# EDGAR Filing Document

**Accession Number:** 0000844779
**File Stem:** 0001410368-25-010181
**Filing Date:** 2025-9
**Character Count:** 3728616
**Document Hash:** 9b1e19189ed62ae0b4e02cc0491f857f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-010181.hdr.sgml**: 20250924

**ACCESSION NUMBER**: 0001410368-25-010181

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250924

**DATE AS OF CHANGE**: 20250924

**PERIOD START**: 20260430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BLACKROCK FUNDS
- **CENTRAL INDEX KEY:** 0000844779

**ORGANIZATION NAME:**
- **EIN:** 510318674
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05742
- **FILM NUMBER:** 251338921

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

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

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

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

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

## Series and Classes Contracts Data

### BlackRock Global Equity Market Neutral Fund (Series ID: S000039460)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000121567 | Institutional Shares |  |
| C000121568 | Investor A Shares    |  |
| C000121569 | Investor C Shares    |  |
| C000166017 | Class K              |  |

## Nport-Ex

July 31, 2025

2025 Quarterly Report <br>&nbsp;&nbsp;&nbsp;&nbsp;(Unaudited)<br>

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

---

| |
|:---|
| **BlackRock Funds**<sup>SM</sup> |
| • BlackRock Global Equity Market Neutral Fund |

---

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

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

------

Schedule of Investments (unaudited)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

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

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

---

| | | |
|:---|:---|:---|
| *Security* | <br>*Shares*<br>| *Value* |
| **Common Stocks** | **Common Stocks** | **Common Stocks** |
| **Australia — 0.0%** | **Australia — 0.0%** |  |
| Virgin Australia Holdings Ltd.<sup>(a)</sup> | 1371516 | &nbsp;&nbsp; $2776425 |
| **Cayman Islands — 0.1%** | **Cayman Islands — 0.1%** |  |
| Accelerant Holdings, Class A<sup>(a)</sup> | 239534 | &nbsp;&nbsp; 6596766 |
| **China**<sup>(a)</sup> **— 0.3%** | **China**<sup>(a)</sup> **— 0.3%** |  |
| Contemporary Amperex Technology Co. Ltd., Class H | 170400 | &nbsp;&nbsp; 8817386 |
| Jiangsu Hengrui Pharmaceuticals Co. Ltd., Class H | 655600 | &nbsp;&nbsp; 6585231 |
| Lens Technology Co. Ltd., Class H | 630600 | &nbsp;&nbsp; 1601804 |
| Nanjing Leads Biolabs Co. Ltd., Class H | 66200 | &nbsp;&nbsp; 608450 |
| Zhejiang Sanhua Intelligent Controls Co. Ltd., Class H | 908900 | &nbsp;&nbsp; 3027737 |
|  |  | &nbsp;&nbsp; 20640608 |
| **Israel — 0.3%** | **Israel — 0.3%** |  |
| Etoro Group Ltd., Class A<sup>(a)</sup> | 257021 | &nbsp;&nbsp; 15410979 |
| **Thailand — 0.1%** | **Thailand — 0.1%** |  |
| IFBH Ltd.<sup>(a)</sup> | 632600 | &nbsp;&nbsp; 2949447 |
| **United States — 1.6%** | **United States — 1.6%** |  |
| Caris Life Sciences, Inc.<sup>(a)</sup> | 32517 | &nbsp;&nbsp; 913077 |
| Chime Financial, Inc., Class A<sup>(a)</sup> | 151452 | &nbsp;&nbsp; 5211463 |
| Citigroup, Inc. | 255000 | &nbsp;&nbsp; 23893500 |
| Figma, Inc., Class A<sup>(a)</sup> | 23240 | &nbsp;&nbsp; 2684220 |
| Hinge Health, Inc., Class A<sup>(a)</sup> | 111670 | &nbsp;&nbsp; 5019567 |
| MNTN, Inc., Class A<sup>(a)</sup> | 121634 | &nbsp;&nbsp; 3425214 |
| Netflix, Inc.<sup>(a)</sup> | 27000 | &nbsp;&nbsp; 31303800 |
| NIQ Global Intelligence PLC<sup>(a)</sup> | 222000 | &nbsp;&nbsp; 4093680 |
| Palantir Technologies, Inc., Class A<sup>(a)</sup> | 4 | &nbsp;&nbsp; 633 |
| Procter & Gamble Co. | 74000 | &nbsp;&nbsp; 11134780 |
| Slide Insurance Holdings, Inc.<sup>(a)</sup> | 260878 | &nbsp;&nbsp; 4904507 |
| Voyager Technologies, Inc., Class A<sup>(a)</sup> | 8962 | &nbsp;&nbsp; 358659 |
|  |  | &nbsp;&nbsp; 92943100 |
| **Total Common Stocks — 2.4%** <br>**(Cost: $92,802,498)** | **Total Common Stocks — 2.4%** <br>**(Cost: $92,802,498)** | &nbsp;&nbsp; 141317325 |
| **Preferred Securities** | **Preferred Securities** | **Preferred Securities** |
| **Preferred Stocks — 0.0%**<sup>(a)(b)</sup> | **Preferred Stocks — 0.0%**<sup>(a)(b)</sup> | **Preferred Stocks — 0.0%**<sup>(a)(b)</sup> |
| **United States — 0.0%** | **United States — 0.0%** |  |
| AliphCom |  |  |
| &nbsp;&nbsp;&nbsp; Series 6, (Acquired 12/15/15, Cost: $0)<sup>(c)</sup> | 8264 | &nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Series 8 | 823530 | &nbsp;&nbsp; 8 |
| &nbsp;&nbsp;&nbsp; Illumio, Inc., Series C, (Acquired 03/10/15, Cost: <br> $1,500,001)<sup>(c)</sup><br>| 466730 | &nbsp;&nbsp; 2497006 |
|  |  | &nbsp;&nbsp; 2497014 |
| **Total Preferred Securities — 0.0%** <br>**(Cost: $3,250,010)** | **Total Preferred Securities — 0.0%** <br>**(Cost: $3,250,010)** | &nbsp;&nbsp; 2497014 |

---

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par* <br>*(000)*<br>| *Value* |
| **U.S. Treasury Obligations** | **U.S. Treasury Obligations** | **U.S. Treasury Obligations** |
| U.S. Treasury Notes<sup>(e)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. U.S. Treasury money market yield + 0.10%), <br> 4.38%, 01/31/27<sup>(d)</sup><br>| 87885 | &nbsp;&nbsp; $87867851 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. U.S. Treasury money market yield + 0.16%), <br> 4.44%, 07/31/27<br>| 30000 | &nbsp;&nbsp; 30036100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. U.S. Treasury money market yield + 0.25%), <br> 4.50%, 01/31/26<br>| 47165 | &nbsp;&nbsp; 47211656 |
| **Total U.S. Treasury Obligations — 2.8%** <br>**(Cost: $165,055,622)** | **Total U.S. Treasury Obligations — 2.8%** <br>**(Cost: $165,055,622)** | &nbsp;&nbsp; 165115607 |
| **Total Long-Term Investments — 5.2%** <br>**(Cost: $261,108,130)** | **Total Long-Term Investments — 5.2%** <br>**(Cost: $261,108,130)** | &nbsp;&nbsp; 308929946 |

---

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

---

| | | |
|:---|:---|:---|
|  | <br>*Shares*<br>|  |
| **Short-Term Securities** | **Short-Term Securities** | **Short-Term Securities** |
| **Money Market Funds — 0.1%** | **Money Market Funds — 0.1%** |  |
| &nbsp;&nbsp;&nbsp; BlackRock Liquidity Funds, T-Fund, Institutional Shares, <br> 4.20%<sup>(f)(g)</sup><br>| 4370994 | &nbsp;&nbsp; 4370994 |

---

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

---

| | | |
|:---|:---|:---|
|  | *Par* <br>*(000)*<br>|  |
| **U.S. Government Sponsored Agency Securities — 0.5%** | **U.S. Government Sponsored Agency Securities — 0.5%** |  |
| Federal Home Loan Bank |  |  |
| &nbsp;&nbsp;&nbsp; 0.01%, 12/02/25 | 12855 | &nbsp;&nbsp; 12855000 |
| &nbsp;&nbsp;&nbsp; 1.00%, 12/03/25 | 19285 | &nbsp;&nbsp; 19285000 |
|  |  | &nbsp;&nbsp; 32140000 |
| **U.S. Treasury Obligations — 93.9%** | **U.S. Treasury Obligations — 93.9%** |  |
| U.S. Treasury Bills |  |  |
| &nbsp;&nbsp;&nbsp; 4.28%, 08/05/25<sup>(h)</sup> | $15800 | &nbsp;&nbsp; 15792422 |
| &nbsp;&nbsp;&nbsp; 4.43%, 08/07/25<sup>(h)</sup> | 79900 | &nbsp;&nbsp; 79843160 |
| &nbsp;&nbsp;&nbsp; 4.34%, 08/12/25<sup>(h)</sup> | 156230 | &nbsp;&nbsp; 156025925 |
| &nbsp;&nbsp;&nbsp; 4.41%, 08/14/25<sup>(h)</sup> | 170810 | &nbsp;&nbsp; 170545927 |
| &nbsp;&nbsp;&nbsp; 4.39%, 08/19/25<sup>(h)</sup> | 180300 | &nbsp;&nbsp; 179913617 |
| &nbsp;&nbsp;&nbsp; 4.34%, 08/21/25<sup>(h)</sup> | 367000 | &nbsp;&nbsp; 366124092 |
| &nbsp;&nbsp;&nbsp; 4.40%, 08/26/25<sup>(h)</sup> | 219105 | &nbsp;&nbsp; 218451132 |
| &nbsp;&nbsp;&nbsp; 4.34%, 08/28/25<sup>(h)</sup> | 341800 | &nbsp;&nbsp; 340700898 |
| &nbsp;&nbsp;&nbsp; 4.36%, 09/02/25<sup>(h)</sup> | 357200 | &nbsp;&nbsp; 355842322 |
| &nbsp;&nbsp;&nbsp; 4.33%, 09/04/25<sup>(h)</sup> | 504100 | &nbsp;&nbsp; 502063743 |
| &nbsp;&nbsp;&nbsp; 4.35%, 09/09/25<sup>(h)</sup> | 384378 | &nbsp;&nbsp; 382595659 |
| &nbsp;&nbsp;&nbsp; 4.33%, 09/11/25<sup>(h)</sup> | 100000 | &nbsp;&nbsp; 99511701 |
| &nbsp;&nbsp;&nbsp; 4.35%, 09/16/25<sup>(h)</sup> | 502100 | &nbsp;&nbsp; 499362410 |
| &nbsp;&nbsp;&nbsp; 4.34%, 09/18/25<sup>(h)</sup> | 244335 | &nbsp;&nbsp; 242945848 |
| &nbsp;&nbsp;&nbsp; 4.35%, 09/23/25<sup>(h)</sup> | 257000 | &nbsp;&nbsp; 255377777 |
| &nbsp;&nbsp;&nbsp; 4.26%, 09/25/25<sup>(h)</sup> | 22392 | &nbsp;&nbsp; 22244219 |
| &nbsp;&nbsp;&nbsp; 4.32%, 09/30/25<sup>(h)</sup> | 161822 | &nbsp;&nbsp; 160680759 |
| &nbsp;&nbsp;&nbsp; 4.34%, 10/02/25<sup>(h)</sup> | 209455 | &nbsp;&nbsp; 207922236 |
| &nbsp;&nbsp;&nbsp; 4.33%, 10/07/25<sup>(h)</sup> | 104000 | &nbsp;&nbsp; 103177063 |
| &nbsp;&nbsp;&nbsp; 4.32%, 10/14/25<sup>(h)</sup> | 93500 | &nbsp;&nbsp; 92685312 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/23/25<sup>(h)</sup> | 5200 | &nbsp;&nbsp; 5149152 |
| &nbsp;&nbsp;&nbsp; 4.31%, 10/28/25<sup>(h)</sup> | 41900 | &nbsp;&nbsp; 41466088 |
| &nbsp;&nbsp;&nbsp; 4.24%, 10/30/25<sup>(h)</sup> | 27600 | &nbsp;&nbsp; 27307474 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/04/25<sup>(h)</sup> | 30000 | &nbsp;&nbsp; 29666006 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **U.S. Treasury Obligations (continued)** | **U.S. Treasury Obligations (continued)** |  |
| U.S. Treasury Bills (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.23%, 11/06/25<sup>(h)</sup> | 13173 | &nbsp;&nbsp; $13023934 |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/12/25<sup>(h)</sup> | 196300 | &nbsp;&nbsp; 193921939 |
| &nbsp;&nbsp;&nbsp; 4.34%, 11/18/25 | 5200 | &nbsp;&nbsp; 5133303 |
| &nbsp;&nbsp;&nbsp; 4.34%, 11/25/25<sup>(h)</sup> | 63156 | &nbsp;&nbsp; 62294732 |
| &nbsp;&nbsp;&nbsp; 4.31%, 11/28/25<sup>(h)</sup> | 27500 | &nbsp;&nbsp; 27117057 |
| &nbsp;&nbsp;&nbsp; 4.33%, 12/02/25<sup>(h)</sup> | 49895 | &nbsp;&nbsp; 49197971 |
| &nbsp;&nbsp;&nbsp; 4.30%, 12/04/25<sup>(h)</sup> | 30677 | &nbsp;&nbsp; 30230488 |
| &nbsp;&nbsp;&nbsp; 4.30%, 12/11/25<sup>(h)</sup> | 37800 | &nbsp;&nbsp; 37223978 |
| &nbsp;&nbsp;&nbsp; 4.30%, 12/18/25<sup>(h)</sup> | 53000 | &nbsp;&nbsp; 52146349 |
| &nbsp;&nbsp;&nbsp; 4.26%, 12/26/25<sup>(h)</sup> | 59100 | &nbsp;&nbsp; 58090959 |
| &nbsp;&nbsp;&nbsp; 4.27%, 01/15/26<sup>(h)</sup> | 10300 | &nbsp;&nbsp; 10101821 |
| &nbsp;&nbsp;&nbsp; 4.26%, 01/22/26<sup>(h)</sup> | 5200 | &nbsp;&nbsp; 5096002 |
| &nbsp;&nbsp;&nbsp; 4.27%, 01/29/26<sup>(h)</sup> | 10800 | &nbsp;&nbsp; 10575741 |
| &nbsp;&nbsp;&nbsp; 4.14%, 03/19/26<sup>(h)</sup> | 60200 | &nbsp;&nbsp; 58640498 |
| &nbsp;&nbsp;&nbsp; 4.11%, 05/14/26<sup>(h)</sup> | 36147 | &nbsp;&nbsp; 34993421 |
| &nbsp;&nbsp;&nbsp; 4.12%, 06/11/26<sup>(h)</sup> | 38251 | &nbsp;&nbsp; 36923955 |
| U.S. Treasury Notes |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. U.S. Treasury money market yield + 0.17%), <br> 4.48%, 10/31/25<sup>(e)</sup><br>| 15182 | &nbsp;&nbsp; 15187848 |
| &nbsp;&nbsp;&nbsp; 4.44%, 11/30/25 | 1100 | &nbsp;&nbsp; 1085554 |
| &nbsp;&nbsp;&nbsp; 4.21%, 12/31/25 | 2800 | &nbsp;&nbsp; 2798895 |
| &nbsp;&nbsp;&nbsp; 4.11%, 02/28/26 | 2400 | &nbsp;&nbsp; 2347519 |
| &nbsp;&nbsp;&nbsp; 4.12%, 02/28/26 | 2900 | &nbsp;&nbsp; 2904599 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. U.S. Treasury money market yield + 0.15%), <br> 4.43%, 04/30/26<sup>(e)</sup><br>| 20300 | &nbsp;&nbsp; 20315665 |
| &nbsp;&nbsp;&nbsp; 4.02%, 05/15/26 | 5800 | &nbsp;&nbsp; 5685614 |
| &nbsp;&nbsp;&nbsp; 4.16%, 06/30/26 | 7700 | &nbsp;&nbsp; 7727431 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. U.S. Treasury money market yield + 0.18%), <br> 4.49%, 07/31/26<sup>(d)(e)</sup><br>| 43370 | &nbsp;&nbsp; 43415929 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. U.S. Treasury money market yield + 0.21%), <br> 4.43%, 10/31/26<sup>(d)(e)</sup><br>| 40200 | &nbsp;&nbsp; 40243894 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. U.S. Treasury money market yield + 0.16%), <br> 4.44%, 04/30/27<sup>(d)(e)</sup><br>| 222520 | &nbsp;&nbsp; 222651534 |
|  |  | &nbsp;&nbsp; 5604471572 |
| **Total Short-Term Securities — 94.5%** <br>**(Cost: $5,641,040,221)** | **Total Short-Term Securities — 94.5%** <br>**(Cost: $5,641,040,221)** | &nbsp;&nbsp; 5640982566 |
| **Options Purchased — 0.1%** <br>**(Cost: $10,970,312)** | **Options Purchased — 0.1%** <br>**(Cost: $10,970,312)** | &nbsp;&nbsp; 6003430 |
| **Total Investments Before Options Written — 99.8%** <br>**(Cost: $5,913,118,663)** | **Total Investments Before Options Written — 99.8%** <br>**(Cost: $5,913,118,663)** | &nbsp;&nbsp; 5955915942 |
| **Options Written — (0.1)%** <br>**(Premiums Received: $(6115199))** | **Options Written — (0.1)%** <br>**(Premiums Received: $(6115199))** | &nbsp;&nbsp; (3078060)<br>|
| **Total Investments, Net of Options Written — 99.7%** <br>**(Cost: $5,907,003,464)** | **Total Investments, Net of Options Written — 99.7%** <br>**(Cost: $5,907,003,464)** | &nbsp;&nbsp; 5952837882 |
| **Other Assets Less Liabilities — 0.3%** | **Other Assets Less Liabilities — 0.3%** | &nbsp;&nbsp; 15233165 |
| **Net Assets — 100.0%** | **Net Assets — 100.0%** | &nbsp;&nbsp; $5968071047 |

---

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

<sup>(a)</sup> Non-income producing security.

<sup>(b)</sup> Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. 

<sup>(c)</sup> Restricted security as to resale, excluding 144A securities. The Fund held restricted securities with a current value of $2,497,006, representing less than 0.05% of its net assets as of period end, and an original cost of $1,500,001. 

<sup>(d)</sup> All or a portion of the security has been pledged as collateral in connection with outstanding OTC derivatives. 

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

<sup>(g)</sup> Annualized 7-day yield as of period end.

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

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

**Affiliates**

Investments in issuers considered to be affiliate(s) of the Fund during the period ended July 31, 2025 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at* <br>*04/30/25*<br>| *Purchases* <br>*at Cost*<br>| *Net* <br>*Realized* <br>*Gain (Loss)*<br>| *Change in* <br>*Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>| *Value at* <br>*07/31/25*<br>| *Shares* <br>*Held at* <br>*07/31/25*<br>| *Income* | *Capital Gain* <br>*Distributions* <br>*from* <br>*Underlying* <br>*Funds*<br>|
| BlackRock Liquidity Funds, T-Fund, Institutional Shares | $14564679 | $—<br> $(10193685 )<sup>(a)</sup><br>| &nbsp;&nbsp; $— | $— | $4370994 | 4370994 | $193784 | $— |

---

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

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

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

**Futures Contracts** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Description* | *Number of* <br>*Contracts*<br>| &nbsp;&nbsp;&nbsp; *Expiration* <br>*Date*<br>| &nbsp;&nbsp;&nbsp; *Notional* <br>*Amount (000)*<br>| &nbsp;&nbsp;&nbsp; *Value/* