUSIP: 31620RAH8<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90638.13     | 0.10%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                          | Fidelity National Financial Inc                                       | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47713.73     | 0.05%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                              | Fifth Third Bancorp                                                   | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101737.87    | 0.12%             | 2030-09-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                              | Fifth Third Bancorp                                                   | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29973.08     | 0.03%             | 2032-04-29      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                         | Florida Power & Light Co                                              | CUSIP: 341081GT8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51885.64     | 0.06%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-HQA1                               | CUSIP: 35564KTJ8<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | USGSE             | US        |    750000 | PA      | $783982.50    | 0.90%             | 2042-03-25      | Floating      | 8.95%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                          | GLP Capital LP / GLP Financing II Inc                                 | CUSIP: 361841AK5<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              |  | US        |    130000 | PA      | $133206.71    | 0.15%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                          | GLP Capital LP / GLP Financing II Inc                                 | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              |  | US        |     50000 | PA      | $50954.90     | 0.06%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                          | GLP Capital LP / GLP Financing II Inc                                 | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              |  | US        |    120000 | PA      | $116761.98    | 0.13%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                 | Georgia Power Co                                                      | CUSIP: 373334LC3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70222.17     | 0.08%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126696.34    | 0.15%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202158.52    | 0.23%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154915.12    | 0.18%             | 2029-10-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84515.20     | 0.10%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                | Golub Capital BDC Inc                                                 | CUSIP: 38173MAC6<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82868.64     | 0.10%             | 2027-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                | Golub Capital BDC Inc                                                 | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31576.10     | 0.04%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                | Golub Capital BDC Inc                                                 | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56282.38     | 0.06%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                 | HF Sinclair Corp                                                      | CUSIP: 403949AC4<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39517.52     | 0.05%             | 2030-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                               | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49517.78     | 0.06%             | 2027-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                               | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122264.51    | 0.14%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                               | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99424.51     | 0.11%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                     | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $278909.71    | 0.32%             | 2030-11-19      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                     | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202988.07    | 0.23%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                         | Healthcare Realty Holdings LP                                         | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |     50000 | PA      | $47416.60     | 0.05%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                             | Hercules Capital Inc                                                  | CUSIP: 427096AN2<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60686.92     | 0.07%             | 2030-06-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                                      | Hexcel Corp                                                           | CUSIP: 428291AN8<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89862.84     | 0.10%             | 2027-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                            | Amrize Finance US LLC                                                 | CUSIP: 43475RAP1<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30212.38     | 0.03%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                            | Amrize Finance US LLC                                                 | CUSIP: 43475RAR7<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30711.49     | 0.04%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                          | Honeywell International Inc                                           | CUSIP: 438516CX2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101235.81    | 0.12%             | 2027-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                         | Host Hotels & Resorts LP                                              | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     50000 | PA      | $50110.07     | 0.06%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                | Hyatt Hotels Corp                                                     | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104606.58    | 0.12%             | 2030-04-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                | Hyatt Hotels Corp                                                     | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51551.27     | 0.06%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                | Hyatt Hotels Corp                                                     | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10189.79     | 0.01%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                             | IBM International Capital Pte Ltd                                     | CUSIP: 449276AC8<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $203294.59    | 0.23%             | 2029-02-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                         | International Business Machines Corp                                  | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98386.46     | 0.11%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                              | Invitation Homes Operating Partnership LP                             | CUSIP: 46188BAE2<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     50000 | PA      | $51809.78     | 0.06%             | 2030-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                        | Jabil Inc                                                             | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48408.03     | 0.06%             | 2030-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                   | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262403.45    | 0.30%             | 2028-10-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                        | Jabil Inc                                                             | CUSIP: 46656PAA2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82720.44     | 0.10%             | 2029-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                        | Jabil Inc                                                             | CUSIP: 46656PAC8<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69974.07     | 0.08%             | 2029-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                          | Jersey Central Power & Light Co                                       | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49983.58     | 0.06%             | 2029-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                       | Kenvue Inc                                                            | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56208.07     | 0.06%             | 2028-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                 | LPL Holdings Inc                                                      | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126887.29    | 0.15%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                 | LPL Holdings Inc                                                      | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56095.80     | 0.06%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                         | Lloyds Banking Group PLC                                              | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203627.23    | 0.23%             | 2028-11-26      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                             | Lockheed Martin Corp                                                  | CUSIP: 539830CK3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60481.62     | 0.07%             | 2028-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SEKISUI HOUSE US                                 | Sekisui House US Inc                                                  | CUSIP: 552676AT5<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48290.49     | 0.06%             | 2030-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                         | Main Street Capital Corp                                              | CUSIP: 56035LAK0<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171038.55    | 0.20%             | 2028-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                 | Markel Group Inc                                                      | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48434.04     | 0.06%             | 2029-09-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                       | Masco Corp                                                            | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85549.54     | 0.10%             | 2028-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                       | MasTec Inc                                                            | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52307.11     | 0.06%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                   | Mastercard Inc                                                        | CUSIP: 57636QBF0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40676.29     | 0.05%             | 2028-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                    | McKesson Corp                                                         | CUSIP: 581557BT1<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51177.30     | 0.06%             | 2028-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                    | McKesson Corp                                                         | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116846.09    | 0.13%             | 2030-05-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                           | Mid-America Apartments LP                                             | CUSIP: 59523UAP2<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     55000 | PA      | $55269.80     | 0.06%             | 2028-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                           | Mid-America Apartments LP                                             | CUSIP: 59523UAQ0<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     50000 | PA      | $49775.26     | 0.06%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                        | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129901.04    | 0.15%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                        | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29833.56     | 0.03%             | 2031-10-22      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                          | Morgan Stanley Private Bank NA                                        | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251596.15    | 0.29%             | 2028-07-06      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                          | Morgan Stanley Private Bank NA                                        | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250694.77    | 0.29%             | 2028-11-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                           | Motorola Solutions Inc                                                | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71772.47     | 0.08%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                           | Motorola Solutions Inc                                                | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50987.44     | 0.06%             | 2030-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                  | Murphy Oil Corp                                                       | CUSIP: 626717AQ5<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29891.61     | 0.03%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NVR INC                                          | NVR Inc                                                               | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52242.59     | 0.06%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                             | National Fuel Gas Co                                                  | CUSIP: 636180BP5<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91110.47     | 0.10%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                             | National Fuel Gas Co                                                  | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51718.66     | 0.06%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NextEra Energy Capital Holdings Inc                                   | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131487.48    | 0.15%             | 2027-09-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                     | NiSource Inc                                                          | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77838.65     | 0.09%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                            | Novartis Capital Corp                                                 | CUSIP: 66989HAT5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49844.43     | 0.06%             | 2029-09-18      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                  | Oklahoma Gas and Electric Co                                          | CUSIP: 678858BT7<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49792.61     | 0.06%             | 2028-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                         | Omega Healthcare Investors Inc                                        | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95797.07     | 0.11%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                         | Omega Healthcare Investors Inc                                        | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |     30000 | PA      | $30504.02     | 0.04%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                          | Oncor Electric Delivery Co LLC                                        | CUSIP: 68233JBU7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47257.78     | 0.05%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                          | Oncor Electric Delivery Co LLC                                        | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55963.40     | 0.06%             | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                        | ONEOK Inc                                                             | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105273.52    | 0.12%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                           | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146005.56    | 0.17%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                           | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58566.26     | 0.07%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                           | PNC Financial Services Group Inc/The                                  | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207033.90    | 0.24%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                           | PNC Financial Services Group Inc/The                                  | CUSIP: 693475CG8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90126.80     | 0.10%             | 2029-01-26      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                           | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69807.22     | 0.08%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                           | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61981.17     | 0.07%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                           | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127243.00    | 0.15%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                       | PacifiCorp                                                            | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56281.30     | 0.06%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                      | Paychex Inc                                                           | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20572.01     | 0.02%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                      | PepsiCo Inc                                                           | CUSIP: 713448GA0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50718.07     | 0.06%             | 2028-02-07      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH & WELLNESS                          | Petco Health & Wellness Co Inc                                        | CUSIP: 71601VAA3<br>LEI: 2549007TYGV6RVSE9M61 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5013.09      | 0.01%             | 2031-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                       | Pfizer Inc                                                            | CUSIP: 717081FJ7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50167.88     | 0.06%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                       | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100953.06    | 0.12%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                       | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76324.88     | 0.09%             | 2029-11-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                       | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30177.57     | 0.03%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                       | CUSIP: 718172DX4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99870.37     | 0.11%             | 2028-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                       | CUSIP: 718172DY2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113762.03    | 0.13%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                         | Plains All American Pipeline LP / PAA Finance Corp                    | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $58433.06     | 0.07%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                         | Prudential Financial Inc                                              | CUSIP: 74432QCC7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50050.36     | 0.06%             | 2028-03-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                 | Public Service Co of New Hampshire                                    | CUSIP: 744538AH2<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55654.22     | 0.06%             | 2028-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                 | RELX Capital Inc                                                      | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54864.65     | 0.06%             | 2029-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                 | RELX Capital Inc                                                      | CUSIP: 74949LAF9<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76388.53     | 0.09%             | 2030-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                 | Radian Group Inc                                                      | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90359.83     | 0.10%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                 | Radian Group Inc                                                      | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26251.59     | 0.03%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                               | Realty Income Corp                                                    | CUSIP: 756109CA0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     70000 | PA      | $67423.26     | 0.08%             | 2028-03-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                               | Realty Income Corp                                                    | CUSIP: 756109CW2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     60000 | PA      | $59810.56     | 0.07%             | 2029-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                         | Regeneron Pharmaceuticals Inc                                         | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44724.84     | 0.05%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                           | Regions Financial Corp                                                | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78308.24     | 0.09%             | 2030-06-06      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                         | RenaissanceRe Holdings Ltd                                            | CUSIP: 75968NAD3<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    130000 | PA      | $127101.00    | 0.15%             | 2029-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE FINANCE                            | RenaissanceRe Finance Inc                                             | CUSIP: 75973QAA5<br>LEI: 54930048ETFU7B0OJ457 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49667.51     | 0.06%             | 2027-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                            | Rio Tinto Finance USA PLC                                             | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     90000 | PA      | $92274.43     | 0.11%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd                                           | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    130000 | PA      | $128938.71    | 0.15%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                             | Royal Bank of Canada                                                  | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $75793.39     | 0.09%             | 2029-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                             | Royal Bank of Canada                                                  | CUSIP: 78017DAN8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $115060.08    | 0.13%             | 2028-11-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                             | Royal Bank of Canada                                                  | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $71017.41     | 0.08%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                               | Royalty Pharma PLC                                                    | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     90000 | PA      | $92695.79     | 0.11%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                   | S&P Global Inc                                                        | CUSIP: 78409VBF0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76429.51     | 0.09%             | 2028-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                  | San Diego Gas & Electric Co                                           | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49095.55     | 0.06%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                  | San Diego Gas & Electric Co                                           | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107612.66    | 0.12%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                        | Sanofi SA                                                             | CUSIP: 801060AG9<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |     50000 | PA      | $50023.62     | 0.06%             | 2028-11-03      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                           | Santander Holdings USA Inc                                            | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98492.81     | 0.11%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                           | Santander Holdings USA Inc                                            | CUSIP: 80282KBM7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61544.72     | 0.07%             | 2030-09-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                           | Santander Holdings USA Inc                                            | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    165000 | PA      | $168745.64    | 0.19%             | 2029-03-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                               | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     95000 | PA      | $100360.12    | 0.12%             | 2029-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                               | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79932.47     | 0.09%             | 2031-11-14      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                         | South Bow USA Infrastructure Holdings LLC                             | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50527.56     | 0.06%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                         | South Bow USA Infrastructure Holdings LLC                             | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50767.40     | 0.06%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INC                                      | Snap-on Inc                                                           | CUSIP: 833034AK7<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49662.18     | 0.06%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                   | Solventum Corp                                                        | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51816.34     | 0.06%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                               | Sonoco Products Co                                                    | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20170.01     | 0.02%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                            | Southwest Airlines Co                                                 | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50603.19     | 0.06%             | 2027-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                            | Southwest Airlines Co                                                 | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100536.07    | 0.12%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                              | Suzano Austria GmbH                                                   | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $200566.00    | 0.23%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                   | TD SYNNEX Corp                                                        | CUSIP: 87162WAH3<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85917.78     | 0.10%             | 2028-08-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                   | TD SYNNEX Corp                                                        | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50015.92     | 0.06%             | 2029-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                              | Synchrony Financial                                                   | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50583.54     | 0.06%             | 2029-07-29      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                   | Synchrony Bank                                                        | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254577.97    | 0.29%             | 2027-08-23      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SYSTEM ENERGY RESOURCES                          | System Energy Resources Inc                                           | CUSIP: 871911AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $93441.32     | 0.11%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                         | Take-Two Interactive Software Inc                                     | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29906.76     | 0.03%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                         | Take-Two Interactive Software Inc                                     | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51788.97     | 0.06%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                | Tampa Electric Co                                                     | CUSIP: 875127BM3<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51177.23     | 0.06%             | 2029-03-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                     | Tapestry Inc                                                          | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133272.04    | 0.15%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                      | Textron Inc                                                           | CUSIP: 883203BY6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88811.26     | 0.10%             | 2028-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                      | Textron Inc                                                           | CUSIP: 883203CA7<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49451.37     | 0.06%             | 2029-09-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                            | Toronto-Dominion Bank/The                                             | CUSIP: 89115A2Y7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $56469.12     | 0.06%             | 2029-04-05      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                            | Toronto-Dominion Bank/The                                             | CUSIP: 89115KAB6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $61218.98     | 0.07%             | 2030-06-03      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                            | Toronto-Dominion Bank/The                                             | CUSIP: 89115KAE0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    155000 | PA      | $155315.71    | 0.18%             | 2028-10-13      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                            | Toronto-Dominion Bank/The                                             | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $35573.16     | 0.04%             | 2034-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                      | Trimble Inc                                                           | CUSIP: 896239AC4<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91367.30     | 0.11%             | 2028-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                      | Truist Bank                                                           | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251400.10    | 0.29%             | 2028-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                            | US Bank NA/Cincinnati OH                                              | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252409.94    | 0.29%             | 2028-05-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                   | CUSIP: 912797PM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   6500000 | PA      | $6488946.95   | 7.46%             | 2026-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                   | CUSIP: 912797QD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    500000 | PA      | $496359.14    | 0.57%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                   | CUSIP: 912797RL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   3454000 | PA      | $3452966.12   | 3.97%             | 2026-02-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                   | CUSIP: 912797RU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   6100000 | PA      | $6085285.46   | 7.00%             | 2026-02-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                   | CUSIP: 912797SQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   2500000 | PA      | $2498013.60   | 2.87%             | 2026-02-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                   | CUSIP: 912797ST5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  17900000 | PA      | $17847729.49  | 20.52%            | 2026-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                   | CUSIP: 912797SY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    100000 | PA      | $99637.45     | 0.11%             | 2026-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                   | CUSIP: 912797TA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    200000 | PA      | $198988.84    | 0.23%             | 2026-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                   | CUSIP: 912797TB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   3000000 | PA      | $2982690.99   | 3.43%             | 2026-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                   | CUSIP: 912797TJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  13600000 | PA      | $13494396.41  | 15.52%            | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                   | CUSIP: 912797TK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1400000 | PA      | $1388252.67   | 1.60%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                            | Universal Health Services Inc                                         | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45590.26     | 0.05%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                            | Universal Health Services Inc                                         | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50301.09     | 0.06%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                       | Unum Group                                                            | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49495.72     | 0.06%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                            | Vale Overseas Ltd                                                     | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    160000 | PA      | $154033.60    | 0.18%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VELOCITY COM CAP LLC                             | Velocity Commercial Capital LLC                                       | CUSIP: 92259RAE5<br>LEI: 549300TA4MQM8WN2XG31 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15225.00     | 0.02%             | 2031-02-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                      | Viatris Inc                                                           | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54978.73     | 0.06%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                               | VICI Properties LP                                                    | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    105000 | PA      | $106275.64    | 0.12%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                               | VICI Properties LP                                                    | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    200000 | PA      | $202053.32    | 0.23%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                         | Virginia Electric and Power Co                                        | CUSIP: 927804GB4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48106.72     | 0.06%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                      | Walmart Inc                                                           | CUSIP: 931142FN8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101609.44    | 0.12%             | 2030-04-28      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                            | Waste Connections Inc                                                 | CUSIP: 941053AH3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100833.16    | 0.12%             | 2028-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                             | Waste Management Inc                                                  | CUSIP: 94106LCA5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9985.83      | 0.01%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                             | Waste Management Inc                                                  | CUSIP: 94106LCB3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131828.10    | 0.15%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                      | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92673.55     | 0.11%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                      | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    190000 | PA      | $191604.62    | 0.22%             | 2028-01-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                      | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139877.73    | 0.16%             | 2029-09-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                      | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60050.42     | 0.07%             | 2030-01-23      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                 | Welltower OP LLC                                                      | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    100000 | PA      | $101002.38    | 0.12%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                        | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91139.16     | 0.10%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                        | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53964.40     | 0.06%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                        | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68561.42     | 0.08%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                           | Westinghouse Air Brake Technologies Corp                              | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96255.14     | 0.11%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                           | Westinghouse Air Brake Technologies Corp                              | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30658.27     | 0.04%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                             | Westpac Banking Corp                                                  | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     45000 | PA      | $40876.55     | 0.05%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                         | Willis North America Inc                                              | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95425.37     | 0.11%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                             | Woodside Finance Ltd                                                  | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     55000 | PA      | $56594.57     | 0.07%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                             | Woodside Finance Ltd                                                  | CUSIP: 980236AX1<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     90000 | PA      | $91383.69     | 0.11%             | 2028-05-19      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES   | BlackRock Cash Funds: Treasury, SL Agency Shares                      | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |   2460000 | NS      | $2460000.00   | 2.83%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | NATURAL GAS FUTR MAR26                                                | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       -11 | NC      | $-164680.78   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | WTI CRUDE FUTURE MAR26                                                | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        11 | NC      | $73126.03     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | SOYBEAN FUTURE MAR26                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        11 | NC      | $-1103.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | CORN FUTURE MAR26                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       -60 | NC      | $52956.78     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                               | BRENT CRUDE FUTR APR26                                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        20 | NC      | $97933.96     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | NY HARB ULSD FUT MAR26                                                | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -1 | NC      | $-6880.86     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | S+P500 EMINI FUT MAR26                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        46 | NC      | $209386.52    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                   | TOPIX INDX FUTR MAR26                                                 | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |         7 | NC      | $77551.76     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME PRI ALUM FUTR MAR26                                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -9 | NC      | $-1549.57     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | LME COPPER FUTURE MAR26                                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         4 | NC      | $4894.08      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                               | LOW SU GASOIL G MAR26                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |         1 | NC      | $7415.21      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                      | SILVER FUTURE MAR26                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -1 | NC      | $-1506.73     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Italian Derivatives Market                       | FTSE/MIB IDX FUT MAR26                                                | CUSIP: 000000000<br>LEI: 8156005391EE905D3124 | N/A              | DE               |  | IT        |         4 | NC      | $29999.03     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | FTSE 100 IDX FUT MAR26                                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |        -5 | NC      | $-7486.81     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE Futures Exchange LLC                        | CBOE VIX FUTURE FEB26                                                 | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |       -30 | NC      | $-23909.65    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | GASOLINE RBOB FUT MAR26                                               | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        11 | NC      | $37903.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | MSCI HONG KONG MAR26                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        10 | NC      | $62064.21     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                      | GOLD 100 OZ FUTR APR26                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         7 | NC      | $-255713.03   | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-BUND FUTURE MAR26                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        35 | NC      | $28982.63     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR NOTE (CBT)MAR26                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -34 | NC      | $15449.71     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | E-MINI RUSS 2000 MAR26                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       -11 | NC      | $-19315.94    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR NOTE (CBT) MAR26                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -94 | NC      | $22351.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 2YR NOTE (CBT) MAR26                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        52 | NC      | $9680.32      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | LONG GILT FUTURE MAR26                                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |       -39 | NC      | $31028.27     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                              | AUST 10Y BOND FUT MAR26                                               | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |       -41 | NC      | $6669.57      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal         | CAN 10YR BOND FUT MAR26                                               | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |        -9 | NC      | $-2513.32     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | NASD100 MICRO EMINMAR26                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        16 | NC      | $40.65        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                   | JPN 10Y BOND(OSE) MAR26                                               | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |         2 | NC      | $-17321.72    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal         | S+P/TSX 60 IX FUT MAR26                                               | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DE               |  | CA        |        11 | NC      | $12879.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                              | SPI 200 FUTURES MAR26                                                 | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |       -12 | NC      | $-24660.41    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.     | FTSE CHINA A50 FEB26                                                  | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |       254 | NC      | $3801.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                      | CAC40 10 EURO FUT FEB26                                               | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DE               |  | FR        |        -3 | NC      | $911.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Stock Exchange Of India                 | IFSC NIFTY 50 FUT FEB26                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IN        |        43 | NC      | $18743.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ANZ GROUP HOLDINGS LTD                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     17018 | OU      | $-432943.62   | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WESTPAC BANKING CORPORATION CORP                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      6985 | OU      | $-187680.62   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FORTESCUE LTD                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |      9320 | OU      | $134961.66    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LYNAS RARE EARTHS LTD                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |      3077 | OU      | $-30973.46    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ASX LTD                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      1691 | OU      | $-67309.20    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MIRVAC GROUP STAPLED UNITS                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     89133 | OU      | $123784.89    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COMPUTERSHARE LTD                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      3774 | OU      | $85709.65     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CSL LTD                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |        23 | OU      | $2898.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | REA GROUP LTD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |       943 | OU      | $123989.24    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | COCHLEAR LTD                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |         1 | OU      | $-186.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COCHLEAR LTD                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      1848 | OU      | $-344454.96   | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RIO TINTO LTD                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |       198 | OU      | $20628.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | APA GROUP UNITS                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     12236 | OU      | $-75330.81    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ARISTOCRAT LEISURE LTD                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |      9527 | OU      | $353925.36    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TECHNOLOGY ONE LTD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |     11957 | OU      | $208754.80    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ORICA LTD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |     16520 | OU      | $294290.59    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | REGIS RESOURCES LTD                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |      4234 | OU      | $22068.68     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WORLEY LTD                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     17436 | OU      | $162181.24    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NATIONAL AUSTRALIA BANK LTD                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |       851 | OU      | $-25563.53    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | JB HI-FI LTD                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |      3784 | OU      | $213192.59    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | QANTAS AIRWAYS LTD                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |      9533 | OU      | $66651.21     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | QBE INSURANCE GROUP LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      5886 | OU      | $80672.18     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NORTHERN STAR RESOURCES LTD                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      6650 | OU      | $-122248.94   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SANDFIRE RESOURCES LTD                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      4686 | OU      | $63584.49     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SANTOS LTD                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |     53080 | OU      | $258857.79    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WASHINGTON H SOUL PATTINSON   COMP                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |      1407 | OU      | $-37670.48    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | STOCKLAND STAPLED UNITS LTD                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |       885 | OU      | $3311.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WESFARMERS LTD                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      1207 | OU      | $69627.70     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WOOLWORTHS GROUP LTD                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      9472 | OU      | $-203272.73   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GOODMAN GROUP UNITS                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |       439 | OU      | $-9325.97     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GOODMAN GROUP UNITS                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     11706 | OU      | $-248678.50   | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SEEK LTD                                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |     10937 | OU      | $158854.15    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MINERAL RESOURCES LTD                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |       109 | OU      | $4287.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BRAMBLES LTD                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      2940 | OU      | $-45636.74    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PLS GROUP LTD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |      7239 | OU      | $-21240.53    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GENESIS MINERALS LTD                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     27796 | OU      | $-137256.37   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MACQUARIE GROUP LTD DEF                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |      2949 | OU      | $432794.45    | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALS LTD                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      3823 | OU      | $-65187.75    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SIGMA HEALTHCARE LTD                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    139013 | OU      | $-297882.84   | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AMPOL LTD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |     11513 | OU      | $231304.14    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SGH LTD                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |       806 | OU      | $-25830.75    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CAR GROUP LTD                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |       164 | OU      | $-3138.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CAR GROUP LTD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     12242 | OU      | $-234249.60   | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VICINITY CENTRES                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     17316 | OU      | $-29541.92    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | COLES GROUP LTD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |      3579 | OU      | $52879.15     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WISETECH GLOBAL LTD                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |        92 | OU      | $-3686.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WISETECH GLOBAL LTD                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |      6405 | OU      | $-256626.70   | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | FSWP: USD 3.412000 18-MAR-2028 SOF                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    146000 | OU      | $192.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | FSWP: OIS 3.599000 18-MAR-2031 SOF                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    191000 | OU      | $588.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AGNICO EAGLE MINES LTD                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       168 | OU      | $31935.61     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CANADIAN APARTMENT PROPERTIES REAL                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |      3822 | OU      | $108233.63    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NOVAGOLD RESOURCES INC                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      1423 | OU      | $-12404.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DESCARTES SYSTEMS GROUP INC                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |       724 | OU      | $-54069.37    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CCL INDUSTRIES INC CLASS B                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |      1142 | OU      | $68822.77     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CAE INC                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      3015 | OU      | $-96628.80    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CAMECO CORP                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |       376 | OU      | $46503.99     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ROGERS COMMUNICATIONS NON-VOTING I                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |      2262 | OU      | $-85386.70    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CANADIAN IMPERIAL BANK OF COMMERCE                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |       262 | OU      | $24213.33     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CANADIAN NATURAL RESOURCES LTD                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |       973 | OU      | $-36178.89    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CANADIAN UTILITIES LTD CLASS A                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      6016 | OU      | $-194708.71   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CANADIAN NATIONAL RAILWAY                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |        37 | OU      | $3559.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RIOCAN REAL ESTATE INVESTMENT TRUS                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |     13461 | OU      | $192871.96    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GILDAN ACTIVEWEAR INC                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       795 | OU      | $-51653.25    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OPEN TEXT CORP                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      5888 | OU      | $-150394.48   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EMPIRE LTD CLASS A                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |       585 | OU      | $19109.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FIRST QUANTUM MINERALS LTD                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      6064 | OU      | $171412.15    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TELUS CORP                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |     11039 | OU      | $154034.44    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IAMGOLD CORP                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      4913 | OU      | $-89156.71    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IMPERIAL OIL LTD                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       422 | OU      | $42635.43     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MANULIFE FINANCIAL CORP                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |      2335 | OU      | $88948.30     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MAGNA INTERNATIONAL INC                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |       548 | OU      | $28014.75     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SUN LIFE FINANCIAL INC                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |      1988 | OU      | $125267.43    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | METRO INC                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |        82 | OU      | $5443.38      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | EMERA INC                                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |        90 | OU      | $-4460.84     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | METHANEX CORP                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      2569 | OU      | $-122577.70   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | POWER CORPORATION OF CANADA                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      1642 | OU      | $-82808.46    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | QUEBECOR INC CLASS B                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |      4038 | OU      | $147297.37    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ROYAL BANK OF CANADA                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      2111 | OU      | $-351489.68   | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FIRST MAJESTIC SILVER CORP                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |       195 | OU      | $4059.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STANTEC INC                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |      3017 | OU      | $298985.77    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LUNDIN MINING CORP                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |      2329 | OU      | $58753.09     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ENDEAVOUR SILVER CORP                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |       510 | OU      | $-5565.75     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KINROSS GOLD CORP                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |      9067 | OU      | $285530.76    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INTACT FINANCIAL CORP                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |       870 | OU      | $158397.31    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CONSTELLATION SOFTWARE INC                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |         4 | OU      | $-7382.10     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BCE INC                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |       530 | OU      | $-13701.02    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SUNCOR ENERGY INC                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      2312 | OU      | $122200.74    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TOURMALINE OIL CORP                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      1105 | OU      | $-52294.06    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KEYERA CORP                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       226 | OU      | $-7653.11     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ALTAGAS LTD                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |       108 | OU      | $3257.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PEMBINA PIPELINE CORP                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |       110 | OU      | $-4570.78     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DOLLARAMA INC                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |       227 | OU      | $30591.19     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CENOVUS ENERGY INC                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      4522 | OU      | $-89234.49    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ARC RESOURCES LTD                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      5600 | OU      | $-103926.85   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PEYTO EXPLORATION   DEVELOPMENT CO                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      9503 | OU      | $-171265.46   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NORTHLAND POWER INC                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |     19763 | OU      | $272427.94    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ELEMENT FLEET MANAGEMENT CORP                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |      1403 | OU      | $35547.68     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TMX GROUP LTD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       972 | OU      | $35884.73     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NEXGEN ENERGY LTD                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |       426 | OU      | $-5349.83     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TOREX GOLD RESOURCES INC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      1817 | OU      | $-87457.26    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IVANHOE MINES LTD CLASS A                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     12613 | OU      | $-159509.32   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NUTRIEN LTD                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      1832 | OU      | $-126133.73   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TFI INTERNATIONAL INC                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |        20 | OU      | $2149.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | WHEATON PRECIOUS METALS CORP                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |       672 | OU      | $88532.35     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SSR MINING INC                                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |      1163 | OU      | $26511.60     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WSP GLOBAL INC                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |       236 | OU      | $45622.80     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ELDORADO GOLD CORP                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |      1252 | OU      | $-53715.60    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CGI INC CLASS A                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |      1801 | OU      | $154354.42    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IA FINANCIAL INC                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       628 | OU      | $-77164.23    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TC ENERGY CORP                                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |      3252 | OU      | $-190680.19   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GFL ENVIRONMENTAL SUBORDINATE VOTI                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      1168 | OU      | $-50171.72    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ARTEMIS GOLD INC                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |        70 | OU      | $-2029.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALIMENTATION COUCHE TARD INC                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      1828 | OU      | $-95101.91    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CANADIAN PACIFIC KANSAS CITY LTD                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |      1683 | OU      | $125107.96    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SKEENA RESOURCES LTD                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |       108 | OU      | $-3081.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RB GLOBAL INC                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      4629 | OU      | $-525434.76   | -0.60%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CAPSTONE COPPER CORP                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |      4411 | OU      | $48883.33     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MDA SPACE LTD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       696 | OU      | $-19643.29    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOMBARDIER INC CLASS B                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       927 | OU      | $-158358.95   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ENDEAVOUR MINING                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |      3471 | OU      | $189501.08    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DISCOVERY SILVER CORP                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      9181 | OU      | $-64593.68    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BARRICK MINING CORP                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      4985 | OU      | $227860.61    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BROOKFIELD ASSET MANAGEMENT VOTING                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |       949 | OU      | $-47148.57    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BROOKFIELD CORP CLASS A                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |      2282 | OU      | $-104023.60   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | OR ROYALTIES INC                                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |      1077 | OU      | $42466.22     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | THOMSON REUTERS CORP                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      2581 | OU      | $285177.14    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FORTUNA MINING CORP                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |      1543 | OU      | $15094.01     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ARIS MINING CORP                                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |       131 | OU      | $-2266.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AIR CANADA VOTING AND VARIABLE VOT                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      8975 | OU      | $124245.40    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BROOKFIELD INFRASTRUCTURE CORP CLA                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |      8852 | OU      | $423340.98    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | G MINING VENTURES CORP                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |      2980 | OU      | $-94478.46    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | G MINING VENTURES CORP                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      5239 | OU      | $-166098.21   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LUNDIN GOLD INC                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |      1926 | OU      | $144388.12    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SHOPIFY SUBORDINATE VOTING INC CLA                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |       310 | OU      | $-40676.90    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ORLA MINING LTD                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      1365 | OU      | $-20590.53    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SWISSCOM AG                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |       658 | OU      | $-540271.23   | -0.62%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHOCOLADEFABRIKEN LINDT   SPRUENGL                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |         6 | OU      | $86228.86     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | GIVAUDAN SA                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |        41 | OU      | $-158484.99   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NOVARTIS AG                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CH        |       344 | OU      | $-51039.20    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ABB LTD                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |      5709 | OU      | $491533.61    | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ROCHE HOLDING PAR AG                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |       635 | OU      | $-288759.62   | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HOLCIM LTD AG                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |      2318 | OU      | $238913.57    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NESTLE SA                                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CH        |       539 | OU      | $-51434.89    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TEMENOS AG                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |       555 | OU      | $49047.48     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SONOVA HOLDING AG                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |       462 | OU      | $126441.67    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LONZA GROUP AG                                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CH        |         5 | OU      | $3397.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SWISS LIFE HOLDING AG                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |       318 | OU      | $-348703.70   | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | EMS-CHEMIE HOLDING AG                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CH        |         4 | OU      | $3109.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SWISS PRIME SITE AG                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |      1621 | OU      | $-275959.99   | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PARTNERS GROUP HOLDING AG                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CH        |         5 | OU      | $6817.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SCHINDLER HOLDING PAR AG                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |       230 | OU      | $88743.75     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SCHINDLER HOLDING AG                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CH        |        16 | OU      | $-5884.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | KUEHNE UND NAGEL INTERNATIONAL AG                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CH        |        29 | OU      | $-6715.30     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LOGITECH INTERNATIONAL SA                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |       843 | OU      | $72626.22     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GEBERIT AG                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |       544 | OU      | $-415393.04   | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SWISSQUOTE GROUP HOLDING SA                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |       100 | OU      | $56930.63     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SWISS RE AG                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |      2480 | OU      | $-396263.80   | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | COMPAGNIE FINANCIERE RICHEMONT SA                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CH        |       205 | OU      | $-39792.45    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SIKA AG                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CH        |        97 | OU      | $18613.38     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALCON AG                                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |      2341 | OU      | $-189485.88   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HELVETIA BALOISE HOLDING N AG                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |       366 | OU      | $-92825.16    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SANDOZ GROUP AG                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |      1520 | OU      | $-120423.25   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SUNRISE N CLASS A AG                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CH        |       886 | OU      | $50286.14     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SGS SA                                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CH        |       158 | OU      | $19016.79     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BC VAUD N                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |       388 | OU      | $-52508.08    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ACCELLERON N AG                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |      1255 | OU      | $120212.64    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BELIMO N AG                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |        64 | OU      | $-70001.72    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | STRAUMANN HOLDING AG                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |      1424 | OU      | $-171264.07   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | UBS GROUP AG                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |       991 | OU      | $46889.54     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CARLSBERG AS  CL B                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DK        |      1076 | OU      | $-146281.27   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | A P MOLLER MAERSK B                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DK        |        31 | OU      | $76654.46     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | A P MOLLER MAERSK                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DK        |        78 | OU      | $191269.12    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DANSKE BANK                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DK        |      9004 | OU      | $-458736.06   | -0.53%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | GENMAB                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DK        |       247 | OU      | $80469.01     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DSV                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DK        |      1040 | OU      | $-292432.30   | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PANDORA                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DK        |      2085 | OU      | $168767.47    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NOVOZYMES B                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DK        |      3956 | OU      | $-242398.17   | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | VESTAS WIND SYSTEMS                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DK        |      2603 | OU      | $78900.53     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NOVO NORDISK CLASS B                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DK        |      8136 | OU      | $-483109.34   | -0.56%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ROCKWOOL CLASS B                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DK        |      5341 | OU      | $-180365.42   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TRYG                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DK        |     12153 | OU      | $295354.45    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ORSTED A/S                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DK        |      4716 | OU      | $-106087.64   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DEMANT                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DK        |      2327 | OU      | $-81452.87    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AIRBUS GROUP                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |      1559 | OU      | $-356932.63   | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VEOLIA ENVIRON. SA                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |     10529 | OU      | $394912.81    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ADIDAS N AG                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |       385 | OU      | $-68261.86    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ASSICURAZIONI GENERALI                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |      2820 | OU      | $115028.88    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LOREAL SA                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |       349 | OU      | $160344.22    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LVMH                                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FR        |        68 | OU      | $-43887.49    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | INTESA SANPAOLO                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IT        |     92872 | OU      | $657476.44    | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EDP ENERGIAS DE PORTUGAL SA                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | PT        |     49395 | OU      | $252578.56    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | THALES SA                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |       283 | OU      | $86633.55     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LOTUS BAKERIES NV                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | BE        |         1 | OU      | $-11789.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FRESENIUS SE AND CO KGAA                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |       167 | OU      | $9341.60      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | INDRA SISTEMAS SA                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | ES        |        26 | OU      | $1680.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KESKO CLASS B                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FI        |      3633 | OU      | $-91890.78    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KINGSPAN GROUP PLC                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IE        |      3595 | OU      | $-313033.11   | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KBC GROEP                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | BE        |      1110 | OU      | $-156416.22   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KERRY GROUP PLC                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IE        |      2629 | OU      | $233696.87    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WARTSILA                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FI        |      1113 | OU      | $45121.03     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BOLLORE                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FR        |       482 | OU      | $-2748.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CONTINENTAL AG                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      2418 | OU      | $190270.57    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DEUTSCHE POST AG                                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |       164 | OU      | $9172.27      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | VERBUND AG                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AT        |      1827 | OU      | $-134057.03   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PERNOD RICARD SA                                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FR        |        78 | OU      | $-6974.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MERCK                                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |       300 | OU      | $-44697.80    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SCHNEIDER ELECTRIC                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FR        |        14 | OU      | $4013.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SAP                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |       987 | OU      | $197171.38    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HENKEL AG                                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |       125 | OU      | $-10318.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | UPM-KYMMENE                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FI        |      5925 | OU      | $-163459.64   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BAYER AG                                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |      7526 | OU      | $-398062.51   | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STORA ENSO CLASS R                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FI        |     19530 | OU      | $-224829.10   | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BASF N                                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |       268 | OU      | $14529.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BEIERSDORF AG                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      3946 | OU      | $-470676.32   | -0.54%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FRESENIUS MEDICAL CARE AG                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      1892 | OU      | $85175.89     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ASM INTERNATIONAL NV                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |       260 | OU      | $218356.63    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ORANGE SA                                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FR        |      5421 | OU      | $-100776.48   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RANDSTAD HOLDING                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |      4303 | OU      | $-153989.42   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALLIANZ                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |       807 | OU      | $355339.54    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HERMES INTERNATIONAL                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |       121 | OU      | $-291125.73   | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MUENCHENER RUECKVERSICHERUNGS-GESE                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |       293 | OU      | $177580.38    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RHEINMETALL AG                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |       146 | OU      | $-309351.55   | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BANKINTER SA                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | ES        |     14787 | OU      | $252413.68    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AURUBIS AG                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |       605 | OU      | $114244.54    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VOLKSWAGEN NON-VOTING PREF AG                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |      2826 | OU      | $-342807.98   | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BANCO BILBAO VIZCAYA ARGENTARIA SA                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | ES        |       479 | OU      | $-12158.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KERING SA                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |       658 | OU      | $-205412.89   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MERCEDES-BENZ GROUP N AG                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      1718 | OU      | $117415.35    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FORTUM                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FI        |      6515 | OU      | $-153899.52   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NEMETSCHEK                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |       930 | OU      | $81258.14     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CARREFOUR SA                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |      3254 | OU      | $-53297.82    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NATURGY ENERGY GROUP SA                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | ES        |      5683 | OU      | $178378.32    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | REPSOL SA                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | ES        |     10352 | OU      | $203945.70    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WOLTERS KLUWER NV                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NL        |      1323 | OU      | $124233.65    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SANOFI SA                                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FR        |       479 | OU      | $45181.02     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BANCO SANTANDER SA                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | ES        |      2653 | OU      | $33873.67     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SIEMENS N AG                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |       111 | OU      | $-33558.64    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DEUTSCHE BANK AG                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      5203 | OU      | $205316.04    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BMW AG                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      2158 | OU      | $-222231.43   | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BUZZI                                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IT        |      2302 | OU      | $-131033.47   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DEUTSCHE TELEKOM N AG                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      6995 | OU      | $234739.98    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ACCOR SA                                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |       328 | OU      | $17837.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CTS EVENTIM AG                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |       996 | OU      | $-83704.84    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INFINEON TECHNOLOGIES AG                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      9437 | OU      | $-461304.04   | -0.53%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NOKIA                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FI        |     16315 | OU      | $105083.42    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RATIONAL AG                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |         1 | OU      | $801.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOCIETE GENERALE SA                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |      2805 | OU      | $245800.56    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KONINKLIJKE PHILIPS NV                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NL        |      9239 | OU      | $265305.35    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TELEPERFORMANCE                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |      1843 | OU      | $-119049.27   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DEUTSCHE BOERSE AG                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |       138 | OU      | $-34945.08    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AXA SA                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |     10662 | OU      | $486177.42    | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GROUPE BRUXELLES LAMBERT NV                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | BE        |      2445 | OU      | $231351.98    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PORSCHE AUTOMOBIL HOLDING PREF                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      3896 | OU      | $-166692.13   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NEXANS SA                                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FR        |        16 | OU      | $2520.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ENI                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |      7126 | OU      | $145649.08    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CREDIT AGRICOLE SA                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FR        |      4212 | OU      | $91216.85     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BNP PARIBAS SA                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |      1793 | OU      | $193881.43    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | COMPAGNIE DE SAINT GOBAIN SA                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FR        |        40 | OU      | $3948.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ENAGAS SA                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | ES        |     20772 | OU      | $341877.59    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KLEPIERRE REIT SA                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      4409 | OU      | $169849.57    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | GECINA SA                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      1231 | OU      | $113068.86    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COVIVIO SA                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |       482 | OU      | $30793.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ACS ACTIVIDADES DE CONSTRUCCION Y                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | ES        |      3920 | OU      | $439808.87    | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SAFRAN SA                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |       932 | OU      | $332995.35    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NORDEX                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |      5737 | OU      | $229688.87    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RECORDATI INDUSTRIA CHIMICA E FARM                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IT        |       309 | OU      | $17025.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MTU AERO ENGINES HOLDING AG                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |        29 | OU      | $12892.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KONE                                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FI        |       776 | OU      | $55767.14     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ELIA GROUP SA                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | BE        |       215 | OU      | $-31127.84    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LEONARDO FINMECCANICA SPA                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IT        |       995 | OU      | $66492.47     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IPSEN SA                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |       708 | OU      | $115662.58    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LEGRAND SA                                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FR        |       484 | OU      | $77274.38     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EIFFAGE SA                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |       435 | OU      | $-64513.68    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AMPLIFON                                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IT        |       649 | OU      | $10463.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TOTALENERGIES                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |      5059 | OU      | $-367934.43   | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AEROPORTS DE PARIS SA                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      2208 | OU      | $-291724.94   | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MAPFRE SA                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | ES        |     22231 | OU      | $-101723.16   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SYMRISE AG                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      1101 | OU      | $92689.95     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SCOR                                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FR        |      1052 | OU      | $-34281.70    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | REXEL SA                                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FR        |      1648 | OU      | $-69060.37    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | REXEL SA                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |      5911 | OU      | $-247703.79   | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PRYSMIAN                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IT        |      1126 | OU      | $133367.10    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LAIR LIQUIDE SOCIETE ANONYME POUR                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |      1174 | OU      | $219845.85    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | IBERDROLA SA                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | ES        |      7188 | OU      | $161605.95    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BUREAU VERITAS SA                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |      5534 | OU      | $178152.33    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EDP RENOVAVEIS SA                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | PT        |      9942 | OU      | $-151032.68   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AMADEUS IT GROUP SA                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | ES        |       757 | OU      | $50754.31     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BRENNTAG                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |       400 | OU      | $-24335.86    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | INTERNATIONAL AIRLINES GROUP SA                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | ES        |       417 | OU      | $2391.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BRUNELLO CUCINELLI                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IT        |       327 | OU      | $-31341.06    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AGEAS SA                                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | BE        |      1138 | OU      | $80832.56     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TALANX AG                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |       599 | OU      | $-75552.26    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | COMMERZBANK AG                                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |      3732 | OU      | $153402.68    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ASML HOLDING NV                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NL        |       145 | OU      | $207916.26    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LEG IMMOBILIEN N                                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |       661 | OU      | $47795.31     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | KION GROUP AG                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |        69 | OU      | $4873.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VONOVIA SE                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |      6393 | OU      | $187182.37    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KONINKLIJKE AHOLD DELHAIZE NV                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |      2384 | OU      | $93214.74     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BANK OF IRELAND GROUP PLC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IE        |      8894 | OU      | $-180703.42   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FERRARI NV                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IT        |       730 | OU      | $-243488.43   | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ASR NEDERLAND NV                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NL        |      1743 | OU      | $126595.21    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AIB GROUP PLC                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IE        |      7825 | OU      | $-87468.87    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BIOMERIEUX SA                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FR        |        60 | OU      | $6967.59      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FDJ UNITED                                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FR        |       167 | OU      | $-4419.81     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BE SEMICONDUCTOR INDUSTRIES NV                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NL        |       497 | OU      | $96737.72     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MONCLER                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IT        |      3132 | OU      | $-182481.83   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AKZO NOBEL NV                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |      1258 | OU      | $-88131.99    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PROSUS NV CLASS N                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | NL        |      2707 | OU      | $-155655.87   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DR ING HC F PORSCHE PRF AG                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |       309 | OU      | $-15036.83    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DR ING HC F PORSCHE PRF AG                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |      2002 | OU      | $-97423.08    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RENK GROUP AG                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |        42 | OU      | $-2704.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | STELLANTIS NV                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IT        |     16498 | OU      | $-161885.73   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | IBERDROLA SA RIGHTS                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | ES        |       987 | OU      | $299.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TENARIS SA                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IT        |      9497 | OU      | $210956.30    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EXOR NV                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NL        |      1185 | OU      | $-97295.65    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DAVIDE CAMPARI MILANO NV                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |     17545 | OU      | $-125046.72   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DASSAULT AVIATION SA                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |       486 | OU      | $-184764.98   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SIEMENS ENERGY N AG                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      3129 | OU      | $533119.08    | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SAIPEM                                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IT        |     96050 | OU      | $354737.17    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | INPOST SA                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NL        |      7269 | OU      | $-113932.90   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | EURONEXT NV                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |       362 | OU      | $50699.45     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IMCD NV                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NL        |       498 | OU      | $-46549.26    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EUROFINS SCIENTIFIC                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |      2135 | OU      | $172706.50    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NN GROUP NV                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NL        |      2434 | OU      | $192936.36    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FINECOBANK BANCA FINECO                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IT        |       825 | OU      | $-21870.94    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ARGENX                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | BE        |        46 | OU      | $-38684.65    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UNIVERSAL MUSIC GROUP NV                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NL        |     16003 | OU      | $-392354.18   | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DAIMLER TRUCK HOLDING E AG                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |      1722 | OU      | $-83377.40    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DSM FIRMENICH AG                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NL        |      5405 | OU      | $426203.41    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SYENSQO NV                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | BE        |       919 | OU      | $-77346.48    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FERROVIAL                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | ES        |      8223 | OU      | $-555422.84   | -0.64%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CVC CAPITAL PARTNERS PLC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |     13012 | OU      | $-231181.16   | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FINCANTIERI                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IT        |       719 | OU      | $13647.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AENA SME SA                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | XX        |      1833 | OU      | $-56928.49    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | QIAGEN NV                                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |         1 | OU      | $53.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ACS ACTIVIDADES DE CONSTRUCCIO                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | ES        |      3920 | OU      | $2156.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | UNICREDIT                                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IT        |       238 | OU      | $20740.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ARCELORMITTAL SA                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NL        |      1241 | OU      | $-67396.25    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ABN AMRO BANK NV                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |     12053 | OU      | $-444071.61   | -0.51%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SCOUT24 N                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |       658 | OU      | $65511.26     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RYANAIR HOLDINGS PLC                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IE        |       552 | OU      | $-18734.51    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BANCA MEDIOLANUM                                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IT        |       631 | OU      | $14802.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ANHEUSER-BUSCH INBEV SA                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | BE        |      4392 | OU      | $-316149.37   | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | POSTE ITALIANE                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IT        |      7089 | OU      | $186711.17    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SARTORIUS STEDIM BIOTECH SA                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |       996 | OU      | $-222573.95   | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SPIE SA                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FR        |        44 | OU      | $2410.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | INFRASTRUTTURE WIRELESS ITALIANE                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IT        |       806 | OU      | $7125.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BAWAG GROUP AG                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AT        |       187 | OU      | $30420.38     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ADYEN NV                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NL        |       142 | OU      | $-210563.81   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ING GROEP NV                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NL        |      6838 | OU      | $-201658.75   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DELIVERY HERO                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |       101 | OU      | $2816.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BANCO COMERCIAL PORTUGUES SA                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | PT        |    285282 | OU      | $-308789.79   | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ANTOFAGASTA PLC                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |      2511 | OU      | $124423.88    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ASHTEAD GROUP PLC                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |       259 | OU      | $-16674.34    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BARRATT REDROW PLC                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |     22670 | OU      | $-120711.66   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BELLWAY PLC                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |       664 | OU      | $24710.72     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DIPLOMA PLC                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      1491 | OU      | $108621.79    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DIAGEO PLC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      4441 | OU      | $-102188.74   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BAE SYSTEMS PLC                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      7863 | OU      | $213456.38    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HALMA PLC                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |      1838 | OU      | $89269.05     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | STANDARD CHARTERED PLC                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |      4703 | OU      | $120332.99    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HSBC HOLDINGS PLC                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |      4689 | OU      | $82718.30     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HOWDEN JOINERY GROUP PLC                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |       233 | OU      | $-2669.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LEGAL AND GENERAL GROUP PLC                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |     16901 | OU      | $61364.40     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ASSOCIATED BRITISH FOODS PLC                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      2858 | OU      | $-74691.83    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PEARSON PLC                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      3087 | OU      | $40603.15     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PERSIMMON PLC                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |      3240 | OU      | $-62393.41    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PRUDENTIAL PLC                                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |       252 | OU      | $-4139.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RIO TINTO PLC                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |      1602 | OU      | $-146157.35   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ST JAMESS PLACE PLC                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |       168 | OU      | $-3508.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SSE PLC                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |      2768 | OU      | $-92001.28    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SSE PLC                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |     13912 | OU      | $-462399.48   | -0.53%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BP PLC                                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |     15976 | OU      | $101296.73    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TAYLOR WIMPEY PLC                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |     37944 | OU      | $55472.63     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SMITH AND NEPHEW PLC                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |      5416 | OU      | $92306.30     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | WEIR GROUP PLC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      1826 | OU      | $80652.08     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BABCOCK INTERNATIONAL GROUP PLC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      9662 | OU      | $190500.16    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BT GROUP PLC                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |     14362 | OU      | $-37750.81    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CARNIVAL PLC                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      2109 | OU      | $62643.78     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MARKS AND SPENCER GROUP PLC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |     29140 | OU      | $-146142.96   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BARCLAYS PLC                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |     30564 | OU      | $203986.23    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INTERTEK GROUP PLC                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      3055 | OU      | $187417.07    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BURBERRY GROUP PLC                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |      1584 | OU      | $23932.53     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KINGFISHER PLC                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |     10171 | OU      | $46871.95     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SAINSBURY(J) PLC                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |     68994 | OU      | $302311.86    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ADMIRAL GROUP PLC                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      1973 | OU      | $74251.80     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CENTRICA PLC                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |     92006 | OU      | $-240918.70   | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | IG GROUP HOLDINGS PLC                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      2148 | OU      | $39849.79     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BUNZL                                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |      1532 | OU      | $-42961.98    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RENTOKIL INITIAL PLC                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |     44425 | OU      | $-275737.77   | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | JET2 PLC                                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |      1524 | OU      | $25835.44     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EXPERIAN PLC                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      3097 | OU      | $117298.06    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HOCHSCHILD MINING PLC                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |       952 | OU      | $-8591.37     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DRAX GROUP PLC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      6206 | OU      | $-76512.76    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SMITHS GROUP PLC                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      4658 | OU      | $159964.18    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | 3I GROUP PLC                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |       797 | OU      | $-36613.48    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RECKITT BENCKISER GROUP PLC                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |      1730 | OU      | $144212.63    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FRESNILLO PLC                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |      1908 | OU      | $-93962.44    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GLENCORE PLC                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |       856 | OU      | $-5835.65     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | GLENCORE PLC                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      6794 | OU      | $-46317.10    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LONDONMETRIC PROPERTY REIT PLC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |     34484 | OU      | $94661.64     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SEGRO REIT PLC                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |     10491 | OU      | $-109301.29   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ROLLS-ROYCE HOLDINGS PLC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |     13642 | OU      | $228052.97    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | EASYJET PLC                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |     16819 | OU      | $-110046.25   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | THE SAGE GROUP PLC                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |     18612 | OU      | $244062.89    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | WPP PLC                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      4424 | OU      | $-18351.74    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CONVATEC GROUP PLC                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |       607 | OU      | $1914.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | COMPASS GROUP PLC                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |     11470 | OU      | $343932.93    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NATIONAL GRID PLC                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |     12364 | OU      | $-210058.80   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | IMI PLC                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |        76 | OU      | $2869.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VODAFONE GROUP PLC                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |     94554 | OU      | $139252.20    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AIRTEL AFRICA PLC                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      6082 | OU      | $26517.70     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | M&G PLC                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |     12745 | OU      | $54029.20     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ENDEAVOUR MINING                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |       423 | OU      | $24076.41     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TESCO PLC                                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |     10446 | OU      | $60783.19     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NATWEST GROUP PLC                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |     18767 | OU      | $171057.10    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JD SPORTS FASHION PLC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |     26354 | OU      | $-29493.48    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | INFORMA PLC                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |      3666 | OU      | $44240.62     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | B M EUROPEAN VALUE RETAIL SA                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |      3988 | OU      | $-9627.82     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MONDI PLC                                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |       609 | OU      | $-7116.90     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MONDI PLC                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |      5301 | OU      | $-61948.62    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HALEON PLC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |     84458 | OU      | $-441706.83   | -0.51%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | GLAXOSMITHKLINE                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      9321 | OU      | $-241056.53   | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SHELL PLC                                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |      1359 | OU      | $-52239.28    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SCHRODERS PLC                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |     18047 | OU      | $111778.26    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AVIVA PLC                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |     16747 | OU      | $145997.82    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GREATLAND RESOURCES LTD                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |      2735 | OU      | $-23577.36    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ANGLO AMERICAN PLC                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      3882 | OU      | $179999.81    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AUTOTRADER GROUP PLC                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |       675 | OU      | $-4975.75     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | UNILEVER PLC                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |      3940 | OU      | $-268035.77   | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SPIRAX GROUP PLC                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |       233 | OU      | $-23217.14    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BEAZLEY PLC                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |       203 | OU      | $-3153.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BEAZLEY PLC                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      7706 | OU      | $-119716.80   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LAND SECURITIES GROUP REIT PLC                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |     15715 | OU      | $-140263.22   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | JOHNSON MATTHEY PLC                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      2206 | OU      | $71337.31     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ASMPT LTD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      3800 | OU      | $50676.71     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CLP HOLDINGS LTD                                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | HK        |      1000 | OU      | $-9452.53     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MTR CORPORATION CORP LTD                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | HK        |     16000 | OU      | $-70749.10    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | POWER ASSETS HOLDINGS LTD                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | HK        |       500 | OU      | $-3878.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WHARF (HOLDINGS) LTD                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | HK        |     22000 | OU      | $-71079.48    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HONG KONG AND CHINA GAS LTD                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | HK        |     37000 | OU      | $-34848.41    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GALAXY ENTERTAINMENT GROUP LTD                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | HK        |      8000 | OU      | $40646.10     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SWIRE PACIFIC LTD A                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | HK        |      2000 | OU      | $-19299.78    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SWIRE PACIFIC LTD A                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      2000 | OU      | $-19299.78    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LINK REAL ESTATE INVESTMENT TRUST                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | HK        |      2000 | OU      | $9195.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | GUOTAI JUNAN INTERNATIONAL HOLDING                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |     45000 | OU      | $15390.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AIA GROUP LTD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |     20000 | OU      | $230749.47    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SANDS CHINA LTD                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | HK        |     25600 | OU      | $55559.14     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SITC INTERNATIONAL HOLDINGS LTD                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      4000 | OU      | $14936.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MOBVISTA INC                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      7000 | OU      | $13351.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COWELL E HOLDINGS INC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | HK        |      9000 | OU      | $-34995.63    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHEUNG KONG INFRASTRUCTURE HOLDING                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | HK        |      5500 | OU      | $-45172.89    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CHEUNG KONG INFRASTRUCTURE HOLDING                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      1500 | OU      | $-12319.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BANK HAPOALIM BM                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IL        |      2978 | OU      | $73620.42     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ELBIT SYSTEMS LTD                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IL        |        51 | OU      | $36072.22     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ISRAEL DISCOUNT BANK LTD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IL        |      5906 | OU      | $69580.72     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PHOENIX FINANCIAL LTD                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IL        |        95 | OU      | $-4611.08     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NICE LTD                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IL        |       404 | OU      | $42732.67     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NEXT VISION STABILIZED SYSTEMS LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IL        |        26 | OU      | $-2339.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ANA HOLDINGS INC                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      1200 | OU      | $23297.89     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMADA LTD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      4400 | OU      | $56366.86     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ZENSHO HOLDINGS LTD                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       100 | OU      | $-5419.69     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ZENSHO HOLDINGS LTD                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      4800 | OU      | $-260145.15   | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ASAHI GROUP HOLDINGS LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     18000 | OU      | $188439.32    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ASAHI KASEI CORP                                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      3200 | OU      | $31043.22     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AGC INC                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |       800 | OU      | $29519.58     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ASICS CORP                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      5300 | OU      | $-127585.19   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LY CORP                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     37600 | OU      | $96271.79     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RORZE CORP                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       100 | OU      | $-2118.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TREND MICRO INC                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       900 | OU      | $35305.14     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BRIDGESTONE CORP                                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      2000 | OU      | $45028.51     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | OBIC LTD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       800 | OU      | $-22235.16    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CANON INC                                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      1000 | OU      | $30438.88     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CAPCOM LTD                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      9000 | OU      | $-229400.16   | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CENTRAL JAPAN RAILWAY                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       300 | OU      | $-8369.42     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CENTRAL JAPAN RAILWAY                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      6100 | OU      | $-170178.21   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CHUBU ELECTRIC POWER INC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      4000 | OU      | $-58114.42    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CHUGAI PHARMACEUTICAL LTD                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      2900 | OU      | $-165649.99   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CYBER AGENT INC                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     50400 | OU      | $457233.01    | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RAKUTEN GROUP INC                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     12000 | OU      | $71948.53     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KDDI CORP                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      4900 | OU      | $-82731.48    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DAIFUKU LTD                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |       600 | OU      | $21523.91     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DAI NIPPON PRINTING LTD                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      4300 | OU      | $77151.47     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SCREEN HOLDINGS LTD                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      1000 | OU      | $-127353.00   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DAIWA HOUSE INDUSTRY LTD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     12200 | OU      | $415703.61    | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DAIWA SECURITIES GROUP INC                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     11100 | OU      | $108162.64    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OTSUKA CORP                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      2600 | OU      | $51548.87     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PAN PACIFIC INTERNATIONAL HOLDINGS                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     35100 | OU      | $207810.94    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DISCO CORP                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       200 | OU      | $-85250.12    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EBARA CORP                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      8200 | OU      | $-248253.61   | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EISAI LTD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      2100 | OU      | $58546.81     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SBI HOLDINGS INC                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      2300 | OU      | $-52012.22    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FAST RETAILING LTD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       900 | OU      | $-343379.54   | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MITSUBISHI UFJ FINANCIAL GROUP INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      1800 | OU      | $32598.64     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SUBARU CORP                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      1000 | OU      | $-21468.16    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SUBARU CORP                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     12300 | OU      | $-264058.34   | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FUJIFILM HOLDINGS CORP                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      3200 | OU      | $-63920.83    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FUJIKURA LTD                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       500 | OU      | $-62843.46    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FANUC CORP                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       600 | OU      | $-24092.74    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FUJITSU LTD                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      9000 | OU      | $250072.04    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FURUKAWA ELECTRIC LTD                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |       300 | OU      | $26132.68     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NOMURA RESEARCH INSTITUTE LTD                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      3700 | OU      | $112555.42    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIPPON BUILDING FUND REIT INC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |        50 | OU      | $-46379.26    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HAMAMATSU PHOTONICS                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      8000 | OU      | $89394.10     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HANKYU HANSHIN HOLDINGS INC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      3600 | OU      | $-100522.93   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DENTSU GROUP INC                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      8400 | OU      | $163056.88    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HIKARI TSUSHIN INC                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       600 | OU      | $-165708.74   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RESONA HOLDINGS INC                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       500 | OU      | $-5830.06     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HITACHI LTD                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     10900 | OU      | $378231.18    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HITACHI CONSTRUCTION MACHINERY LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      2900 | OU      | $94827.07     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SUMITOMO MITSUI TRUST GROUP INC                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      8900 | OU      | $297249.20    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HORIBA LTD                                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |       100 | OU      | $11860.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HOYA CORP                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       900 | OU      | $-150980.24   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IHI CORP                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       400 | OU      | $-9254.47     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ITOCHU CORP                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       700 | OU      | $-8961.80     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ITOCHU CORP                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     37000 | OU      | $-473695.17   | -0.54%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ORGANO CORP                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      1100 | OU      | $-116150.52   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN STEEL WORKS LTD                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      1500 | OU      | $-83028.96    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | JAPAN TOBACCO INC                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     15300 | OU      | $552967.45    | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AEON LTD                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      4500 | OU      | $-61549.19    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | KAJIMA CORP                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |       800 | OU      | $32636.61     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KANDENKO LTD                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       700 | OU      | $25201.67     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KAO CORP                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      6300 | OU      | $252015.54    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KAWASAKI HEAVY INDUSTRIES LTD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      3100 | OU      | $-258776.19   | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KAWASAKI KISEN LTD                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     15600 | OU      | $225420.91    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KIKKOMAN CORP                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     31600 | OU      | $-285839.81   | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KEYENCE CORP                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       500 | OU      | $-183430.18   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KIRIN HOLDINGS LTD                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      4300 | OU      | $66853.14     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KOBE STEEL LTD                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      5400 | OU      | $77731.95     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KOMATSU LTD                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      4100 | OU      | $-156928.27   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KOMATSU LTD                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      2400 | OU      | $-91860.45    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KONAMI GROUP CORP                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       100 | OU      | $-14602.32    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KONAMI GROUP CORP                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       900 | OU      | $-131420.88   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KUBOTA CORP                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      8700 | OU      | $133298.43    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KURITA WATER INDUSTRIES LTD                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       800 | OU      | $-40015.82    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KYOCERA CORP                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      3600 | OU      | $54010.10     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KYOWA KIRIN LTD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       300 | OU      | $-4870.23     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KYUSHU ELECTRIC POWER INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      3400 | OU      | $-37848.48    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LASERTEC CORP                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       400 | OU      | $-91894.96    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOKIO MARINE HOLDINGS INC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      3700 | OU      | $137908.38    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | JX ADVANCED METALS CORP                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      4800 | OU      | $-77670.55    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MAKITA CORP                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |       100 | OU      | $3474.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SUMITOMO MITSUI FINANCIAL GROUP IN                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      3500 | OU      | $123166.57    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MARUBENI CORP                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       900 | OU      | $-29833.33    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MARUBENI CORP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     13600 | OU      | $-450814.82   | -0.52%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MARUWA (OWARIASAHI) LTD                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       300 | OU      | $-92237.15    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PANASONIC HOLDINGS CORP                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      2200 | OU      | $-30163.53    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MIZUHO FINANCIAL GROUP INC                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      2800 | OU      | $-121570.14   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CREDIT SAISON LTD                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       700 | OU      | $18898.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOJITZ CORP                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     11700 | OU      | $-426644.03   | -0.49%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MISUMI GROUP INC                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      5200 | OU      | $-85957.48    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MISUMI GROUP INC                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       200 | OU      | $-3306.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MITSUBISHI ESTATE CO LTD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      5900 | OU      | $-150366.89   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MITSUBISHI CORP                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      4600 | OU      | $122205.11    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MITSUBISHI ELECTRIC CORP                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |       300 | OU      | $9378.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MITSUBISHI HEAVY INDUSTRIES LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      8000 | OU      | $235551.44    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MITSUI LTD                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      2200 | OU      | $71863.08     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MITSUI KINZOKU LIMITED LTD                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       100 | OU      | $-13050.88    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MITSUI CHEMICALS INC                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      1200 | OU      | $17533.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MITSUI E S LTD                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      1100 | OU      | $-48882.94    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MITSUI OSK LINES LTD                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |       600 | OU      | $18806.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MITSUI FUDOSAN LTD                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     27700 | OU      | $317633.18    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MITSUBISHI MOTORS CORP                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      1000 | OU      | $-2458.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MITSUBISHI MOTORS CORP                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      3500 | OU      | $-8604.14     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DMG MORI LTD                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      3600 | OU      | $63533.67     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MURATA MANUFACTURING LTD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     11500 | OU      | $233628.82    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NGK INSULATORS LTD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      4300 | OU      | $103019.30    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NITERRA LTD                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      6300 | OU      | $-275447.61   | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RENESAS ELECTRONICS CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       200 | OU      | $-3325.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RENESAS ELECTRONICS CORP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     13600 | OU      | $-226106.17   | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DENSO CORP                                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      2400 | OU      | $33299.43     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NEC CORP                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      4800 | OU      | $162718.28    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIPPON PAINT HOLDINGS LTD                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     39100 | OU      | $-259624.75   | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NIPPON PAINT HOLDINGS LTD                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     11700 | OU      | $-77688.22    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIPPON SANSO HOLDINGS CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      2000 | OU      | $-60686.28    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NIDEC CORP                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     12000 | OU      | $171657.13    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NH FOODS LTD                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      5600 | OU      | $254248.65    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NITTO BOSEKI LTD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       400 | OU      | $-38173.55    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NISSAN CHEMICAL CORP                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      1300 | OU      | $44810.33     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NITTO DENKO CORP                                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      3400 | OU      | $75559.32     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIKON CORP                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     12400 | OU      | $-156074.68   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MINEBEA MITSUMI INC                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     17900 | OU      | $-365821.13   | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NIPPON STEEL CORP                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      1600 | OU      | $6667.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NIPPON ELECTRIC GLASS LTD                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      2100 | OU      | $91328.95     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NISSAN MOTOR LTD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      8000 | OU      | $-19498.91    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NOMURA HOLDINGS INC                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     14100 | OU      | $127778.95    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NIPPON YUSEN                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      2500 | OU      | $82162.16     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NITORI HOLDINGS LTD                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      9100 | OU      | $-155555.15   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ORIENTAL LAND LTD                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      9300 | OU      | $-162809.57   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OBAYASHI CORP                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      5800 | OU      | $130925.27    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OLYMPUS CORP                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     12600 | OU      | $-150500.76   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | OMRON CORP                                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      1900 | OU      | $48478.01     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ONO PHARMACEUTICAL LTD                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     24700 | OU      | $367989.18    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | OSAKA GAS LTD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      5000 | OU      | $-187713.28   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | JAPAN EXCHANGE GROUP INC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     11600 | OU      | $-126581.72   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | T D HOLDINGS INC                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      1400 | OU      | $34578.57     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ROHM LTD                                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      3400 | OU      | $59539.94     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RYOHIN KEIKAKU LTD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       700 | OU      | $-13961.36    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SMC (JAPAN) CORP                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       200 | OU      | $-77754.25    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOFTBANK GROUP CORP                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      2000 | OU      | $-54614.77    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SECOM LTD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       500 | OU      | $18316.79     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SHIMADZU CORP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      2400 | OU      | $-65045.06    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SHIMIZU CORP                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     11100 | OU      | $197123.95    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHIN ETSU CHEMICAL LTD                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      4100 | OU      | $-134826.69   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SHIN ETSU CHEMICAL LTD                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      5600 | OU      | $-184153.53   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHIMANO INC                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      1000 | OU      | $-113987.47   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SHISEIDO LTD                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |       400 | OU      | $6831.89      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HULIC LTD                                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      1200 | OU      | $14300.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RESONAC HOLDINGS                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       100 | OU      | $5807.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SONY GROUP CORP                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     11200 | OU      | $246936.56    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SUMITOMO CHEMICAL LTD                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |    123000 | OU      | $374181.16    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SUMITOMO ELECTRIC INDUSTRIES LTD                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      2900 | OU      | $126960.59    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SUMITOMO METAL MINING LTD                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |       100 | OU      | $5650.84      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SUMITOMO REALTY   DEVELOPMENT LTD                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      2500 | OU      | $69617.45     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SUMITOMO CORP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      3600 | OU      | $-146192.73   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SUMITOMO RUBBER INDUSTRIES LTD                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |       100 | OU      | $1611.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SUZUKI MOTOR CORP                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      1900 | OU      | $25906.63     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | THK LTD                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      1500 | OU      | $44815.94     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TDK CORP                                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      1000 | OU      | $12903.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TAISEI CORP                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       800 | OU      | $79798.48     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TAKEDA PHARMACEUTICAL LTD                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      1300 | OU      | $44251.62     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SYSMEX CORP                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     28700 | OU      | $271566.97    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TERUMO CORP                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      8300 | OU      | $108574.38    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOKYO SEIMITSU LTD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       300 | OU      | $-27180.16    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOKYO OHKA KOGYO LTD                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       700 | OU      | $-33041.10    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOHO (TOKYO) LTD                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       700 | OU      | $35628.72     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOKYO ELECTRIC POWER HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     33100 | OU      | $124333.83    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOKYO GAS LTD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       600 | OU      | $-26619.38    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOKYO ELECTRON LTD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       500 | OU      | $133229.42    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOKYU CORP                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     13500 | OU      | $-152263.18   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOKYU CORP                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       700 | OU      | $-7895.13     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOPPAN HOLDINGS INC                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      1700 | OU      | $-52512.58    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOPPAN HOLDINGS INC                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      6900 | OU      | $-213139.28   | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TORAY INDUSTRIES INC                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |       800 | OU      | $5900.97      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOTO LTD                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       100 | OU      | $-3142.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOYO SUISAN LTD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      2400 | OU      | $-171351.63   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TOYO TIRE CORP                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      3400 | OU      | $91629.05     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOSOH CORP                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      8700 | OU      | $141989.29    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOYOTA TSUSHO CORP                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     13800 | OU      | $-502585.26   | -0.58%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOYOTA TSUSHO CORP                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       100 | OU      | $-3641.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOYOTA MOTOR CORP                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      4300 | OU      | $97461.59     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UNICHARM CORP                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     24400 | OU      | $148109.07    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | WEST JAPAN RAILWAY                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      6800 | OU      | $138954.19    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | YAKULT HONSHA LTD                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      6800 | OU      | $109885.80    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | YAMAHA MOTOR LTD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      5000 | OU      | $-37758.49    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | YAMAHA MOTOR LTD                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     15300 | OU      | $-115540.99   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ASTELLAS PHARMA INC                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     12600 | OU      | $175264.56    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | YASKAWA ELECTRIC CORP                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      1400 | OU      | $44686.97     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | YOKOGAWA ELECTRIC CORP                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      4700 | OU      | $-156692.64   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | YOKOHAMA RUBBER LTD                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      2900 | OU      | $-114463.84   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SEGA SAMMY HOLDINGS INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      3700 | OU      | $-58034.21    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DAIICHI SANKYO LTD                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      6700 | OU      | $122741.42    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BANDAI NAMCO HOLDINGS INC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      5900 | OU      | $-153097.40   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MITSUBISHI CHEMICAL GROUP CORP                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     13900 | OU      | $-91770.58    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SUMCO CORP                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      2200 | OU      | $22968.03     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | INPEX CORP                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      4400 | OU      | $98578.55     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NOMURA REAL ESTATE HOLDINGS INC                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     16400 | OU      | $108981.93    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | IDEMITSU KOSAN LTD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     33700 | OU      | $285953.26    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MONOTARO LTD                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      5700 | OU      | $-76886.99    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | J.FRONT RETAILING LTD                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      8000 | OU      | $-116792.81   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ZOZO INC                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      5200 | OU      | $-42949.16    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ISETAN MITSUKOSHI HOLDINGS LTD                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       100 | OU      | $-1604.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TIS INC                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      3100 | OU      | $-90205.38    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OTSUKA HOLDINGS LTD                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      1600 | OU      | $95789.40     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DAI-ICHI LIFE HOLDINGS INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      4900 | OU      | $43091.30     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MEIJI HOLDINGS LTD                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      2100 | OU      | $49161.93     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ENEOS HOLDINGS INC                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     77500 | OU      | $655023.23    | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOMPO HOLDINGS INC                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      1100 | OU      | $37932.96     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NEXON LTD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       800 | OU      | $-19139.36    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN AIRLINES LTD                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     10200 | OU      | $192731.11    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SUNTORY BEVERAGE   FOOD LTD                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     10900 | OU      | $-345301.47   | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOKYU FUDOSAN HOLDINGS CORP                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      2100 | OU      | $-19444.97    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FOOD   LIFE COMPANIES LTD                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      1100 | OU      | $-60092.95    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOFTBANK CORP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    139900 | OU      | $190160.33    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SG HOLDINGS LTD                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      8000 | OU      | $-77022.49    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MERCARI INC                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       800 | OU      | $-17753.81    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MERCARI INC                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      4100 | OU      | $-90988.30    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SEIBU HOLDINGS INC                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       300 | OU      | $-7948.85     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SEIBU HOLDINGS INC                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      5300 | OU      | $-140429.75   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KIOXIA HOLDINGS CORP                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      1200 | OU      | $-164143.51   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOCIONEXT INC                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      2800 | OU      | $-37467.53    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOCIONEXT INC                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       200 | OU      | $-2676.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KOKUSAI ELECTRIC CORP                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      1800 | OU      | $-74729.34    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SHIZUOKA FINANCIAL GROUP INC                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      3100 | OU      | $50641.56     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SKYLARK HOLDINGS LTD                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       100 | OU      | $-2034.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RECRUIT HOLDINGS LTD                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       600 | OU      | $-31604.26    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TOKYO METRO LTD                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      1500 | OU      | $-16016.74    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOKYO METRO LTD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     12500 | OU      | $-133472.80   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RAKUTEN BANK LTD                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       900 | OU      | $-43072.38    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN POST HOLDINGS LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     14100 | OU      | $169662.65    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | JAPAN POST INSURANCE LTD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       600 | OU      | $-18583.23    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | JAPAN POST BANK LTD                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      5000 | OU      | $-88837.01    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TELENOR                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NO        |      1454 | OU      | $24458.54     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | EQUINOR                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | NO        |      2455 | OU      | $-65986.74    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MOWI                                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | NO        |       839 | OU      | $19340.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NORSK HYDRO                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NO        |     33308 | OU      | $-295704.37   | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AKER BP                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NO        |     19493 | OU      | $573832.58    | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VAR ENERGI                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NO        |     62091 | OU      | $227031.47    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | KONGSBERG GRUPPEN                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | NO        |      1049 | OU      | $-36034.28    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CONTACT ENERGY LTD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NZ        |      9048 | OU      | $-50993.06    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | INFRATIL LTD                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NZ        |     11835 | OU      | $-78729.42    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AUCKLAND INTERNATIONAL AIRPORT LTD                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NZ        |     57278 | OU      | $-284863.26   | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LUNDBERGFORETAGEN CLASS B                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |      3866 | OU      | $-230292.24   | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SKANDINAVISKA ENSKILDA BANKEN                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |     13853 | OU      | $-297762.22   | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SWEDBANK                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |      5360 | OU      | $-208398.19   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TRELLEBORG B                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |       579 | OU      | $-23429.94    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SECURITAS B                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |      3706 | OU      | $61285.74     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HENNES   MAURITZ                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |       224 | OU      | $-4485.63     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TELIA COMPANY                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SE        |      1832 | OU      | $8369.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SKANSKA B                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |     11552 | OU      | $350859.49    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SKF B                                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SE        |      1764 | OU      | $46122.77     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VOLVO CLASS B                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |      8393 | OU      | $-304979.76   | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SANDVIK                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |      1708 | OU      | $67442.68     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | INDUSTRIVARDEN SERIES                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SE        |       223 | OU      | $11164.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SVENSKA CELLULOSA B                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SE        |      2616 | OU      | $-32754.71    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SVENSKA CELLULOSA B                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |     14064 | OU      | $-176094.12   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TELE2 B                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |     11622 | OU      | $213827.63    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SAGAX CLASS B                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |      3766 | OU      | $-83044.63    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HOLMEN CLASS B                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |      1823 | OU      | $-68331.36    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ESSITY CLASS B                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |      3435 | OU      | $-101705.71   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EQT                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |      8816 | OU      | $-334617.64   | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EVOLUTION                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |      2362 | OU      | $153438.14    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ATLAS COPCO CLASS A                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |      7697 | OU      | $-158728.96   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ATLAS COPCO CLASS B                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |     12428 | OU      | $-223550.68   | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INVESTOR CLASS B                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |     11733 | OU      | $-452420.39   | -0.52%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NIBE INDUSTRIER CLASS B                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |     17276 | OU      | $-66180.50    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HEXAGON CLASS B                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SE        |       979 | OU      | $11038.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BEIJER REF CLASS B                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |      1283 | OU      | $-18263.34    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BOLIDEN                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SE        |       419 | OU      | $-29341.18    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ASSA ABLOY B                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SE        |      1801 | OU      | $72821.51     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LATOUR INVESTMENT CLASS B                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |      1176 | OU      | $-29285.02    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SINGAPORE TECHNOLOGIES ENGINEERING                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SG        |     21900 | OU      | $168358.17    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CAPITALAND INTEGRATED COMMERCIAL T                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SG        |     33700 | OU      | $-63268.50    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CAPITALAND ASCENDAS REIT                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SG        |      1900 | OU      | $4251.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SINGAPORE AIRLINES LTD                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SG        |     51500 | OU      | $-257088.76   | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | UNITED OVERSEAS BANK LTD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SG        |      2500 | OU      | $-75347.84    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SEMBCORP INDUSTRIES LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SG        |     15200 | OU      | $-72024.86    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | OVERSEA-CHINESE BANKING LTD                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SG        |     13800 | OU      | $-230315.65   | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OVERSEA-CHINESE BANKING LTD                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SG        |      1300 | OU      | $-21696.40    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WILMAR INTERNATIONAL LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SG        |     64200 | OU      | $-171416.62   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | YANGZIJIANG SHIPBUILDING (HOLDINGS                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SG        |     28200 | OU      | $-74061.99    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | GENTING SINGAPORE LTD                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SG        |     73800 | OU      | $42608.20     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AMAZON COM INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2102 | OU      | $503008.60    | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | AMAZON COM INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       148 | OU      | $35416.40     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ABBOTT LABORATORIES                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1045 | OU      | $114218.50    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AES CORP                                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      5945 | OU      | $87094.25     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AES CORP                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      4968 | OU      | $-72781.20    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TD SYNNEX CORP                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       424 | OU      | $67276.08     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ABERCROMBIE AND FITCH CLASS A                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        41 | OU      | $4002.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INTERNATIONAL BUSINESS MACHINES CO                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       233 | OU      | $71461.10     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ADVANCED MICRO DEVICES INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       705 | OU      | $166894.65    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ADVANCED MICRO DEVICES INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       158 | OU      | $37403.34     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ADOBE INC                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       989 | OU      | $290024.25    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ADOBE INC                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        44 | OU      | $12903.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALEXANDRIA REAL ESTATE EQUITIES RE                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      4226 | OU      | $230908.64    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALEXANDRIA REAL ESTATE EQUITIES RE                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       701 | OU      | $-38302.64    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AGCO CORP                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1012 | OU      | $-114770.92   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AGCO CORP                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       185 | OU      | $-20980.85    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AIR PRODUCTS AND CHEMICALS INC                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        71 | OU      | $19347.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AIR PRODUCTS AND CHEMICALS INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1023 | OU      | $-278767.50   | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ALASKA AIR GROUP INC                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2248 | OU      | $114265.84    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALASKA AIR GROUP INC                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      2238 | OU      | $-113757.54   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BXP INC                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       518 | OU      | $-33499.06    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BXP INC                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1359 | OU      | $-87886.53    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALLSTATE CORP                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       264 | OU      | $52533.36     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALLSTATE CORP                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       160 | OU      | $31838.40     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HANOVER INSURANCE GROUP INC                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       749 | OU      | $130430.86    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HONEYWELL INTERNATIONAL INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1548 | OU      | $352200.96    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HONEYWELL INTERNATIONAL INC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        70 | OU      | $15926.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AMGEN INC                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       150 | OU      | $51282.00     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AMGEN INC                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       150 | OU      | $51282.00     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AMERICAN EXPRESS                                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        18 | OU      | $-6339.06     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AMERICAN ELECTRIC POWER INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       331 | OU      | $-39645.53    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | AFLAC INC                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       756 | OU      | $83878.20     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AMERICAN INTERNATIONAL GROUP INC                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       304 | OU      | $22763.52     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ANALOG DEVICES INC                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        71 | OU      | $22072.48     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ANALOG DEVICES INC                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       294 | OU      | $91398.72     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | COMFORT SYSTEMS USA INC                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       237 | OU      | $270677.70    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | COMFORT SYSTEMS USA INC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        50 | OU      | $57105.00     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | JONES LANG LASALLE INC                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       153 | OU      | $-54760.23    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | JONES LANG LASALLE INC                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       184 | OU      | $-65855.44    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FNB CORP                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      9272 | OU      | $-162723.60   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | VALERO ENERGY CORP                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       892 | OU      | $161835.56    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VALERO ENERGY CORP                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       396 | OU      | $71846.28     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OMEGA HEALTHCARE INVESTORS REIT IN                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       679 | OU      | $29794.52     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OMEGA HEALTHCARE INVESTORS REIT IN                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2444 | OU      | $-107242.72   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COMCAST CORP CLASS A                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      7702 | OU      | $229134.50    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | COMCAST CORP CLASS A                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       575 | OU      | $17106.25     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | APPLE INC                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1606 | OU      | $416724.88    | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | APPLE INC                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       210 | OU      | $54490.80     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | APPLIED MATERIAL INC                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       101 | OU      | $32554.32     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | APPLIED MATERIAL INC                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       243 | OU      | $78323.76     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ALBEMARLE CORP                                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        26 | OU      | $4436.38      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALBEMARLE CORP                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1082 | OU      | $184621.66    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ARCHER DANIELS MIDLAND                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       307 | OU      | $20664.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AMERICAN EAGLE OUTFITTERS INC                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       451 | OU      | $10512.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PINNACLE WEST CORP                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       555 | OU      | $51925.80     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PINNACLE WEST CORP                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       449 | OU      | $-42008.44    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ADVANCED ENERGY INDUSTRIES INC                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       109 | OU      | $27834.24     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ADVANCED ENERGY INDUSTRIES INC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        38 | OU      | $9703.68      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AMEREN CORP                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       681 | OU      | $-70333.68    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ARROW ELECTRONICS INC                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        20 | OU      | $-2649.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AGREE REALTY REIT CORP                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       752 | OU      | $54316.96     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AUTOLIV INC                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       209 | OU      | $25339.16     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AUTODESK INC                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        81 | OU      | $20482.47     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AUTOMATIC DATA PROCESSING INC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       608 | OU      | $150066.56    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AUTOMATIC DATA PROCESSING INC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1110 | OU      | $-273970.20   | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AUTOZONE INC                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |         1 | OU      | $3704.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AUTOZONE INC                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |         1 | OU      | $-3704.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AVERY DENNISON CORP                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       112 | OU      | $20777.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AVERY DENNISON CORP                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       835 | OU      | $-154900.85   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BADGER METER INC                                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        35 | OU      | $-5130.30     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BALL CORP                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       197 | OU      | $-11203.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BERKSHIRE HATHAWAY INC CLASS B                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       122 | OU      | $-58624.66    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BERKSHIRE HATHAWAY INC CLASS B                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       109 | OU      | $-52377.77    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BAXTER INTERNATIONAL INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1474 | OU      | $-29583.18    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BAXTER INTERNATIONAL INC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1605 | OU      | $-32212.35    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | APPLIED INDUSTRIAL TECHNOLOGIES IN                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       472 | OU      | $122913.52    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | APPLIED INDUSTRIAL TECHNOLOGIES IN                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       176 | OU      | $45832.16     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BECTON DICKINSON                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       198 | OU      | $40289.04     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | BECTON DICKINSON                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1918 | OU      | $-390274.64   | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AMETEK INC                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1073 | OU      | $240330.54    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMETEK INC                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       209 | OU      | $46811.82     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VERIZON COMMUNICATIONS INC                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       345 | OU      | $15359.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | VERIZON COMMUNICATIONS INC                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       282 | OU      | $-12554.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WR BERKLEY CORP                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       339 | OU      | $23248.62     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WR BERKLEY CORP                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        42 | OU      | $-2880.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BEST BUY INC                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      2504 | OU      | $163010.40    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BEST BUY INC                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       829 | OU      | $53967.90     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BIO RAD LABORATORIES INC CLASS A                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        53 | OU      | $15566.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | YUM BRANDS INC                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       128 | OU      | $19904.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | YUM BRANDS INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1688 | OU      | $-262484.00   | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FIRSTENERGY CORP                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       656 | OU      | $-31055.04    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | SLM CORP                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      7248 | OU      | $-196783.20   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | SLM CORP                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2852 | OU      | $-77431.80    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | H R BLOCK INC                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2290 | OU      | $90340.50     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | H R BLOCK INC                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       800 | OU      | $31560.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOEING                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       158 | OU      | $-36927.76    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | BORGWARNER INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     16571 | OU      | $785631.11    | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOSTON SCIENTIFIC CORP                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2506 | OU      | $234386.18    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOSTON SCIENTIFIC CORP                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       342 | OU      | $31987.26     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CH ROBINSON WORLDWIDE INC                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       483 | OU      | $94160.85     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CH ROBINSON WORLDWIDE INC                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       485 | OU      | $-94550.75    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CASELLA WASTE SYSTEMS INC CLASS A                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      4531 | OU      | $-457087.28   | -0.53%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GROUP  AUTOMOTIVE INC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        51 | OU      | $18067.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GROUP  AUTOMOTIVE INC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       153 | OU      | $-54201.78    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TAKE TWO INTERACTIVE SOFTWARE INC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       185 | OU      | $40755.50     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TAKE TWO INTERACTIVE SOFTWARE INC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        94 | OU      | $20708.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | METTLER TOLEDO INC                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        18 | OU      | $24718.32     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | METTLER TOLEDO INC                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        34 | OU      | $46690.16     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BRISTOL MYERS SQUIBB                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      6217 | OU      | $342245.85    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BRISTOL MYERS SQUIBB                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       653 | OU      | $35947.65     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ONEOK INC                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1053 | OU      | $83387.07     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ONEOK INC                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      3205 | OU      | $-253803.95   | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AVALONBAY COMMUNITIES REIT INC                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1343 | OU      | $-238610.81   | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AVALONBAY COMMUNITIES REIT INC                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        48 | OU      | $-8528.16     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | UNITED RENTALS INC                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        53 | OU      | $-41449.18    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | UNITED RENTALS INC                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        40 | OU      | $-31282.40    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SEMPRA                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       427 | OU      | $-37153.27    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FEDEX CORP                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        34 | OU      | $10956.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FEDEX CORP                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       808 | OU      | $-260378.00   | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VERISIGN INC                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       860 | OU      | $210037.80    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | VERISIGN INC                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       357 | OU      | $87190.11     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AMPHENOL CORP CLASS A                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1393 | OU      | $200703.44    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMPHENOL CORP CLASS A                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       216 | OU      | $31121.28     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BROWN FORMAN CORP CLASS B                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       271 | OU      | $7417.27      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BROWN FORMAN CORP CLASS B                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      9450 | OU      | $-258646.50   | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | QUANTA SERVICES INC                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        40 | OU      | $-18985.20    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | QUANTA SERVICES INC                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        38 | OU      | $-18035.94    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MASTEC INC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1189 | OU      | $285930.72    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MASTEC INC                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        66 | OU      | $-15871.68    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CAL MAINE FOODS INC                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1537 | OU      | $128385.61    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CACI INTERNATIONAL INC CLASS A                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        93 | OU      | $-57713.94    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CACI INTERNATIONAL INC CLASS A                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        32 | OU      | $-19858.56    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CSX CORP                                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       122 | OU      | $4606.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | COTERRA ENERGY INC                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2952 | OU      | $85165.20     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | COTERRA ENERGY INC                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1398 | OU      | $-40332.30    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CAMDEN PROPERTY TRUST REIT                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       184 | OU      | $-20065.20    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CAMDEN PROPERTY TRUST REIT                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        70 | OU      | $-7633.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CONSTELLATION BRANDS INC CLASS A                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        87 | OU      | $13632.90     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CONSTELLATION BRANDS INC CLASS A                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        34 | OU      | $-5327.80     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CARDINAL HEALTH INC                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       798 | OU      | $171474.24    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CARDINAL HEALTH INC                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       202 | OU      | $43405.76     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COLUMBIA BANKING SYSTEM INC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1744 | OU      | $51343.36     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | COLUMBIA BANKING SYSTEM INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3681 | OU      | $-108368.64   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CARPENTER TECHNOLOGY CORP                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |         6 | OU      | $1906.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CASEYS GENERAL STORES INC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       183 | OU      | $110989.50    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CATERPILLAR INC                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        36 | OU      | $-23664.96    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CHECK POINT SOFTWARE TECHNOLOGIES                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1036 | OU      | $185972.36    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CHEMED CORP                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       504 | OU      | $215278.56    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CHEMED CORP                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       178 | OU      | $76030.92     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | JPMORGAN CHASE   CO                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       575 | OU      | $175886.75    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | JPMORGAN CHASE & CO                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       434 | OU      | $-132756.26   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | EAGLE MATERIALS INC                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        91 | OU      | $18546.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CHEESECAKE FACTORY INC                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        63 | OU      | $3651.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CHURCHILL DOWNS INC                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       331 | OU      | $-32557.16    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CHURCH AND DWIGHT INC                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        50 | OU      | $-4812.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CHURCH AND DWIGHT INC                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        92 | OU      | $-8855.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CINCINNATI FINANCIAL CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        63 | OU      | $10136.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CINCINNATI FINANCIAL CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       210 | OU      | $-33786.90    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CINTAS CORP                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       230 | OU      | $44019.70     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CISCO SYSTEMS INC                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1832 | OU      | $143482.24    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CISCO SYSTEMS INC                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3801 | OU      | $-297694.32   | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CLEAN HARBORS INC                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        88 | OU      | $-22872.08    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CLEAN HARBORS INC                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       180 | OU      | $-46783.80    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CLOROX                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       396 | OU      | $44664.84     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CLOROX                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      3325 | OU      | $-375026.75   | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | COCA-COLA                                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1346 | OU      | $-100694.26   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | COCA-COLA                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       506 | OU      | $-37853.86    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | COCA COLA CONSOLIDATED INC                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1709 | OU      | $-259870.54   | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | COCA COLA CONSOLIDATED INC                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        44 | OU      | $-6690.64     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COPART INC                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       975 | OU      | $39565.50     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | COPART INC                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       690 | OU      | $-28000.20    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COEUR MINING INC                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       803 | OU      | $16413.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | COEUR MINING INC                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      4588 | OU      | $-93778.72    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COGNEX CORP                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      5029 | OU      | $194823.46    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | COGNEX CORP                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       657 | OU      | $25452.18     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | COLGATE-PALMOLIVE                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       286 | OU      | $25822.94     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | COLGATE-PALMOLIVE                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       348 | OU      | $-31420.92    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MARRIOTT INTERNATIONAL INC CLASS A                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1206 | OU      | $-380251.80   | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NNN REIT INC                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      3612 | OU      | $150512.04    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MOLINA HEALTHCARE INC                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       177 | OU      | $-31787.43    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MOLINA HEALTHCARE INC                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       230 | OU      | $-41305.70    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NRG ENERGY INC                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       512 | OU      | $78146.56     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NRG ENERGY INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       324 | OU      | $-49452.12    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | COMMERCE BANCSHARES INC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1811 | OU      | $95331.04     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | COMMERCIAL METALS                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1069 | OU      | $82174.03     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CONAGRA BRANDS INC                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     15537 | OU      | $287589.87    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CONAGRA BRANDS INC                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      2021 | OU      | $37408.71     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CONSOLIDATED EDISON INC                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       204 | OU      | $-21752.52    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CONSOLIDATED EDISON INC                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       529 | OU      | $-56407.27    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | SOMNIGROUP INTERNATIONAL INC                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1648 | OU      | $-144776.80   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CMS ENERGY CORP                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1266 | OU      | $-90506.34    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CORNING INC                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       439 | OU      | $45326.75     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CORNING INC                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      2897 | OU      | $-299115.25   | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INNODATA INC                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       284 | OU      | $-15744.96    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HEICO CORP CLASS A                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       642 | OU      | $163446.78    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MANHATTAN ASSOCIATES INC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       672 | OU      | $101478.72    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CULLEN FROST BANKERS INC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1100 | OU      | $151602.00    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CUMMINS INC                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        61 | OU      | $35308.02     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CUMMINS INC                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       420 | OU      | $-243104.40   | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CURTISS WRIGHT CORP                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       661 | OU      | $434072.09    | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AMKOR TECHNOLOGY INC                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       175 | OU      | $-8457.75     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AMKOR TECHNOLOGY INC                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       400 | OU      | $-19332.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DARLING INGREDIENTS INC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1130 | OU      | $-51595.80    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | D R HORTON INC                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1957 | OU      | $291279.88    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | D R HORTON INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       164 | OU      | $24409.76     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DANAHER CORP                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       226 | OU      | $49469.14     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MOODYS CORP                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        39 | OU      | $20106.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MOODYS CORP                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       111 | OU      | $-57227.16    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AMDOCS LTD                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1984 | OU      | $162568.96    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | COGNIZANT TECHNOLOGY SOLUTIONS COR                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        53 | OU      | $4349.18      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | COGNIZANT TECHNOLOGY SOLUTIONS COR                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1814 | OU      | $148856.84    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DEERE                                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       382 | OU      | $-201696.00   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DEERE                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       107 | OU      | $-56496.00    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MORGAN STANLEY                                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       390 | OU      | $71292.00     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MORGAN STANLEY                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       483 | OU      | $-88292.40    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | REPUBLIC SERVICES INC                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       114 | OU      | $24520.26     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | REPUBLIC SERVICES INC                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       134 | OU      | $-28822.06    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | COSTAR GROUP INC                                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        91 | OU      | $-5596.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DECKERS OUTDOOR CORP                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        87 | OU      | $10382.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AAON INC                                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1493 | OU      | $-135952.58   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DILLARDS INC CLASS A                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        64 | OU      | $38883.84     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WALT DISNEY                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       225 | OU      | $-25380.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DOLLAR TREE INC                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        45 | OU      | $5291.55      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DOLLAR TREE INC                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       122 | OU      | $-14345.98    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DONALDSON INC                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1150 | OU      | $117231.00    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | UNIVERSAL DISPLAY CORP                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1512 | OU      | $173607.84    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | UNIVERSAL DISPLAY CORP                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       395 | OU      | $45353.90     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | OMNICOM GROUP INC                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       548 | OU      | $42217.92     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OMNICOM GROUP INC                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       595 | OU      | $-45838.80    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DTE ENERGY                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       376 | OU      | $-50526.88    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FLOWSERVE CORP                                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       174 | OU      | $13598.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FLOWSERVE CORP                                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       366 | OU      | $-28602.90    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DARDEN RESTAURANTS INC                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       383 | OU      | $76351.05     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DARDEN RESTAURANTS INC                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       245 | OU      | $-48840.75    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | EBAY INC                                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       414 | OU      | $37765.08     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EBAY INC                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       126 | OU      | $11493.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BANK OF AMERICA CORP                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      8857 | OU      | $471192.40    | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BANK OF AMERICA CORP                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      2460 | OU      | $-130872.00   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | IDACORP INC                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       147 | OU      | $-19520.13    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CITIGROUP INC                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      2530 | OU      | $292746.30    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CITIGROUP INC                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       706 | OU      | $-81691.26    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EASTMAN CHEMICAL                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       489 | OU      | $33897.48     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CADENCE DESIGN SYSTEMS INC                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        77 | OU      | $22819.72     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CADENCE DESIGN SYSTEMS INC                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       174 | OU      | $-51566.64    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ECOLAB INC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       172 | OU      | $48502.28     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ECOLAB INC                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        63 | OU      | $17765.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | REVVITY INC                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       621 | OU      | $67564.80     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | REVVITY INC                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       107 | OU      | $-11641.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PROSPERITY BANCSHARES INC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1043 | OU      | $-71977.43    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SALESFORCE INC                                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       182 | OU      | $38636.78     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SALESFORCE INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       181 | OU      | $38424.49     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EMERSON ELECTRIC                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       811 | OU      | $119184.56    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ATMOS ENERGY CORP                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        55 | OU      | $-9148.70     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ESSEX PROPERTY TRUST REIT INC                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        87 | OU      | $-21912.69    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ENTERGY CORP                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       162 | OU      | $-15534.18    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ENTERGY CORP                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       858 | OU      | $-82273.62    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EOG RESOURCES INC                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2688 | OU      | $301405.44    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | EOG RESOURCES INC                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1301 | OU      | $145881.13    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EQUIFAX INC                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       331 | OU      | $66663.40     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | EQUITY RESIDENTIAL REIT                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       246 | OU      | $-15330.72    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EQUITY RESIDENTIAL REIT                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       467 | OU      | $-29103.44    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EQT CORP                                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       390 | OU      | $22514.70     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EQT CORP                                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1507 | OU      | $-86999.11    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ESTEE LAUDER INC CLASS A                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        40 | OU      | $-4611.20     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ESTEE LAUDER INC CLASS A                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1402 | OU      | $-161622.56   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EXPEDITORS INTERNATIONAL OF WASHIN                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       619 | OU      | $99374.26     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EXPEDITORS INTERNATIONAL OF WASHIN                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       541 | OU      | $86852.14     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | EXXON MOBIL CORP                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       395 | OU      | $55853.00     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EXXON MOBIL CORP                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1349 | OU      | $-190748.60   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FACTSET RESEARCH SYSTEMS INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       167 | OU      | $42478.12     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FACTSET RESEARCH SYSTEMS INC                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        19 | OU      | $-4832.84     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FAIR ISAAC CORP                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       128 | OU      | $-187285.76   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ASSURANT INC                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       114 | OU      | $27146.82     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FASTENAL                                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      3203 | OU      | $138882.08    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FASTENAL                                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1974 | OU      | $-85592.64    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FEDERAL SIGNAL CORP                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        77 | OU      | $8322.93      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | FIFTH THIRD BANCORP                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2925 | OU      | $-146893.50   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FIFTH THIRD BANCORP                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       697 | OU      | $-35003.34    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | M T BANK CORP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       165 | OU      | $-36559.05    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | M&T BANK CORP                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       118 | OU      | $-26145.26    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FIRST HORIZON CORP                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      3320 | OU      | $-81306.80    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FIRST HORIZON CORP                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       628 | OU      | $-15379.72    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FISERV INC                                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        44 | OU      | $-2804.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FISERV INC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       694 | OU      | $-44228.62    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MACYS INC                                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       484 | OU      | $-9689.68     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FRANKLIN RESOURCES INC                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      9247 | OU      | $246155.14    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FRANKLIN RESOURCES INC                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       686 | OU      | $18261.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FREEPORT MCMORAN INC                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2900 | OU      | $174667.00    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FREEPORT MCMORAN INC                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       791 | OU      | $47641.93     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FLEX LTD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      4476 | OU      | $282167.04    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FLEX LTD                                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       540 | OU      | $-34041.60    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FIRST CITIZENS BANCSHARES INC CLAS                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |         1 | OU      | $-2069.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FIRST CITIZENS BANCSHARES INC CLAS                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        45 | OU      | $-93130.65    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ARTHUR J GALLAGHER                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        34 | OU      | $8478.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ARTHUR J GALLAGHER                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1816 | OU      | $-452855.92   | -0.52%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GAP INC                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1110 | OU      | $31057.80     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | GAP INC                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       788 | OU      | $-22048.24    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GENERAL DYNAMICS CORP                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       494 | OU      | $173438.46    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GENERAL DYNAMICS CORP                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       194 | OU      | $68111.46     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GENTEX CORP                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      2984 | OU      | $68661.84     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GENERAL MILLS INC                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      2116 | OU      | $97886.16     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GENERAL MILLS INC                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       406 | OU      | $-18781.56    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GENUINE PARTS                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       402 | OU      | $55873.98     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GENUINE PARTS                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      3651 | OU      | $-507452.49   | -0.58%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GILEAD SCIENCES INC                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       195 | OU      | $27680.25     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GILEAD SCIENCES INC                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       578 | OU      | $82047.10     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GARTNER INC                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       158 | OU      | $33118.38     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MCKESSON CORP                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        43 | OU      | $35742.03     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MCKESSON CORP                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        34 | OU      | $28261.14     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NVIDIA CORP                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       337 | OU      | $64410.81     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NVIDIA CORP                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       419 | OU      | $80083.47     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | GRACO INC                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       998 | OU      | $-87155.34    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WW GRAINGER INC                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        52 | OU      | $56156.88     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | WW GRAINGER INC                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       352 | OU      | $-380138.88   | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MKS INC                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       197 | OU      | $46375.77     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MKS INC                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       100 | OU      | $23541.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HALLIBURTON                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       115 | OU      | $3854.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | HALLIBURTON                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       812 | OU      | $27218.24     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | GOLDMAN SACHS GROUP INC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        94 | OU      | $87928.54     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GOLDMAN SACHS GROUP INC                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        84 | OU      | $-78574.44    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HASBRO INC                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      4006 | OU      | $357775.86    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HASBRO INC                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       802 | OU      | $71626.62     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HEXCEL CORP                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        53 | OU      | $4388.93      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | HEXCEL CORP                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2104 | OU      | $-174232.24   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HENRY SCHEIN INC                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       421 | OU      | $-31777.08    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | WESCO INTERNATIONAL INC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        91 | OU      | $-26338.13    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MILLICOM INTERNATIONAL CELLULAR SA                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2238 | OU      | $136585.14    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HECLA MINING                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       981 | OU      | $22092.12     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HECLA MINING                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      8291 | OU      | $-186713.32   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HEICO CORP                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       781 | OU      | $258440.71    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HEICO CORP                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        41 | OU      | $13567.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HERSHEY FOODS                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       100 | OU      | $19475.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | F5 INC                                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        35 | OU      | $-9646.35     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | F5 INC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        30 | OU      | $-8268.30     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CROWN HOLDINGS INC                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      3480 | OU      | $364286.40    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CROWN HOLDINGS INC                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        79 | OU      | $-8269.72     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UNITED THERAPEUTICS CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       183 | OU      | $85916.67     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | UNITED THERAPEUTICS CORP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        15 | OU      | $-7042.35     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | UNUM                                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        76 | OU      | $5773.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HOME DEPOT INC                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        38 | OU      | $14234.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HOME DEPOT INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       402 | OU      | $-150585.18   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BIOMARIN PHARMACEUTICAL INC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1510 | OU      | $85375.40     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BIOMARIN PHARMACEUTICAL INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       310 | OU      | $17527.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HORMEL FOODS CORP                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       462 | OU      | $11369.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HORMEL FOODS CORP                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      7069 | OU      | $-173968.09   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CENTERPOINT ENERGY INC                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1191 | OU      | $-47270.79    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LENNOX INTERNATIONAL INC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        54 | OU      | $26734.32     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HUMANA INC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       389 | OU      | $-75932.80    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | HUMANA INC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        96 | OU      | $-18739.20    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | JB HUNT TRANSPORT SERVICES INC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        94 | OU      | $19055.68     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | JB HUNT TRANSPORT SERVICES INC                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        16 | OU      | $-3243.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HUNTINGTON BANCSHARES INC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      4073 | OU      | $71196.04     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HUNTINGTON BANCSHARES INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       810 | OU      | $14158.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | EASTGROUP PROPERTIES REIT INC                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1039 | OU      | $-188723.96   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BIOGEN INC                                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       282 | OU      | $50728.98     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BIOGEN INC                                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        41 | OU      | $-7375.49     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IDEX CORP                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       164 | OU      | $32562.20     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | IDEX CORP                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1961 | OU      | $-389356.55   | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ILLINOIS TOOL INC                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1625 | OU      | $424547.50    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ILLINOIS TOOL INC                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       177 | OU      | $46243.02     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | INTUIT INC                                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |         4 | OU      | $1995.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | INTUIT INC                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        80 | OU      | $39913.60     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IDEXX LABORATORIES INC                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        85 | OU      | $56989.10     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | INTEL CORPORATION CORP                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       141 | OU      | $6552.27      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | INTEL CORPORATION CORP                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       726 | OU      | $-33737.22    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INTERNATIONAL FLAVORS & FRAGRANCES                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       222 | OU      | $15497.82     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INTERNATIONAL FLAVORS   FRAGRANCES                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3418 | OU      | $-238610.58   | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | INTERNATIONAL PAPER                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      6792 | OU      | $-273853.44   | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | INTERDIGITAL INC                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        22 | OU      | $7181.68      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INTERDIGITAL INC                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       195 | OU      | $-63655.80    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | JACK HENRY AND ASSOCIATES INC                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       308 | OU      | $55196.68     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | JACK HENRY AND ASSOCIATES INC                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       350 | OU      | $-62723.50    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JABIL INC                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       705 | OU      | $167218.95    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | JABIL INC                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       138 | OU      | $-32732.22    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ITRON INC                                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       388 | OU      | $-38443.04    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INCYTE CORP                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       540 | OU      | $54037.80     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INCYTE CORP                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       532 | OU      | $53237.24     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EMCOR GROUP INC                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       185 | OU      | $133335.05    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EMCOR GROUP INC                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        93 | OU      | $67027.89     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | JOHNSON & JOHNSON                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       417 | OU      | $94763.25     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | JOHNSON   JOHNSON                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       194 | OU      | $-44086.50    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HARTFORD INSURANCE GROUP INC                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       230 | OU      | $31063.80     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HARTFORD INSURANCE GROUP INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       178 | OU      | $-24040.68    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KLA CORP                                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        42 | OU      | $59973.48     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DEVON ENERGY CORP                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      5359 | OU      | $215485.39    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DEVON ENERGY CORP                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1350 | OU      | $54283.50     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EAST WEST BANCORP INC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       134 | OU      | $15334.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KEYCORP                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      2787 | OU      | $59976.24     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KIMCO REALTY REIT CORP                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1927 | OU      | $-40621.16    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KIMBERLY CLARK CORP                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       184 | OU      | $18398.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KIRBY CORP                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2036 | OU      | $239555.76    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KIRBY CORP                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       198 | OU      | $-23296.68    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KOHLS CORP                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       835 | OU      | $-14587.45    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | KROGER                                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       826 | OU      | $51914.10     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KROGER                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       822 | OU      | $-51662.70    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TELEDYNE TECHNOLOGIES INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       227 | OU      | $140808.10    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TELEDYNE TECHNOLOGIES INC                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        16 | OU      | $-9924.80     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PACKAGING CORP OF AMERICA                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       139 | OU      | $30934.45     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PACKAGING CORP OF AMERICA                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1721 | OU      | $-383008.55   | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LATTICE SEMICONDUCTOR CORP                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       121 | OU      | $9742.92      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LATTICE SEMICONDUCTOR CORP                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        37 | OU      | $-2979.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AKAMAI TECHNOLOGIES INC                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        93 | OU      | $9034.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AKAMAI TECHNOLOGIES INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       504 | OU      | $-48963.60    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LENNAR A CORP CLASS A                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        78 | OU      | $8529.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LENNAR A CORP CLASS A                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       600 | OU      | $65610.00     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | KRATOS DEFENSE AND SECURITY SOLUTI                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       117 | OU      | $12052.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KRATOS DEFENSE AND SECURITY SOLUTI                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       104 | OU      | $10713.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LITHIA MOTORS INC CLASS A                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       135 | OU      | $43664.40     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LITHIA MOTORS INC CLASS A                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       300 | OU      | $-97032.00    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ELI LILLY                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        44 | OU      | $45634.60     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ELI LILLY                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       397 | OU      | $-411748.55   | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | LINCOLN NATIONAL CORP                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1310 | OU      | $-54509.10    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LINCOLN NATIONAL CORP                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      3368 | OU      | $-140142.48   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LINCOLN ELECTRIC HOLDINGS INC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       177 | OU      | $46966.95     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LINCOLN ELECTRIC HOLDINGS INC                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       121 | OU      | $32107.35     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | UNITED PARCEL SERVICE INC CLASS B                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       658 | OU      | $69892.76     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | UNITED PARCEL SERVICE INC CLASS B                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1573 | OU      | $-167084.06   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AGILENT TECHNOLOGIES INC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       353 | OU      | $47249.05     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LOCKHEED MARTIN CORP                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       286 | OU      | $181386.92    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LOCKHEED MARTIN CORP                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        92 | OU      | $58348.24     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LOEWS CORP                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       947 | OU      | $-99974.79    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CARNIVAL CORP                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      6381 | OU      | $191557.62    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CARNIVAL CORP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       160 | OU      | $-4803.20     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RANGE RESOURCES CORP                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       135 | OU      | $5109.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RANGE RESOURCES CORP                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1109 | OU      | $41975.65     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ATI INC                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       196 | OU      | $-23578.80    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LOUISIANA PACIFIC CORP                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       824 | OU      | $69001.76     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LOWES COMPANIES INC                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       464 | OU      | $-123915.84   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LOWES COMPANIES INC                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        33 | OU      | $-8812.98     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | DOMINION ENERGY INC                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      5439 | OU      | $-327264.63   | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DOMINION ENERGY INC                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       855 | OU      | $-51445.35    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MGM RESORTS INTERNATIONAL                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       569 | OU      | $19084.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MGM RESORTS INTERNATIONAL                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1741 | OU      | $-58393.14    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MGIC INVESTMENT CORP                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      3319 | OU      | $89347.48     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MCCORMICK & CO NON-VOTING INC                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3580 | OU      | $-221351.40   | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MCCORMICK & CO NON-VOTING INC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       196 | OU      | $-12118.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MCDONALDS CORP                                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       614 | OU      | $193410.00    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MCDONALDS CORP                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       197 | OU      | $62055.00     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EVEREST GROUP LTD                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1000 | OU      | $-331280.00   | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | EQUITY LIFESTYLE PROPERTIES REIT I                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2972 | OU      | $-187741.24   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MARKEL GROUP INC                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        10 | OU      | $-20406.40    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EDWARDS LIFESCIENCES CORP                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       489 | OU      | $39785.04     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HOST HOTELS & RESORTS REIT INC                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      5090 | OU      | $94317.70     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HOST HOTELS & RESORTS REIT INC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1256 | OU      | $-23273.68    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MARSH & MCLENNAN INC                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       368 | OU      | $69253.92     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MARSH & MCLENNAN INC                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       190 | OU      | $35756.10     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MASCO CORP                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       550 | OU      | $36349.50     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MASCO CORP                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2961 | OU      | $-195692.49   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MATTEL INC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3580 | OU      | $-74786.20    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MATTEL INC                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       975 | OU      | $-20367.75    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | METLIFE INC                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      2900 | OU      | $228752.00    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | METLIFE INC                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1379 | OU      | $-108775.52   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | EXELIXIS INC                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1705 | OU      | $70518.80     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CVS HEALTH CORP                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       135 | OU      | $10060.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CVS HEALTH CORP                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       585 | OU      | $-43594.20    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NOVA LTD                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        81 | OU      | $37085.04     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ON SEMICONDUCTOR CORP                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1487 | OU      | $-89056.43    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ON SEMICONDUCTOR CORP                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        55 | OU      | $-3293.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CAMTEK LTD                                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        39 | OU      | $5714.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MICROSOFT CORP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       852 | OU      | $366607.08    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MICROSOFT CORP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        91 | OU      | $39156.39     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MICRON TECHNOLOGY INC                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       444 | OU      | $184206.72    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MICRON TECHNOLOGY INC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        47 | OU      | $19499.36     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MID AMERICA APARTMENT COMMUNITIES                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       130 | OU      | $-17459.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MIDDLEBY CORP                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       487 | OU      | $-71671.79    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MIDDLEBY CORP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       295 | OU      | $-43415.15    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MICROCHIP TECHNOLOGY INC                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       337 | OU      | $25585.04     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MICROCHIP TECHNOLOGY INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       126 | OU      | $-9565.92     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | 3M                                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1223 | OU      | $187314.68    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | 3M                                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        12 | OU      | $-1837.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MODINE MANUFACTURING                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       821 | OU      | $-151605.86   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MODINE MANUFACTURING                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       156 | OU      | $-28806.96    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MOHAWK INDUSTRIES INC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       272 | OU      | $-32199.36    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MOHAWK INDUSTRIES INC                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       146 | OU      | $-17283.48    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ENTEGRIS INC                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       908 | OU      | $-107207.56   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MERITAGE CORP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1151 | OU      | $80006.01     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CHARLES RIVER LABORATORIES INTERNA                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        47 | OU      | $-9892.56     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MUELLER INDUSTRIES INC                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       449 | OU      | $61126.86     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MUELLER INDUSTRIES INC                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        54 | OU      | $-7351.56     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ILLUMINA INC                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       899 | OU      | $130184.19    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ILLUMINA INC                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        80 | OU      | $-11584.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INSMED INC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       246 | OU      | $38590.02     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | XCEL ENERGY INC                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       410 | OU      | $-31184.60    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FORD MOTOR CO                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      4229 | OU      | $-58698.52    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BRUKER CORP                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1586 | OU      | $-70243.94    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BRUKER CORP                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       871 | OU      | $-38576.59    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | NEUROCRINE BIOSCIENCES INC                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       635 | OU      | $86398.10     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NETAPP INC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       810 | OU      | $78043.50     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NEW YORK TIMES CLASS A                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       765 | OU      | $56082.15     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NEW YORK TIMES CLASS A                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1858 | OU      | $-136209.98   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | STERLING INFRASTRUCTURE INC                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        12 | OU      | $-4294.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TTM TECHNOLOGIES INC                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       783 | OU      | $76890.60     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NEWMONT                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       665 | OU      | $74712.75     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NEWMONT                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       588 | OU      | $66061.80     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NVR INC                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        42 | OU      | $320700.66    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NVR INC                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         6 | OU      | $45814.38     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NIKE INC CLASS B                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1053 | OU      | $65085.93     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIKE INC CLASS B                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       574 | OU      | $-35478.94    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | NORDSON CORP                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       200 | OU      | $54906.00     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | NISOURCE INC                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3517 | OU      | $-155767.93   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NISOURCE INC                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1328 | OU      | $-58817.12    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NORTHERN TRUST CORP                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       896 | OU      | $-133889.28   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NORTHERN TRUST CORP                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       128 | OU      | $-19127.04    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NORTHROP GRUMMAN CORP                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       408 | OU      | $282442.08    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NORTHROP GRUMMAN CORP                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        24 | OU      | $16614.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | WELLS FARGO                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1088 | OU      | $-98453.12    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NUCOR CORP                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       319 | OU      | $56692.68     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CHENIERE ENERGY INC                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        35 | OU      | $7403.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHENIERE ENERGY INC                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       173 | OU      | $36592.96     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CAPITAL ONE FINANCIAL CORP                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        33 | OU      | $-7224.69     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CAPITAL ONE FINANCIAL CORP                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       161 | OU      | $-35247.73    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | OCCIDENTAL PETROLEUM CORP                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       205 | OU      | $9304.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | OCCIDENTAL PETROLEUM CORP                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3253 | OU      | $-147653.67   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OLD DOMINION FREIGHT LINE INC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       638 | OU      | $110501.60    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OLD NATIONAL BANCORP                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      8485 | OU      | $-207288.55   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OLD NATIONAL BANCORP                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1594 | OU      | $-38941.42    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | OLD REPUBLIC INTERNATIONAL CORP                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       458 | OU      | $-17939.86    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ORACLE CORP                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       134 | OU      | $22053.72     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ORACLE CORP                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        54 | OU      | $8887.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | OSHKOSH CORP                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1543 | OU      | $221914.26    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OSHKOSH CORP                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       116 | OU      | $16683.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PACCAR INC                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       181 | OU      | $22246.71     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | PACCAR INC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1256 | OU      | $-154374.96   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | EXELON CORP                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1957 | OU      | $-87634.46    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PARKER-HANNIFIN CORP                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       144 | OU      | $134760.96    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | PAYCHEX INC                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1361 | OU      | $140359.93    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PAYCHEX INC                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      2016 | OU      | $-207910.08   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALIGN TECHNOLOGY INC                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       164 | OU      | $-26736.92    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PPL CORP                                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       324 | OU      | $-11745.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PPL CORP                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1476 | OU      | $-53505.00    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PEPSICO INC                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       117 | OU      | $-17974.71    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PFIZER INC                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1734 | OU      | $45846.96     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PFIZER INC                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2459 | OU      | $65015.96     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CONOCOPHILLIPS                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1030 | OU      | $107356.90    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CONOCOPHILLIPS                                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       737 | OU      | $-76817.51    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PG&E CORP                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      3460 | OU      | $53353.20     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PG E CORP                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      5411 | OU      | $-83437.62    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALTRIA GROUP INC                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      5292 | OU      | $328051.08    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ALTRIA GROUP INC                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       554 | OU      | $34342.46     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PNC FINANCIAL SERVICES GROUP INC                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       375 | OU      | $-83737.50    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BROWN   BROWN INC                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       297 | OU      | $-21413.70    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BROWN   BROWN INC                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      6783 | OU      | $-489054.30   | -0.56%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | POLARIS INC                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        60 | OU      | $-3830.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FLUOR CORP                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1090 | OU      | $-50347.10    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | POWELL INDUSTRIES INC                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        44 | OU      | $-19517.96    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PPG INDUSTRIES INC                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       545 | OU      | $63018.35     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PPG INDUSTRIES INC                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        47 | OU      | $-5434.61     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COSTCO WHOLESALE CORP                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       227 | OU      | $213436.75    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | T ROWE PRICE GROUP INC                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1744 | OU      | $184305.92    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | QUEST DIAGNOSTICS INC                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       697 | OU      | $130359.91    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | QUEST DIAGNOSTICS INC                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       243 | OU      | $45448.29     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PROCTER   GAMBLE                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1380 | OU      | $209442.60    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PROCTER & GAMBLE                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       312 | OU      | $-47352.24    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PROGRESSIVE CORP                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       227 | OU      | $47216.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PROGRESSIVE CORP                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       567 | OU      | $117936.00    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PUBLIC SERVICE ENTERPRISE GROUP IN                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       331 | OU      | $27261.16     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PUBLIC SERVICE ENTERPRISE GROUP IN                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       266 | OU      | $-21907.76    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PULTEGROUP INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       213 | OU      | $26644.17     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GLOBAL PAYMENTS INC                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       467 | OU      | $-33502.58    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | GLOBAL PAYMENTS INC                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       529 | OU      | $-37950.46    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | QUALCOMM INC                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2319 | OU      | $351537.21    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | QUALCOMM INC                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       647 | OU      | $98078.73     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RAYMOND JAMES INC                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       142 | OU      | $23552.12     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RAMBUS INC                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       108 | OU      | $12293.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RAMBUS INC                                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        21 | OU      | $-2390.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | REALTY INCOME REIT CORP                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3216 | OU      | $-196690.56   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | REALTY INCOME REIT CORP                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       307 | OU      | $-18776.12    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | REGENCY CENTERS REIT CORP                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       355 | OU      | $-25868.85    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | UDR REIT INC                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      7751 | OU      | $-287949.65   | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | UDR REIT INC                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       871 | OU      | $-32357.65    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RENAISSANCERE HOLDING LTD                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        66 | OU      | $18592.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RELIANCE STEEL & ALUMINUM                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       344 | OU      | $113348.00    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RELIANCE STEEL & ALUMINUM                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       170 | OU      | $56015.00     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | REGAL REXNORD CORP                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       140 | OU      | $-22610.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | REGENERON PHARMACEUTICALS INC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        80 | OU      | $59316.00     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | REINSURANCE GROUP OF AMERICA INC                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       132 | OU      | $-26763.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | REPLIGEN CORP                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        74 | OU      | $11053.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | REPLIGEN CORP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       607 | OU      | $-90667.59    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AUTONATION INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       540 | OU      | $-110689.20   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AUTONATION INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       402 | OU      | $-82401.96    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RESMED INC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       309 | OU      | $79817.79     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | US BANCORP                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2352 | OU      | $131970.72    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | US BANCORP                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       761 | OU      | $-42699.71    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ARCH CAPITAL GROUP LTD                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       400 | OU      | $38416.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ARCH CAPITAL GROUP LTD                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1341 | OU      | $128789.64    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ROSS STORES INC                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       366 | OU      | $69045.90     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ROSS STORES INC                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       108 | OU      | $-20374.20    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ROLLINS INC                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       811 | OU      | $51368.74     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ROPER TECHNOLOGIES INC                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        81 | OU      | $30069.63     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ROPER TECHNOLOGIES INC                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1128 | OU      | $-418747.44   | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ROCKWELL AUTOMATION INC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       757 | OU      | $319189.05    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ROCKWELL AUTOMATION INC                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       170 | OU      | $71680.50     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ROYAL CARIBBEAN GROUP LTD                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       696 | OU      | $-225956.40   | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ROYAL GOLD INC                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       338 | OU      | $88998.78     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ROYAL GOLD INC                                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       163 | OU      | $-42919.53    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RPM INTERNATIONAL INC                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       658 | OU      | $70379.68     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TRAVELERS COMPANIES INC                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       601 | OU      | $170990.51    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | FIDELITY NATIONAL INFORMATION SERV                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      5026 | OU      | $277686.50    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | FIDELITY NATIONAL INFORMATION SERV                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        97 | OU      | $5359.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MERCK & CO INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1013 | OU      | $111703.51    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MERCK   CO INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      4076 | OU      | $-449460.52   | -0.52%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SLB NV                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1382 | OU      | $66861.16     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SLB NV                                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       416 | OU      | $-20126.08    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHARLES SCHWAB CORP                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      2066 | OU      | $214698.72    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CHARLES SCHWAB CORP                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       154 | OU      | $16003.68     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | POOL CORP                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       737 | OU      | $187264.33    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | POOL CORP                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       286 | OU      | $72669.74     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ZIMMER BIOMET HOLDINGS INC                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       234 | OU      | $-20374.38    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ZIMMER BIOMET HOLDINGS INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       230 | OU      | $-20026.10    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CAVCO INDUSTRIES INC                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        86 | OU      | $42313.72     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SEI INVESTMENTS                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3444 | OU      | $302555.40    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CENCORA INC                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        75 | OU      | $26941.50     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SEMTECH CORP                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       497 | OU      | $-39635.75    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SEMTECH CORP                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       218 | OU      | $-17385.50    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PRINCIPAL FINANCIAL GROUP INC                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1287 | OU      | $121904.64    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PRINCIPAL FINANCIAL GROUP INC                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       578 | OU      | $54748.16     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SHERWIN WILLIAMS                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       135 | OU      | $47876.40     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SHERWIN WILLIAMS                                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       530 | OU      | $-187959.20   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ARGAN INC                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       131 | OU      | $45471.41     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CENTENE CORP                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3406 | OU      | $147547.92    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CENTENE CORP                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1397 | OU      | $-60518.04    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SIMON PROPERTY GROUP REIT INC                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        71 | OU      | $13583.01     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | A O SMITH CORP                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2106 | OU      | $154769.94    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ACUITY INC                                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        10 | OU      | $3092.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ACUITY INC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |         3 | OU      | $927.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SNAP ON INC                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       344 | OU      | $125941.84    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | SNAP ON INC                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       925 | OU      | $-338651.75   | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PRUDENTIAL FINANCIAL INC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2599 | OU      | $288774.89    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PRUDENTIAL FINANCIAL INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       538 | OU      | $-59777.18    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ADVANCE AUTO PARTS INC                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       679 | OU      | $-32598.79    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EDISON INTERNATIONAL                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       533 | OU      | $33195.24     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SOUTHERN                                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1680 | OU      | $-150040.80   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOUTHERN                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1077 | OU      | $-96186.87    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SOUTHWEST AIRLINES                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       205 | OU      | $9741.60      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AT T INC                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      5840 | OU      | $153066.40    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CHEVRON CORP                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        96 | OU      | $16982.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHEVRON CORP                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       742 | OU      | $131259.80    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | STATE STREET CORP                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       184 | OU      | $-24078.24    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STATE STREET CORP                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       340 | OU      | $-44492.40    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | STARBUCKS CORP                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       554 | OU      | $50940.30     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | STARBUCKS CORP                                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1045 | OU      | $-96087.75    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | STIFEL FINANCIAL CORP                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       206 | OU      | $25399.80     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | STEEL DYNAMICS INC                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       247 | OU      | $44353.79     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | STEEL DYNAMICS INC                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       425 | OU      | $-76317.25    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PUBLIC STORAGE REIT                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        38 | OU      | $-10495.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JETBLUE AIRWAYS CORP                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      3779 | OU      | $-18403.73    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STRYKER CORP                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       350 | OU      | $129346.00    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | STRYKER CORP                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       105 | OU      | $38803.80     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NETFLIX INC                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      2719 | OU      | $227009.31    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NETFLIX INC                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       449 | OU      | $37487.01     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SUN COMMUNITIES REIT INC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       628 | OU      | $80026.04     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SUN COMMUNITIES REIT INC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        92 | OU      | $11723.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SYNOPSYS INC                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       425 | OU      | $-197673.88   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SYNOPSYS INC                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        19 | OU      | $-8837.19     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SYSCO CORP                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1268 | OU      | $106321.80    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SYSCO CORP                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       656 | OU      | $-55005.60    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | INTUITIVE SURGICAL INC                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       362 | OU      | $-182527.64   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INTUITIVE SURGICAL INC                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        35 | OU      | $-17647.70    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TELEFLEX INC                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       482 | OU      | $-50306.34    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TELEFLEX INC                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       257 | OU      | $-26823.09    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | TEVA PHARMACEUTICAL INDUSTRIES ADR                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1354 | OU      | $-46144.32    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TETRA TECH INC                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      4799 | OU      | $180730.34    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TETRA TECH INC                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       207 | OU      | $7795.62      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | TERADYNE INC                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       206 | OU      | $49656.30     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TERADYNE INC                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       178 | OU      | $-42906.90    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TEXAS INSTRUMENT INC                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       520 | OU      | $112086.00    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TEXAS INSTRUMENT INC                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       382 | OU      | $-82340.10    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TEXTRON INC                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       192 | OU      | $16907.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TEXTRON INC                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       623 | OU      | $-54861.38    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | THERMO FISHER SCIENTIFIC INC                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        32 | OU      | $18515.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | THERMO FISHER SCIENTIFIC INC                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       117 | OU      | $-67697.37    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ACI WORLDWIDE INC                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       771 | OU      | $33430.56     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | TIMKEN                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1743 | OU      | $-162430.17   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TORO                                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       365 | OU      | $33397.50     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DAVITA INC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1079 | OU      | $117977.86    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DAVITA INC                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1106 | OU      | $-120930.04   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TRACTOR SUPPLY                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1296 | OU      | $65940.48     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TRIMBLE INC                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       407 | OU      | $27513.20     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TRIMBLE INC                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        98 | OU      | $-6624.80     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TYLER TECHNOLOGIES INC                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        38 | OU      | $14037.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TYLER TECHNOLOGIES INC                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       115 | OU      | $-42481.00    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TYSON FOODS INC CLASS A                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       378 | OU      | $-24694.74    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | UGI CORP                                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        59 | OU      | $-2366.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | UNION PACIFIC CORP                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       327 | OU      | $76877.70     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | UNION PACIFIC CORP                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       260 | OU      | $61126.00     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UNITEDHEALTH GROUP INC                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       123 | OU      | $35292.39     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | UMB FINANCIAL CORP                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        24 | OU      | $-3051.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | UNIVERSAL HEALTH SERVICES INC CLAS                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       151 | OU      | $30390.26     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | UNIVERSAL HEALTH SERVICES INC CLAS                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        63 | OU      | $-12679.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VALMONT INDS INC                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        94 | OU      | $41882.64     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VENTAS REIT INC                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1157 | OU      | $89864.19     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VENTAS REIT INC                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       265 | OU      | $-20582.55    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VF CORP                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1638 | OU      | $-32088.42    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VF CORP                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2343 | OU      | $-45899.37    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | VERTEX PHARMACEUTICALS INC                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       125 | OU      | $-58737.50    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VERTEX PHARMACEUTICALS INC                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        42 | OU      | $-19735.80    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | VULCAN MATERIALS                                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       141 | OU      | $42376.14     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | VULCAN MATERIALS                                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        24 | OU      | $7212.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | URBAN OUTFITTERS INC                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1319 | OU      | $93451.15     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | URBAN OUTFITTERS INC                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       509 | OU      | $36062.65     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | VORNADO REALTY TRUST REIT                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       224 | OU      | $-7141.12     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | VALLEY NATIONAL                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1812 | OU      | $-22577.52    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | WALMART INC                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1632 | OU      | $194436.48    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WALMART INC                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       236 | OU      | $-28117.04    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WASTE MANAGEMENT INC                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       149 | OU      | $-33113.76    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WATERS CORP                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       132 | OU      | $48935.04     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WATSCO INC                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       520 | OU      | $200954.00    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WATSCO INC                                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        38 | OU      | $-14685.10    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PENSKE AUTOMOTIVE GROUP VOTING INC                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       421 | OU      | $66008.59     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WATTS WATER TECHNOLOGIES INC CLASS                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |         7 | OU      | $-2095.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | WEBSTER FINANCIAL CORP                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       159 | OU      | $-10457.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | VIASAT INC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       980 | OU      | $-44266.60    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WOODWARD INC                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       603 | OU      | $191657.52    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NEXSTAR MEDIA GROUP INC                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        67 | OU      | $-14229.46    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WEST PHARMACEUTICAL SERVICES INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       279 | OU      | $64482.48     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JM SMUCKER                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       886 | OU      | $-92905.96    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | JM SMUCKER                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       185 | OU      | $-19399.10    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VAIL RESORTS INC                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       293 | OU      | $38989.51     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VAIL RESORTS INC                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       853 | OU      | $-113508.71   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WESTERN DIGITAL CORP                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        21 | OU      | $5254.83      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WEYERHAEUSER REIT                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      4247 | OU      | $-109487.66   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WEYERHAEUSER REIT                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       485 | OU      | $-12503.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | SKYWORKS SOLUTIONS INC                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      8005 | OU      | $446358.80    | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SKYWORKS SOLUTIONS INC                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       919 | OU      | $51243.44     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WYNN RESORTS LTD                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       664 | OU      | $-71346.80    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | WYNN RESORTS LTD                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        60 | OU      | $-6447.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NASDAQ INC                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       236 | OU      | $22866.04     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NASDAQ INC                                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      2362 | OU      | $-228854.18   | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CME GROUP INC CLASS A                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       199 | OU      | $57522.94     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CME GROUP INC CLASS A                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        93 | OU      | $26882.58     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WILLIAMS INC                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1140 | OU      | $76676.40     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | WILLIAMS INC                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      5225 | OU      | $-351433.50   | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WILLIAMS SONOMA INC                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        63 | OU      | $12892.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WILLIAMS SONOMA INC                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       415 | OU      | $84929.75     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DICKS SPORTING INC                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       147 | OU      | $29694.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | DICKS SPORTING INC                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       977 | OU      | $-197354.00   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LKQ CORP                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       848 | OU      | $27856.80     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALLIANT ENERGY CORP                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       262 | OU      | $-17268.42    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | STRATEGY INC CLASS A                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       510 | OU      | $-76352.10    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | STRATEGY INC CLASS A                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       312 | OU      | $-46709.52    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HALOZYME THERAPEUTICS INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1013 | OU      | $72642.23     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HALOZYME THERAPEUTICS INC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       180 | OU      | $-12907.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SAIA INC                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       372 | OU      | $-124571.64   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CARMAX INC                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       869 | OU      | $38705.26     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CARMAX INC                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2580 | OU      | $-114913.20   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ZEBRA TECHNOLOGIES CORP CLASS A                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       121 | OU      | $-28432.58    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ZEBRA TECHNOLOGIES CORP CLASS A                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        59 | OU      | $-13863.82    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ZIONS BANCORPORATION                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       582 | OU      | $-34867.62    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | JARDINE MATHESON HOLDINGS LTD                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SG        |      1100 | OU      | $80165.71     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NEWMARKET CORP                                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        52 | OU      | $34881.08     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NEWMARKET CORP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        61 | OU      | $-40918.19    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | REGIONS FINANCIAL CORP                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      2816 | OU      | $80256.00     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | REGIONS FINANCIAL CORP                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      2885 | OU      | $-82222.50    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DOMINOS PIZZA INC                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       348 | OU      | $142794.84    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DOMINOS PIZZA INC                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        30 | OU      | $12309.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MONOLITHIC POWER SYSTEMS INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        31 | OU      | $34848.65     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | MONOLITHIC POWER SYSTEMS INC                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       183 | OU      | $-205719.45   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CRH PUBLIC LIMITED PLC                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       196 | OU      | $23992.36     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CRH PUBLIC LIMITED PLC                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        32 | OU      | $3917.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WESTLAKE CORP                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1309 | OU      | $103829.88    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WESTLAKE CORP                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       105 | OU      | $8328.60      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EXTRA SPACE STORAGE REIT INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1397 | OU      | $-192744.09   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EXTRA SPACE STORAGE REIT INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       317 | OU      | $-43736.49    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LAS VEGAS SANDS CORP                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        66 | OU      | $3480.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LAS VEGAS SANDS CORP                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       541 | OU      | $28526.93     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ARES CAPITAL CORP                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      2411 | OU      | $47954.79     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TEXAS ROADHOUSE INC                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        74 | OU      | $13309.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DIGITAL REALTY TRUST REIT INC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1573 | OU      | $261039.35    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DIGITAL REALTY TRUST REIT INC                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       238 | OU      | $-39496.10    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ORMAT TECH INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       310 | OU      | $-38731.40    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MARKETAXESS HOLDINGS INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       253 | OU      | $42815.19     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CELANESE CORP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1788 | OU      | $-79458.72    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MOLSON COORS BREWING  CLASS B                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1105 | OU      | $53084.20     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MOLSON COORS BREWING  CLASS B                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       428 | OU      | $-20561.12    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | EXLSERVICE HOLDINGS INC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      4649 | OU      | $182008.35    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MORNINGSTAR INC                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       201 | OU      | $40620.09     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MORNINGSTAR INC                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       142 | OU      | $-28696.78    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BUILDERS FIRSTSOURCE INC                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        61 | OU      | $-6978.40     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BUILDERS FIRSTSOURCE INC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       345 | OU      | $-39468.00    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WESTERN ALLIANCE                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       966 | OU      | $-86118.90    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CF INDUSTRIES HOLDINGS INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       319 | OU      | $29740.37     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CF INDUSTRIES HOLDINGS INC                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1961 | OU      | $-182824.03   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RBC BEARINGS INC                                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        27 | OU      | $13491.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RBC BEARINGS INC                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       119 | OU      | $59460.73     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AMERIPRISE FINANCE INC                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       382 | OU      | $201386.58    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AMERIPRISE FINANCE INC                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        56 | OU      | $29522.64     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GAMESTOP CORP CLASS A                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1393 | OU      | $-33264.84    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LIVE NATION ENTERTAINMENT INC                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       717 | OU      | $104287.65    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LIVE NATION ENTERTAINMENT INC                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       144 | OU      | $-20944.80    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CROCS INC                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       627 | OU      | $-52617.84    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CHIPOTLE MEXICAN GRILL INC                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1267 | OU      | $-49248.29    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TRANSDIGM GROUP INC                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       292 | OU      | $-416841.68   | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TRANSDIGM GROUP INC                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        48 | OU      | $-68521.92    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MASTERCARD INC CLASS A                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       171 | OU      | $92133.09     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MASTERCARD INC CLASS A                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        29 | OU      | $-15624.91    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | COMMVAULT SYSTEMS INC                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       535 | OU      | $-45849.50    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PTC THERAPEUTICS INC                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       442 | OU      | $33384.26     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PTC THERAPEUTICS INC                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       871 | OU      | $-65786.63    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CELSIUS HOLDINGS INC                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1883 | OU      | $-98819.84    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CELSIUS HOLDINGS INC                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       195 | OU      | $-10233.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EVERCORE INC CLASS A                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       186 | OU      | $65708.22     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AVIS BUDGET GROUP INC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       654 | OU      | $-75203.46    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CIENA CORP                                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       120 | OU      | $30217.20     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CIENA CORP                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        20 | OU      | $5036.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ARMSTRONG WORLD INDUSTRIES INC                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        43 | OU      | $-7900.82     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | OWENS CORNING                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       690 | OU      | $82689.60     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | OWENS CORNING                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       144 | OU      | $17256.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PRIMORIS SERVICES CORP                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       109 | OU      | $-16159.25    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KBR INC                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1667 | OU      | $71364.27     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AERCAP HOLDINGS NV                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1543 | OU      | $221667.38    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FIRST SOLAR INC                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       330 | OU      | $74421.60     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FIRST SOLAR INC                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        82 | OU      | $-18492.64    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AEROVIRONMENT INC                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        15 | OU      | $4175.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AEROVIRONMENT INC                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        27 | OU      | $-7516.53     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BROADRIDGE FINANCIAL SOLUTIONS INC                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       319 | OU      | $62878.09     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BROADRIDGE FINANCIAL SOLUTIONS INC                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        88 | OU      | $-17345.68    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AECOM                                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      4815 | OU      | $464310.45    | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AECOM                                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        21 | OU      | $-2025.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CINEMARK HOLDINGS INC                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1685 | OU      | $-39900.80    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DELTA AIR LINES INC                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       357 | OU      | $23522.73     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INTERACTIVE BROKERS GROUP INC CLAS                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      2005 | OU      | $150134.40    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INTERACTIVE BROKERS GROUP INC CLAS                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       178 | OU      | $-13328.64    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | INSULET CORP                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        53 | OU      | $13557.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MASIMO CORP                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       490 | OU      | $67291.70     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MASIMO CORP                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        96 | OU      | $13183.68     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BANK OF NEW YORK MELLON CORP                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2009 | OU      | $-240919.28   | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BANK OF NEW YORK MELLON CORP                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       269 | OU      | $-32258.48    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GENPACT LTD                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       115 | OU      | $5071.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GENPACT LTD                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       228 | OU      | $-10054.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LULULEMON ATHLETICA INC                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       319 | OU      | $55665.50     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LULULEMON ATHLETICA INC                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       295 | OU      | $-51477.50    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MERCADOLIBRE INC                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       135 | OU      | $289951.65    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ULTA BEAUTY INC                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        77 | OU      | $49846.72     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ULTA BEAUTY INC                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       224 | OU      | $-145008.64   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INVESCO LTD                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       424 | OU      | $11570.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MSCI INC                                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        92 | OU      | $56048.24     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MSCI INC                                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        87 | OU      | $-53002.14    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ECHOSTAR CORP CLASS A                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       330 | OU      | $-37362.60    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ECHOSTAR CORP CLASS A                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       174 | OU      | $-19700.28    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PHILIP MORRIS INTERNATIONAL INC                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1709 | OU      | $-306662.96   | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PHILIP MORRIS INTERNATIONAL INC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        66 | OU      | $-11843.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VISA INC CLASS A                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1334 | OU      | $429321.22    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | VISA INC CLASS A                                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        27 | OU      | $8689.41      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | GRAPHIC PACKAGING HOLDING                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1080 | OU      | $-15822.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AMERICAN WATER WORKS INC                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       214 | OU      | $-27633.82    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AMERICAN WATER WORKS INC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       592 | OU      | $-76444.96    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CHUBB LTD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       114 | OU      | $-35289.84    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JBT MAREL CORP                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1845 | OU      | $-290236.95   | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JBT MAREL CORP                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       202 | OU      | $-31776.62    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SIGNET JEWELERS LTD                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       226 | OU      | $-20853.02    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GRAND CANYON EDUCATION INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       362 | OU      | $62930.08     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MARATHON PETROLEUM CORP                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       411 | OU      | $72414.09     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TRANSOCEAN LTD                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     12181 | OU      | $-60539.57    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FORTUNE BRANDS INNOVATIONS INC                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       181 | OU      | $9792.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FORTUNE BRANDS INNOVATIONS INC                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        47 | OU      | $-2542.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | TERRENO REALTY REIT CORP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3720 | OU      | $-228928.80   | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MOSAIC                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1880 | OU      | $-51700.00    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | KINDER MORGAN INC                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       218 | OU      | $6646.82      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KINDER MORGAN INC                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1690 | OU      | $51528.10     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | XYLEM INC                                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        50 | OU      | $6893.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | XYLEM INC                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       407 | OU      | $56113.09     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALKERMES                                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2512 | OU      | $85131.68     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | STARWOOD PROPERTY TRUST REIT INC                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      2637 | OU      | $-47281.41    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | STANLEY BLACK & DECKER INC                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       170 | OU      | $13372.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LYONDELLBASELL INDUSTRIES NV CLASS                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       287 | OU      | $14063.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LYONDELLBASELL INDUSTRIES NV CLASS                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1753 | OU      | $85897.00     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GARMIN LTD                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       653 | OU      | $131670.92    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HUNTINGTON INGALLS INDUSTRIES INC                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        82 | OU      | $34481.82     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HUNTINGTON INGALLS INDUSTRIES INC                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        21 | OU      | $-8830.71     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PROLOGIS REIT INC                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       984 | OU      | $-128471.04   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | EPAM SYSTEMS INC                                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        56 | OU      | $11681.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EPAM SYSTEMS INC                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       261 | OU      | $54444.60     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ACCENTURE PLC CLASS A                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       358 | OU      | $-94383.12    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FABRINET                                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        14 | OU      | $-6852.16     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | HCA HEALTHCARE INC                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       318 | OU      | $155269.86    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | HCA HEALTHCARE INC                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        53 | OU      | $-25878.31    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FIRST AMERICAN FINANCIAL CORP                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       314 | OU      | $-19838.52    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VERISK ANALYTICS INC                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        78 | OU      | $-16961.88    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ALLISON TRANSMISSION HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        20 | OU      | $-2174.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | JAZZ PHARMACEUTICALS PLC                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        21 | OU      | $3454.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | JAZZ PHARMACEUTICALS PLC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       216 | OU      | $-35529.84    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | UNITED AIRLINES HOLDINGS INC                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       119 | OU      | $12176.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | UNITED AIRLINES HOLDINGS INC                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       572 | OU      | $-58527.04    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RALPH LAUREN CORP CLASS A                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       188 | OU      | $66441.08     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RALPH LAUREN CORP CLASS A                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        61 | OU      | $-21558.01    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PRIMERICA INC                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        55 | OU      | $14467.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BOOZ ALLEN HAMILTON HOLDING CORP C                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        47 | OU      | $4155.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BOOZ ALLEN HAMILTON HOLDING CORP C                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       942 | OU      | $-83291.64    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CBOE GLOBAL MARKETS INC                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        74 | OU      | $19614.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CBOE GLOBAL MARKETS INC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        52 | OU      | $13783.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | SS AND C TECHNOLOGIES HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       871 | OU      | $71326.19     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SS AND C TECHNOLOGIES HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       292 | OU      | $-23911.88    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MACOM TECHNOLOGY SOLUTIONS INC                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        17 | OU      | $3724.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MACOM TECHNOLOGY SOLUTIONS INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       307 | OU      | $-67251.42    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DOLLAR GENERAL CORP                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1001 | OU      | $143573.43    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DOLLAR GENERAL CORP                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       172 | OU      | $-24669.96    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FORTINET INC                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       555 | OU      | $45099.30     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FORTINET INC                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      2484 | OU      | $-201849.84   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HYATT HOTELS CORP CLASS A                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1525 | OU      | $-238464.25   | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HYATT HOTELS CORP CLASS A                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       128 | OU      | $-20015.36    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MOTOROLA SOLUTIONS INC                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1176 | OU      | $473387.04    | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MOTOROLA SOLUTIONS INC                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       184 | OU      | $74067.36     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NEBIUS NV CLASS A                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       142 | OU      | $12096.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TESLA INC                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       113 | OU      | $48636.33     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TESLA INC                                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       156 | OU      | $-67143.96    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GENERAC HOLDINGS INC                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        22 | OU      | $3696.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | GENERAC HOLDINGS INC                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       222 | OU      | $-37304.88    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | STAG INDUSTRIAL REIT INC                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       928 | OU      | $-34809.28    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OREILLY AUTOMOTIVE INC                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        75 | OU      | $7380.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ENPHASE ENERGY INC                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1448 | OU      | $-53547.04    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GENERAL MOTORS                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       848 | OU      | $71232.00     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GENERAL MOTORS                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       498 | OU      | $-41832.00    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CUBESMART REIT                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      5208 | OU      | $195456.24    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | POST HOLDINGS INC                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1063 | OU      | $-108755.53   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CBRE GROUP INC CLASS A                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       313 | OU      | $53313.29     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CBRE GROUP INC CLASS A                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       300 | OU      | $-51099.00    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | XPO INC                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       559 | OU      | $82793.49     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | XPO INC                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       231 | OU      | $-34213.41    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ALLY FINANCIAL INC                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      4639 | OU      | $196136.92    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALLY FINANCIAL INC                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2281 | OU      | $-96440.68    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | EXPEDIA GROUP INC                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       334 | OU      | $88456.56     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EXPEDIA GROUP INC                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        63 | OU      | $-16684.92    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | LPL FINANCIAL HOLDINGS INC                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       691 | OU      | $-251869.50   | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PHILLIPS                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       300 | OU      | $43068.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | GLOBUS MEDICAL INC CLASS A                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       737 | OU      | $66831.16     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PBF ENERGY INC CLASS A                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2467 | OU      | $-82545.82    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMERICAN TOWER REIT CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1709 | OU      | $306389.52    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AMERICAN TOWER REIT CORP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       287 | OU      | $-51453.36    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GUIDEWIRE SOFTWARE INC                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       306 | OU      | $43072.56     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | GUIDEWIRE SOFTWARE INC                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        67 | OU      | $9430.92      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BRIGHT HORIZONS FAMILY SOLUTIONS I                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1307 | OU      | $121067.41    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MATADOR RESOURCES                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       223 | OU      | $-10088.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | META PLATFORMS INC CLASS A                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        40 | OU      | $28660.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | META PLATFORMS INC CLASS A                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       183 | OU      | $-131119.50   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DUKE ENERGY CORP                                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       120 | OU      | $14562.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DUKE ENERGY CORP                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       997 | OU      | $-120985.95   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DIAMONDBACK ENERGY INC                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       218 | OU      | $35741.10     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DIAMONDBACK ENERGY INC                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1680 | OU      | $-275436.00   | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SERVICENOW INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       570 | OU      | $66695.70     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SERVICENOW INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       453 | OU      | $53005.53     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | W. P. CAREY REIT INC                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1148 | OU      | $80073.00     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TG THERAPEUTICS INC                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1057 | OU      | $31107.51     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | TAYLOR MORRISON HOME CORP                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1527 | OU      | $93070.65     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TAYLOR MORRISON HOME CORP                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       270 | OU      | $-16456.50    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WEX INC                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       146 | OU      | $22469.40     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FIVE BELOW INC                                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        21 | OU      | $-4024.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | POPULAR INC                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       637 | OU      | $85058.61     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PALO ALTO NETWORKS INC                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       279 | OU      | $-49374.63    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PALO ALTO NETWORKS INC                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        86 | OU      | $-15219.42    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MONDELEZ INTERNATIONAL INC CLASS A                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       447 | OU      | $-26136.09    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MONDELEZ INTERNATIONAL INC CLASS A                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       278 | OU      | $-16254.66    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | TENET HEALTHCARE CORP                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       809 | OU      | $153127.52    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TENET HEALTHCARE CORP                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       163 | OU      | $-30852.64    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SAREPTA THERAPEUTICS INC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       735 | OU      | $-14949.90    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | WORKDAY INC CLASS A                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        46 | OU      | $8078.98      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | WORKDAY INC CLASS A                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1250 | OU      | $-219537.50   | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | EATON PLC                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       947 | OU      | $332794.74    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | EATON PLC                                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        65 | OU      | $22842.30     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RYMAN HOSPITALITY PROPERTIES REIT                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2333 | OU      | $-220935.10   | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ABBVIE INC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       356 | OU      | $79391.56     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ICON PLC                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       217 | OU      | $39114.25     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ICON PLC                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       163 | OU      | $-29380.75    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | T MOBILE US INC                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       660 | OU      | $130158.60    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | T MOBILE US INC                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       401 | OU      | $-79081.21    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PTC INC                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       120 | OU      | $18735.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PTC INC                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       477 | OU      | $-74474.01    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ZOETIS INC CLASS A                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       156 | OU      | $19471.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ZOETIS INC CLASS A                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       621 | OU      | $77513.22     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NORWEGIAN CRUISE LINE HOLDINGS LTD                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      3825 | OU      | $-83997.00    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CYTOKINETICS INC                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       464 | OU      | $-29320.16    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CYTOKINETICS INC                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       711 | OU      | $-44928.09    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NEWS CORP CLASS A                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       462 | OU      | $12487.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | NEWS CORP CLASS A                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2995 | OU      | $-80954.85    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CDW CORP                                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        52 | OU      | $6572.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CDW CORP                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       382 | OU      | $48280.98     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | REXFORD INDUSTRIAL REALTY REIT INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      5995 | OU      | $-242977.35   | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | REXFORD INDUSTRIAL REALTY REIT INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       316 | OU      | $-12807.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AMERICAN HOMES  RENT REIT CLASS A                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1124 | OU      | $-35203.68    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AMERICAN HOMES  RENT REIT CLASS A                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       549 | OU      | $-17194.68    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | SPROUTS FARMERS MARKET INC                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1468 | OU      | $104095.88    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SPROUTS FARMERS MARKET INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       369 | OU      | $26165.79     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AMERICAN AIRLINES GROUP INC                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1233 | OU      | $16398.90     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | AMERICAN AIRLINES GROUP INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      5733 | OU      | $-76248.90    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MURPHY USA INC                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       224 | OU      | $-94642.24    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KINSALE CAPITAL GROUP INC                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        58 | OU      | $22961.04     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | KINSALE CAPITAL GROUP INC                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |         5 | OU      | $-1979.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KEURIG DR PEPPER INC                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       646 | OU      | $-17726.24    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MADRIGAL PHARMACEUTICALS INC                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        21 | OU      | $10275.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KRYSTAL BIOTECH INC                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       314 | OU      | $-87681.36    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TWILIO INC CLASS A                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       257 | OU      | $30958.22     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INVITATION HOMES INC                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      4415 | OU      | $118012.95    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INVITATION HOMES INC                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1534 | OU      | $-41003.82    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | COMSTOCK RESOURCES INC                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1755 | OU      | $-42734.25    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SNAP INC CLASS A                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      5275 | OU      | $-36555.75    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TRADE DESK INC CLASS A                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      5266 | OU      | $159717.78    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TRADE DESK INC CLASS A                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       661 | OU      | $20048.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLARIS OILFIELD INFRASTRUCTURE IN                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       305 | OU      | $-16832.95    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IES INC                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       136 | OU      | $51719.44     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RIOT PLATFORMS INC                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2472 | OU      | $-38241.84    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | WILLIS TOWERS WATSON PLC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        34 | OU      | $10793.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | WILLIS TOWERS WATSON PLC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1284 | OU      | $-407631.48   | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MEDPACE HOLDINGS INC                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       376 | OU      | $219012.48    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BLOOM ENERGY CLASS A CORP                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       104 | OU      | $-15742.48    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ELF BEAUTY INC                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1085 | OU      | $-92214.15    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ELF BEAUTY INC                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       561 | OU      | $-47679.39    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HUBBELL INC                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        57 | OU      | $27812.58     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HUBBELL INC                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        42 | OU      | $20493.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | OKTA INC CLASS A                                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       386 | OU      | $-32609.28    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OKTA INC CLASS A                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       108 | OU      | $-9123.84     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BAKER HUGHES CLASS A                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1369 | OU      | $76718.76     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IONIS PHARMACEUTICALS INC                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       959 | OU      | $79280.53     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IONIS PHARMACEUTICALS INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       180 | OU      | $14880.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LAMB WESTON HOLDINGS INC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       735 | OU      | $-33758.55    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LAMB WESTON HOLDINGS INC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       714 | OU      | $-32794.02    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | IQVIA HOLDINGS INC                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       315 | OU      | $72497.25     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IQVIA HOLDINGS INC                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        88 | OU      | $-20253.20    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOOKING HOLDINGS INC                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        83 | OU      | $415152.72    | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TECHNIPFMC PLC                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       823 | OU      | $45857.56     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CONSTRUCTION PARTNERS INC CLASS A                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        25 | OU      | $-2747.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AXON ENTERPRISE INC                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       327 | OU      | $-158130.66   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AXON ENTERPRISE INC                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        31 | OU      | $-14990.98    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LEIDOS HOLDINGS INC                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        31 | OU      | $5836.68      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NVENT ELECTRIC PLC                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       971 | OU      | $109004.46    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NVENT ELECTRIC PLC                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        74 | OU      | $8307.24      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | APPLIED OPTOELECTRONICS INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       888 | OU      | $-38725.68    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CNH INDUSTRIAL N.V. NV                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      3596 | OU      | $-38692.96    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BROADCOM INC                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        95 | OU      | $31473.50     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TAPESTRY INC                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       314 | OU      | $39849.74     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KNIGHT-SWIFT TRANSPORTATION HOLDIN                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       987 | OU      | $-54383.70    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HAMILTON LANE INC CLASS A                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       332 | OU      | $46891.68     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HAMILTON LANE INC CLASS A                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        14 | OU      | $-1977.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WYNDHAM HOTELS RESORTS INC                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       304 | OU      | $22128.16     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | WYNDHAM HOTELS RESORTS INC                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       518 | OU      | $-37705.22    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ARES MANAGEMENT CORP CLASS A                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       202 | OU      | $30233.34     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MONGODB INC CLASS A                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       103 | OU      | $38246.99     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MONGODB INC CLASS A                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       195 | OU      | $-72409.35    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RHYTHM PHARMACEUTICALS INC                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        70 | OU      | $7176.40      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BURLINGTON STORES INC                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       324 | OU      | $-95858.64    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ELANCO ANIMAL HEALTH INC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2789 | OU      | $-67159.12    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ELANCO ANIMAL HEALTH INC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       978 | OU      | $-23550.24    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ANTERO RESOURCES CORP                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2104 | OU      | $-76522.48    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ESSENTIAL PROPERTIES REALTY TRUST                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       102 | OU      | $3096.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | VEEVA SYSTEMS INC CLASS A                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       849 | OU      | $173128.08    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | VEEVA SYSTEMS INC CLASS A                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        48 | OU      | $-9788.16     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EVERGY INC                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1929 | OU      | $-148012.17   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GAMING AND LEISURE PROPERTIES REIT                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       200 | OU      | $-8950.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | COMMSCOPE HOLDING INC                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2316 | OU      | $-41688.00    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALLEGION PLC                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       332 | OU      | $54909.48     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INTERCONTINENTAL EXCHANGE INC                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       166 | OU      | $28847.48     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BRIXMOR PROPERTY GROUP REIT INC                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       647 | OU      | $17333.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ESSENT GROUP LTD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1419 | OU      | $89283.48     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GUARDANT HEALTH INC                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        31 | OU      | $-3535.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ELASTIC NV                                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        96 | OU      | $6329.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ELASTIC NV                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       526 | OU      | $-34679.18    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | STERIS                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       263 | OU      | $69063.80     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STERIS                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        93 | OU      | $-24421.80    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | QUANTUM COMPUTING INC                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       598 | OU      | $-5543.46     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | QUANTUM COMPUTING INC                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       414 | OU      | $-3837.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DOCUSIGN INC                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1314 | OU      | $-69037.56    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DOCUSIGN INC                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       153 | OU      | $-8038.62     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SPOTIFY TECHNOLOGY SA                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       941 | OU      | $470829.35    | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SPOTIFY TECHNOLOGY SA                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        54 | OU      | $27018.90     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WIX.COM LTD                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1819 | OU      | $157961.96    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BJS WHOLESALE CLUB HOLDINGS INC                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        22 | OU      | $2033.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | JEFFERIES FINANCIAL GROUP INC                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1679 | OU      | $102721.22    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | JEFFERIES FINANCIAL GROUP INC                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       841 | OU      | $-51452.38    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DROPBOX INC CLASS A                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      7483 | OU      | $190666.84    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DROPBOX INC CLASS A                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1520 | OU      | $-38729.60    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KKR AND CO INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1179 | OU      | $-134712.54   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KKR AND CO INC                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       460 | OU      | $-52559.60    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | YETI HOLDINGS INC                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       823 | OU      | $37619.33     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ZOOM COMMUNICATIONS INC CLASS A                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1466 | OU      | $-135018.60   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ZOOM COMMUNICATIONS INC CLASS A                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       147 | OU      | $-13538.70    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MODERNA INC                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1872 | OU      | $82499.04     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PENNYMAC FINANCIAL SERVICES INC                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       350 | OU      | $-34972.00    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ARAMARK                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       100 | OU      | $3849.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CIGNA                                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       447 | OU      | $122527.17    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CIGNA                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        45 | OU      | $-12334.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | INTERCONTINENTAL HOTELS GROUP PLC                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |       271 | OU      | $36612.15     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DELL TECHNOLOGIES INC CLASS C                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1901 | OU      | $217550.44    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DELL TECHNOLOGIES INC CLASS C                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       199 | OU      | $-22773.56    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LEVI STRAUSS CLASS A                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       915 | OU      | $18190.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DOW INC                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       800 | OU      | $22040.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DOW INC                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1203 | OU      | $33142.65     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | OVINTIV INC                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       323 | OU      | $14040.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ELEMENT SOLUTIONS INC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      2110 | OU      | $61401.00     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PINTEREST INC CLASS A                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       357 | OU      | $-7900.41     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HEALTHPEAK PROPERTIES INC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1720 | OU      | $-29652.80    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HEALTHPEAK PROPERTIES INC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1725 | OU      | $-29739.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ANTERO MIDSTREAM CORP                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     13057 | OU      | $-245732.74   | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CLEANSPARK INC                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       950 | OU      | $-11248.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FOX CORP CLASS A                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3069 | OU      | $223361.82    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FOX CORP CLASS A                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       274 | OU      | $19941.72     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FOX CORP CLASS B                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       168 | OU      | $11015.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CROWDSTRIKE HOLDINGS INC CLASS A                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       139 | OU      | $61355.30     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CROWDSTRIKE HOLDINGS INC CLASS A                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        94 | OU      | $-41492.07    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CHEWY INC CLASS A                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       845 | OU      | $-24597.95    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CHEWY INC CLASS A                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       511 | OU      | $-14875.21    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AVANTOR INC                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       439 | OU      | $-4793.88     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AVANTOR INC                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      4404 | OU      | $-48091.68    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ESAB CORP                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       188 | OU      | $-22766.80    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PARSONS CORP                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       350 | OU      | $-24521.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PARSONS CORP                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       475 | OU      | $-33278.50    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GEN DIGITAL INC                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     14766 | OU      | $-354236.34   | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GEN DIGITAL INC                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       491 | OU      | $-11779.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | INSTALLED BUILDING PRODUCTS INC                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       318 | OU      | $91628.52     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INSTALLED BUILDING PRODUCTS INC                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        55 | OU      | $15847.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LYFT INC CLASS A                                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       769 | OU      | $12973.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LYFT INC CLASS A                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3394 | OU      | $-57256.78    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DYNATRACE INC                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1677 | OU      | $63876.93     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CLOUDFLARE INC CLASS A                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       439 | OU      | $-77856.65    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CLOUDFLARE INC CLASS A                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        27 | OU      | $-4788.45     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TRADEWEB MARKETS INC CLASS A                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       174 | OU      | $-17934.18    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | VARONIS SYSTEMS INC                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       703 | OU      | $-20977.52    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DUPONT DE NEMOURS INC                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       614 | OU      | $26966.88     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DUPONT DE NEMOURS INC                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       303 | OU      | $13307.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BRIDGEBIO PHARMA INC                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       374 | OU      | $-28898.98    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BRIDGEBIO PHARMA INC                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       516 | OU      | $-39871.32    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CARRIER GLOBAL CORP                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       174 | OU      | $10366.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OTIS WORLDWIDE CORP                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1262 | OU      | $107800.04    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OTIS WORLDWIDE CORP                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       526 | OU      | $44930.92     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BIONTECH SE ADR                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       729 | OU      | $82923.75     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | UBER TECHNOLOGIES INC                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        38 | OU      | $-3041.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | TRANSMEDICS GROUP INC                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       125 | OU      | $-16746.88    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | GLOBE LIFE INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1623 | OU      | $227577.06    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GLOBE LIFE INC                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       100 | OU      | $14022.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CORTEVA INC                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      3050 | OU      | $222040.00    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CORTEVA INC                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       658 | OU      | $47902.40     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MATCH GROUP INC                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        73 | OU      | $2273.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MATCH GROUP INC                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       809 | OU      | $-25200.35    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | UBIQUITI INC                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        51 | OU      | $28122.42     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | UBIQUITI INC                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |         5 | OU      | $-2757.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TRANE TECHNOLOGIES PLC                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       302 | OU      | $127015.16    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TRANE TECHNOLOGIES PLC                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       109 | OU      | $45843.22     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | BILL HOLDINGS INC                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2073 | OU      | $-89491.41    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BILL HOLDINGS INC                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       515 | OU      | $-22232.55    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BLACKSTONE INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       251 | OU      | $35747.42     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HOWMET AEROSPACE INC                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       255 | OU      | $53060.40     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HOWMET AEROSPACE INC                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       215 | OU      | $44737.20     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PAYLOCITY HOLDING CORP                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       157 | OU      | $21191.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PAYLOCITY HOLDING CORP                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        70 | OU      | $9448.60      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TRUIST FINANCIAL CORP                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1000 | OU      | $-51420.00    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EQUITABLE HOLDINGS INC                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1535 | OU      | $-71224.00    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CARLYLE GROUP INC                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       885 | OU      | $-52020.30    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SITIME CORP                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       170 | OU      | $-61728.70    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DATADOG INC CLASS A                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       169 | OU      | $21855.08     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DATADOG INC CLASS A                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        92 | OU      | $11897.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SEAGATE TECHNOLOGY HOLDINGS PLC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        78 | OU      | $31799.82     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VOYA FINANCIAL INC                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2006 | OU      | $153779.96    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | OSCAR HEALTH INC CLASS A                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2676 | OU      | $-38400.60    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ONTO INNOVATION INC                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       120 | OU      | $24246.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ONTO INNOVATION INC                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       122 | OU      | $24650.10     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VERTIV HOLDINGS CLASS A                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       798 | OU      | $148571.64    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VERTIV HOLDINGS CLASS A                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        50 | OU      | $9309.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | UPSTART HOLDINGS INC                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       833 | OU      | $-32695.25    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | GE AEROSPACE                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       707 | OU      | $216900.53    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GE AEROSPACE                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        41 | OU      | $12578.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | INGERSOLL RAND INC                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      5457 | OU      | $-469793.13   | -0.54%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INGERSOLL RAND INC                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       348 | OU      | $-29959.32    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SOLENO THERAPEUTICS INC                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        67 | OU      | $-2583.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | GE HEALTHCARE TECHNOLOGIES INC                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2987 | OU      | $-235883.39   | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GE HEALTHCARE TECHNOLOGIES INC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       225 | OU      | $-17768.25    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | REVOLUTION MEDICINES INC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       221 | OU      | $21425.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PAYCOM SOFTWARE INC                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       284 | OU      | $-38269.00    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PAYCOM SOFTWARE INC                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        84 | OU      | $-11319.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RIVIAN AUTOMOTIVE INC CLASS A                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      3519 | OU      | $-51905.25    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ARISTA NETWORKS INC                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       261 | OU      | $-36994.14    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ABIVAX AMERICAN DEPOSITARY SHARES                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       291 | OU      | $32344.65     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CREDO TECHNOLOGY GROUP HOLDING LTD                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        77 | OU      | $9646.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CREDO TECHNOLOGY GROUP HOLDING LTD                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       278 | OU      | $-34827.84    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | STRIDE INC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       153 | OU      | $-12943.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOUNDHOUND AI INC CLASS A                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       619 | OU      | $-5236.74     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LOAR HOLDINGS INC                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       709 | OU      | $-48623.22    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DRAFTKINGS INC CLASS A                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       179 | OU      | $4924.29      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | DRAFTKINGS INC CLASS A                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       138 | OU      | $-3796.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CHORD ENERGY CORP                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       202 | OU      | $20248.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CHORD ENERGY CORP                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       960 | OU      | $96230.40     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SHIFT4 PAYMENTS INC CLASS A                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        51 | OU      | $-3011.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHIFT4 PAYMENTS INC CLASS A                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       511 | OU      | $-30169.44    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SHIFT4 PAYMENTS INC CLASS A                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        58 | OU      | $-3424.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SHIFT4 PAYMENTS INC CLASS A                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       974 | OU      | $-57504.96    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | STEPSTONE GROUP INC CLASS A                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       899 | OU      | $-63550.31    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | UNITY SOFTWARE INC                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       208 | OU      | $6052.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | UNITY SOFTWARE INC                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       719 | OU      | $-20922.90    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MOBILEYE GLOBAL INC CLASS A                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2563 | OU      | $23015.74     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WARNER MUSIC GROUP CORP CLASS A                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1879 | OU      | $56332.42     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WARBY PARKER INC CLASS A                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       157 | OU      | $4005.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PROCORE TECHNOLOGIES INC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       828 | OU      | $46773.72     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PROCORE TECHNOLOGIES INC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1078 | OU      | $-60896.22    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FTAI AVIATION LTD                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       426 | OU      | $-116008.32   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FTAI AVIATION LTD                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        27 | OU      | $-7352.64     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AON PLC CLASS A                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       903 | OU      | $-315724.92   | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | KINETIK HOLDINGS INC CLASS A                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       544 | OU      | $-22255.04    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KINETIK HOLDINGS INC CLASS A                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1701 | OU      | $-69587.91    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KINETIK HOLDINGS INC CLASS A                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      4478 | OU      | $-183194.98   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | COGENT BIOSCIENCES INC                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       471 | OU      | $16913.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MARA HOLDINGS INC                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      9899 | OU      | $94040.50     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MARA HOLDINGS INC                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       355 | OU      | $-3372.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PENTAIR                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       412 | OU      | $43412.44     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PENTAIR                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       438 | OU      | $46152.06     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RTX CORP                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1124 | OU      | $225845.32    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RTX CORP                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       155 | OU      | $31144.15     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SOFI TECHNOLOGIES INC                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       374 | OU      | $-8530.94     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | TRUMP MEDIA TECHNOLOGY GROUP CORP                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       539 | OU      | $-6888.42     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TEXAS PACIFIC LAND CORP                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       641 | OU      | $-223298.76   | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | STELLANTIS NV                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      8935 | OU      | $-88188.45    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | API GROUP CORP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       702 | OU      | $29182.14     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | API GROUP CORP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       255 | OU      | $-10600.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BENTLEY SYSTEMS INC CLASS B                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       849 | OU      | $29816.88     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | COINBASE GLOBAL INC CLASS A                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        83 | OU      | $-16163.42    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | COINBASE GLOBAL INC CLASS A                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        14 | OU      | $-2726.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DUOLINGO INC CLASS A                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        14 | OU      | $1876.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DUOLINGO INC CLASS A                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        23 | OU      | $-3083.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | APPLIED DIGITAL CORP                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       191 | OU      | $-6471.08     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | APPLIED DIGITAL CORP                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       875 | OU      | $-29645.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | JOBY AVIATION INC CLASS A                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       364 | OU      | $3847.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FRONTLINE                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2277 | OU      | $65076.66     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | UIPATH INC CLASS A                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1218 | OU      | $15334.62     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DOXIMITY INC CLASS A                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2027 | OU      | $75951.69     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DOXIMITY INC CLASS A                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       114 | OU      | $4271.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ROCKET COMPANIES INC CLASS A                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      3300 | OU      | $-59169.00    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ROCKET COMPANIES INC CLASS A                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1215 | OU      | $-21784.95    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OKLO INC CLASS A                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        85 | OU      | $-6767.70     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LUMEN TECHNOLOGIES INC                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1894 | OU      | $-16705.08    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LUMEN TECHNOLOGIES INC                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      4894 | OU      | $-43165.08    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FIRSTCASH HOLDINGS INC                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       823 | OU      | $-140321.50   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AFFIRM HOLDINGS INC CLASS A                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        45 | OU      | $-2713.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AFFIRM HOLDINGS INC CLASS A                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       551 | OU      | $-33225.30    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | MIRION TECHNOLOGIES INC CLASS A                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      4928 | OU      | $-122411.52   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NAVITAS SEMICONDUCTOR CORP                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       779 | OU      | $6683.82      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | LEMONADE INC                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        96 | OU      | $-8326.08     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SPORTRADAR GROUP AG CLASS A                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      4116 | OU      | $74540.76     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AIRBNB INC CLASS A                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       199 | OU      | $25744.63     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AIRBNB INC CLASS A                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       405 | OU      | $52394.85     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CONSTELLATION ENERGY CORP                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       272 | OU      | $-76344.96    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CONSTELLATION ENERGY CORP                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       128 | OU      | $-35927.04    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ARCHER AVIATION INC CLASS A                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1765 | OU      | $-12690.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CARETRUST REIT INC                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      8641 | OU      | $-322654.94   | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | KYMERA THERAPEUTICS INC                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        39 | OU      | $2834.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | UFP INDUSTRIES INC                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       479 | OU      | $49471.12     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ASTERA LABS INC                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       138 | OU      | $-20785.56    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SOLVENTUM CORP                                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        43 | OU      | $-3309.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLVENTUM CORP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       353 | OU      | $-27170.41    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GITLAB INC CLASS A                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       130 | OU      | $-4547.40     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | COREBRIDGE FINANCIAL INC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1301 | OU      | $-40109.83    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | APPLOVIN CORP CLASS A                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        19 | OU      | $8989.09      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | APPLOVIN CORP CLASS A                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       556 | OU      | $-263049.16   | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NUVALENT INC CLASS A                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       661 | OU      | $-68010.29    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | REDDIT INC CLASS A                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       170 | OU      | $30645.90     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | REDDIT INC CLASS A                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       193 | OU      | $-34792.11    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ROYALTY PHARMA PLC CLASS A                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       358 | OU      | $-14921.44    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ROIVANT SCIENCES LTD                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       422 | OU      | $-9123.64     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GLOBALFOUNDRIES INC                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       689 | OU      | $29075.80     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | GLOBALFOUNDRIES INC                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       264 | OU      | $-11140.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ROBLOX CORP CLASS A                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       952 | OU      | $62603.52     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ROBLOX CORP CLASS A                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        71 | OU      | $-4668.96     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | VIATRIS INC                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       184 | OU      | $-2408.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CAESARS ENTERTAINMENT INC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      4327 | OU      | $-89568.90    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CORPAY INC                                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        69 | OU      | $-21709.47    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CORPAY INC                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       125 | OU      | $-39328.75    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | JFROG LTD                                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        75 | OU      | $-4110.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FLUENCE ENERGY INC CLASS A                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      1676 | OU      | $-51570.52    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | COMPOSECURE INC CLASS A                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       347 | OU      | $-8178.79     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EXPAND ENERGY CORP                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       535 | OU      | $60139.35     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | EXPAND ENERGY CORP                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1751 | OU      | $-196829.91   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | HF SINCLAIR CORP                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      4974 | OU      | $258598.26    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HF SINCLAIR CORP                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1519 | OU      | $78972.81     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ZETA GLOBAL HOLDINGS CORP CLASS A                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       550 | OU      | $-10219.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SNOWFLAKE INC                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        33 | OU      | $6359.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SNOWFLAKE INC                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       274 | OU      | $-52799.80    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DOORDASH INC CLASS A                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        53 | OU      | $10844.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DOORDASH INC CLASS A                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       354 | OU      | $-72435.48    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MP MATERIALS CORP CLASS A                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       961 | OU      | $56477.97     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MP MATERIALS CORP CLASS A                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       197 | OU      | $-11577.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | APOLLO GLOBAL MANAGEMENT INC                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       184 | OU      | $-24755.36    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | APOLLO GLOBAL MANAGEMENT INC                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2228 | OU      | $-299755.12   | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RIGETTI COMPUTING INC                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       359 | OU      | $-6523.03     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HIMS HERS HEALTH INC CLASS A                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1045 | OU      | $-28309.05    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HIMS HERS HEALTH INC CLASS A                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       567 | OU      | $-15360.03    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | KLAVIYO INC SERIES A                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1422 | OU      | $-31582.62    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MAPLEBEAR INC                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3156 | OU      | $-117276.96   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MAPLEBEAR INC                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       131 | OU      | $-4867.96     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ALLEGRO MICROSYSTEMS INC                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       213 | OU      | $-7861.83     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AMER SPORTS INC                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       992 | OU      | $-36336.96    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CORE SCIENTIFIC INC                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1516 | OU      | $-27272.84    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BELLRING BRANDS INC                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1463 | OU      | $-36384.81    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | COMPASS INC CLASS A                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1555 | OU      | $-19468.60    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GLOBAL E ONLINE LTD                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       735 | OU      | $26864.25     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PALANTIR TECHNOLOGIES INC CLASS A                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        52 | OU      | $7622.68      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DT MIDSTREAM INC                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       467 | OU      | $58851.34     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DT MIDSTREAM INC                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2470 | OU      | $-311269.40   | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FEDERAL REALTY INVESTMENT TRUST RE                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       748 | OU      | $-75667.68    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TERAWULF INC                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2403 | OU      | $-32128.11    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DIGITALOCEAN HOLDINGS INC                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       890 | OU      | $-49172.50    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PRIMO BRANDS CLASS A CORP                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      9189 | OU      | $-174039.66   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PRIMO BRANDS CLASS A CORP                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2143 | OU      | $-40588.42    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | COHERENT CORP                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        50 | OU      | $10609.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | JACOBS SOLUTIONS INC                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2354 | OU      | $318402.04    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JACOBS SOLUTIONS INC                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        48 | OU      | $-6492.48     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | INTUITIVE MACHINES INC CLASS A                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       736 | OU      | $-13976.64    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TPG INC CLASS A                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       871 | OU      | $51310.61     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | TPG INC CLASS A                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3508 | OU      | $-206656.28   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MARVELL TECHNOLOGY INC                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       282 | OU      | $22255.44     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AST SPACEMOBILE INC CLASS A                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       231 | OU      | $-25689.51    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | APA CORP                                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       528 | OU      | $13944.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | APA CORP                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      4878 | OU      | $-128827.98   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GXO LOGISTICS INC                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       125 | OU      | $7073.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | VICTORIA S SECRET                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1022 | OU      | $-55709.22    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BATH AND BODY WORKS INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       884 | OU      | $-19271.20    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LEONARDO DRS INC                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2634 | OU      | $108152.04    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BITDEER TECHNOLOGIES GROUP CLASS A                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      1989 | OU      | $-25936.56    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BITDEER TECHNOLOGIES GROUP CLASS A                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       650 | OU      | $-8476.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NUSCALE POWER CORP CLASS A                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       288 | OU      | $5034.24      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CORE   MAIN INC CLASS A                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      3388 | OU      | $-180783.68   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CORE   MAIN INC CLASS A                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       501 | OU      | $-26733.36    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RYAN SPECIALTY HOLDINGS INC CLASS                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      4142 | OU      | $-199975.76   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | RYAN SPECIALTY HOLDINGS INC CLASS                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       256 | OU      | $-12359.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CRANE                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       750 | OU      | $136980.00    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LINDE PLC                                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        29 | OU      | $13252.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LINDE PLC                                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        18 | OU      | $-8225.46     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ROBINHOOD MARKETS INC CLASS A                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2138 | OU      | $-212688.24   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ROBINHOOD MARKETS INC CLASS A                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        54 | OU      | $-5371.92     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GLOBANT SA                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       144 | OU      | $-9630.72     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | IONQ INC                                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       485 | OU      | $-19390.30    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | IONQ INC                                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       549 | OU      | $-21949.02    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CCC INTELLIGENT SOLUTIONS HOLDINGS                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      3029 | OU      | $-22959.82    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOAST INC CLASS A                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1406 | OU      | $43740.66     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | GE VERNOVA INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       263 | OU      | $191035.31    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GE VERNOVA INC                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        65 | OU      | $47214.05     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | KYNDRYL HOLDINGS INC                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        82 | OU      | $1886.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SENTINELONE INC CLASS A                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1235 | OU      | $-17265.30    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ADVANCED DRAINAGE SYSTEMS INC                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        55 | OU      | $-8362.20     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LANTHEUS HOLDINGS INC                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       422 | OU      | $-28240.24    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HEALTHEQUITY INC                                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        91 | OU      | $-7795.97     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SYNCHRONY FINANCIAL                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       891 | OU      | $-64713.33    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ON HOLDING AG CLASS A                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       267 | OU      | $12081.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SYMBOTIC INC CLASS A                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       267 | OU      | $-14516.79    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VERALTO CORP                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1758 | OU      | $174006.84    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VERALTO CORP                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        46 | OU      | $-4553.08     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SERVICETITAN INC CLASS A                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       144 | OU      | $11280.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LIFE TIME GROUP HOLDINGS INC                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      3884 | OU      | $-113296.28   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BRIGHTSPRING HEALTH SERVICES INC                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       357 | OU      | $-14019.39    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SAMSARA INC CLASS A                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1821 | OU      | $-51079.05    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LIBERTY MEDIA FORMULA ONE SERIES C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1091 | OU      | $-94938.82    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ANNALY CAPITAL MANAGEMENT REIT INC                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      4940 | OU      | $-113669.40   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | UL SOLUTIONS INC CLASS A                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        49 | OU      | $-3441.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SPX TECHNOLOGIES INC                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       276 | OU      | $-57521.16    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ATLASSIAN CORP CLASS A                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       287 | OU      | $33917.66     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ATLASSIAN CORP CLASS A                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        24 | OU      | $2836.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PAGAYA TECHNOLOGIES LTD CLASS A                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1311 | OU      | $-25420.29    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BUNGE GLOBAL SA                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2918 | OU      | $-332301.84   | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BUNGE GLOBAL SA                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       287 | OU      | $-32683.56    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TKO GROUP HOLDINGS INC CLASS A                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       152 | OU      | $30792.16     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TKO GROUP HOLDINGS INC CLASS A                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1687 | OU      | $-341752.46   | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SEZZLE INC                                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        51 | OU      | $-3225.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SEZZLE INC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        68 | OU      | $-4300.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PERMIAN RESOURCES CORP CLASS A                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      5454 | OU      | $87973.02     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PERMIAN RESOURCES CORP CLASS A                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      3075 | OU      | $-49599.75    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | COOPER INC                                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        59 | OU      | $4801.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COOPER INC                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      2990 | OU      | $-243326.20   | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CITIZENS FINANCIAL GROUP INC                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       133 | OU      | $8376.34      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CITIZENS FINANCIAL GROUP INC                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       362 | OU      | $22798.76     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SIRIUSXM HOLDINGS INC                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1564 | OU      | $-31827.40    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CENTRUS ENERGY CORP CLASS A                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        17 | OU      | $-4730.76     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CENTRUS ENERGY CORP CLASS A                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        18 | OU      | $-5009.04     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CENTRUS ENERGY CORP CLASS A                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       135 | OU      | $-37567.80    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WAYFAIR INC CLASS A                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1163 | OU      | $120358.87    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | WAYFAIR INC CLASS A                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       347 | OU      | $-35911.03    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | KEYSIGHT TECHNOLOGIES INC                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        21 | OU      | $4542.93      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KEYSIGHT TECHNOLOGIES INC                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       593 | OU      | $128283.69    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KEYSIGHT TECHNOLOGIES INC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        39 | OU      | $-8436.87     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HUBSPOT INC                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        46 | OU      | $12880.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HUBSPOT INC                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        19 | OU      | $5320.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CAVA GROUP INC                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       942 | OU      | $57104.04     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CAVA GROUP INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1844 | OU      | $-111783.28   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SUPER MICRO COMPUTER INC                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       986 | OU      | $-28702.46    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SUPER MICRO COMPUTER INC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       327 | OU      | $-9518.97     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | VIKING HOLDINGS LTD                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        45 | OU      | $3246.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | QXO INC                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      9620 | OU      | $-213371.60   | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | QXO INC                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1233 | OU      | $-27347.94    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GLOBALSTAR VOTING INC                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       823 | OU      | $-50713.26    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TALEN ENERGY CORP                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        10 | OU      | $3483.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TALEN ENERGY CORP                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       130 | OU      | $-45286.80    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOOT BARN HOLDINGS INC                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       226 | OU      | $40336.48     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SHARKNINJA INC                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        81 | OU      | $9574.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SHARKNINJA INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       913 | OU      | $-107916.60   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | LAZARD INC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       689 | OU      | $37013.08     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RAMACO RESOURCES INC CLASS A                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1773 | OU      | $-34591.23    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SAILPOINT INC                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1503 | OU      | $-23582.07    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | QIAGEN NV                                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       764 | OU      | $41003.88     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BIRKENSTOCK HOLDING PLC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2768 | OU      | $-104519.68   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FERGUSON ENTERPRISES INC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       166 | OU      | $41908.36     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FRESHPET INC                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       145 | OU      | $-10106.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LABCORP HOLDINGS INC                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        77 | OU      | $20907.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LABCORP HOLDINGS INC                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        67 | OU      | $18191.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BIO TECHNE CORP                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       819 | OU      | $52489.71     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RUBRIK INC CLASS A                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        74 | OU      | $4140.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | RUBRIK INC CLASS A                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       682 | OU      | $-38157.90    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | TEMPUS AI INC CLASS A                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       276 | OU      | $-16510.32    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | TEMPUS AI INC CLASS A                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       362 | OU      | $-21654.84    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LAM RESEARCH CORP                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       500 | OU      | $116730.00    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PARAMOUNT SKYDANCE CORP CLASS B                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1582 | OU      | $-17734.22    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SANDISK CORP                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        57 | OU      | $32846.25     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ELEVANCE HEALTH INC                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       112 | OU      | $-38722.88    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | WAYSTAR HOLDING CORP                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3392 | OU      | $-90091.52    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WAYSTAR HOLDING CORP                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       506 | OU      | $-13439.36    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VENTURE GLOBAL INC CLASS A                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       706 | OU      | $-6918.80     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VENTURE GLOBAL INC CLASS A                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       238 | OU      | $-2332.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ROCKET LAB CORP                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       245 | OU      | $-19617.15    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | APTIV PLC                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      3057 | OU      | $231567.75    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CROWN CASTLE INC                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       599 | OU      | $-51999.19    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MEDTRONIC PLC                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1022 | OU      | $105225.12    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MEDTRONIC PLC                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       478 | OU      | $-49214.88    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | KARMAN HOLDINGS INC                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       525 | OU      | $-54495.00    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KARMAN HOLDINGS INC                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       108 | OU      | $-11210.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | COREWEAVE INC CLASS A                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       323 | OU      | $-30100.37    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMCOR PLC                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       671 | OU      | $29691.75     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AMCOR PLC                                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       243 | OU      | $-10752.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ASCENDIS PHARMA ADR REPRESENTING                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       365 | OU      | $82526.50     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOUTHSTATE BANK CORP                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       321 | OU      | $32847.93     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SOUTHSTATE BANK CORP                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        23 | OU      | $-2353.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | IRON MOUNTAIN INC                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       505 | OU      | $-46525.65    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IRON MOUNTAIN INC                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       566 | OU      | $-52145.58    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BRIGHTSTAR LOTTERY PLC                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     12614 | OU      | $182650.72    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | EQUINIX REIT INC                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        22 | OU      | $-18060.46    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | QIAGEN NV                                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       628 | OU      | $33704.76     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | QIAGEN N.V.                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      4645 | OU      | $249297.15    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | EVERSOURCE ENERGY                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       390 | OU      | $26960.70     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EVERSOURCE ENERGY                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       404 | OU      | $-27928.52    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | VIPER ENERGY INC CLASS A                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      9508 | OU      | $-402568.72   | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SOLAREDGE TECHNOLOGIES INC                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       161 | OU      | $-4982.95     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SOLAREDGE TECHNOLOGIES INC                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       682 | OU      | $-21107.90    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GODADDY INC CLASS A                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       880 | OU      | $88457.60     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GODADDY INC CLASS A                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       125 | OU      | $-12565.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ETSY INC                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      4356 | OU      | $230693.76    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ETSY INC                                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1073 | OU      | $-56826.08    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | VIRTU FINANCIAL INC CLASS A                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       206 | OU      | $8551.06      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FLUTTER ENTERTAINMENT PLC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       115 | OU      | $-18992.25    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JOHNSON CONTROLS INTERNATIONAL PLC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       210 | OU      | $25044.60     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LUMENTUM HOLDINGS INC                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       186 | OU      | $72882.24     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | GLAUKOS CORP                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       347 | OU      | $41424.86     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TRANSUNION                                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       662 | OU      | $-52311.24    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TRANSUNION                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       309 | OU      | $-24417.18    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | APPFOLIO INC CLASS A                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        13 | OU      | $-2468.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ALCOA CORP                                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       767 | OU      | $-43573.27    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ALBERTSONS COMPANY INC CLASS A                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      2012 | OU      | $-33499.80    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ALBERTSONS COMPANY INC CLASS A                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1502 | OU      | $-25008.30    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PJT PARTNERS INC CLASS A                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       548 | OU      | $94820.44     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BLOCK INC CLASS A                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      4723 | OU      | $285410.89    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BLOCK INC CLASS A                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       836 | OU      | $-50519.48    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HOULIHAN LOKEY INC CLASS A                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       331 | OU      | $55713.92     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HOULIHAN LOKEY INC CLASS A                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       212 | OU      | $-35683.84    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SITEONE LANDSCAPE SUPPLY INC                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       313 | OU      | $-44928.02    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ARROWHEAD PHARMACEUTICALS INC                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1271 | OU      | $-88118.43    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ARROWHEAD PHARMACEUTICALS INC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       218 | OU      | $-15113.94    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NUTANIX INC CLASS A                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       752 | OU      | $-29576.16    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NUTANIX INC CLASS A                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       565 | OU      | $-22221.45    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MADISON SQUARE GARDEN SPORTS CORP                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       122 | OU      | $-34593.10    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FLOOR DECOR HOLDINGS INC CLASS A                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       329 | OU      | $21700.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FLOOR DECOR HOLDINGS INC CLASS A                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       922 | OU      | $-60815.12    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CARVANA CLASS A                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |         6 | OU      | $2406.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CARVANA CLASS A                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       501 | OU      | $-200956.11   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COCA COLA EUROPACIFIC PARTNERS PLC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      2764 | OU      | $-253458.80   | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NATERA INC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       120 | OU      | $27736.80     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | NATERA INC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       194 | OU      | $44841.16     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KRAFT HEINZ                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       462 | OU      | $10967.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KRAFT HEINZ                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      4399 | OU      | $-104432.26   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PLANET FITNESS INC CLASS A                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       532 | OU      | $48433.28     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PLANET FITNESS INC CLASS A                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       191 | OU      | $-17388.64    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FORTIVE CORP                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1033 | OU      | $-54552.73    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | FORTIVE CORP                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       525 | OU      | $-27725.25    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | IRHYTHM HOLDINGS INC                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        83 | OU      | $-12824.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | S P GLOBAL INC                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        52 | OU      | $27445.08     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | S P GLOBAL INC                                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        45 | OU      | $-23750.55    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | US FOODS HOLDING CORP                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1213 | OU      | $-101431.06   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | US FOODS HOLDING CORP                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       745 | OU      | $-62296.90    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WASTE CONNECTIONS INC                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        81 | OU      | $13575.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HILTON WORLDWIDE HOLDINGS INC                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        41 | OU      | $-12238.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ALPHABET INC CLASS A                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       371 | OU      | $125398.00    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ALPHABET INC CLASS A                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       164 | OU      | $55432.00     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PERFORMANCE FOOD GROUP                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       243 | OU      | $23194.35     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PERFORMANCE FOOD GROUP                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       651 | OU      | $-62137.95    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | WELLTOWER INC                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2606 | OU      | $-490866.16   | -0.56%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | WELLTOWER INC                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        91 | OU      | $-17140.76    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HEWLETT PACKARD ENTERPRISE                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1700 | OU      | $36584.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HEWLETT PACKARD ENTERPRISE                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       876 | OU      | $-18851.52    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CLEVELAND CLIFFS INC                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     14339 | OU      | $197304.64    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CLEVELAND CLIFFS INC                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      4412 | OU      | $-60709.12    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PAYPAL HOLDINGS INC                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       103 | OU      | $-5427.07     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PAYPAL HOLDINGS INC                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       204 | OU      | $-10748.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | VICI PPTYS INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      4535 | OU      | $127342.80    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ENCOMPASS HEALTH CORP                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1563 | OU      | $147750.39    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ENCOMPASS HEALTH CORP                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       169 | OU      | $15975.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HP INC                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2535 | OU      | $49280.40     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HP INC                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1189 | OU      | $-23114.16    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SUNRUN INC                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1759 | OU      | $-33421.00    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ZILLOW GROUP INC CLASS C                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        43 | OU      | $-2710.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ZILLOW GROUP INC CLASS C                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        47 | OU      | $-2962.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | RH                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       278 | OU      | $-55274.74    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALPHABET INC CLASS C                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       149 | OU      | $50440.97     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | WEC ENERGY GROUP INC                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1421 | OU      | $157262.07    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WEC ENERGY GROUP INC                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       136 | OU      | $15051.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RED ROCK RESORTS ORS CLASS A INC                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        47 | OU      | $2967.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | IMPINJ INC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       287 | OU      | $-39634.70    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IMPINJ INC                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        54 | OU      | $-7457.40     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AGNC INVESTMENT REIT CORP                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     27173 | OU      | $-309772.20   | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AGNC INVESTMENT REIT CORP                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     10587 | OU      | $-120691.80   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | WINGSTOP INC                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       352 | OU      | $-93431.36    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURE STORAGE INC CLASS A                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       755 | OU      | $52502.70     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURE STORAGE INC CLASS A                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       958 | OU      | $66619.32     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AXSOME THERAPEUTICS INC                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       164 | OU      | $30217.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ZSCALER INC                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        31 | OU      | $6200.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ZSCALER INC                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        24 | OU      | $4800.24      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MONSTER BEVERAGE CORP                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1021 | OU      | $82455.96     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MONSTER BEVERAGE CORP                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       251 | OU      | $20270.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TOPBUILD CORP                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        21 | OU      | $-9829.05     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BWX TECHNOLOGIES INC                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       355 | OU      | $72927.65     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ROKU INC CLASS A                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1874 | OU      | $178404.80    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ROKU INC CLASS A                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       429 | OU      | $40840.80     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OLLIES BARGAIN OUTLET HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       477 | OU      | $52617.87     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BANK OZK                                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       545 | OU      | $25920.20     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SBA COMMUNICATIONS REIT CORP CLASS                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       209 | OU      | $38478.99     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SBA COMMUNICATIONS REIT CORP CLASS                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       470 | OU      | $-86531.70    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHARTER COMMUNICATIONS INC CLASS A                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       279 | OU      | $57507.48     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CHARTER COMMUNICATIONS INC CLASS A                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       394 | OU      | $-81211.28    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VISTRA CORP                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       204 | OU      | $32303.40     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VISTRA CORP                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       389 | OU      | $-61598.15    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ITT INC                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       331 | OU      | $60341.30     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ITT INC                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       529 | OU      | $96436.70     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | SWAP/CDSWAP/ICE: (CDX.NA.IG.45.V1)                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  22064000 | OU      | $522519.49    | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | SWAP/CDSWAP/ICE: (CDX.NA.HY.45.V1)                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   6347755 | OU      | $568175.33    | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-27

**Name of Applicant:** BlackRock ETF Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer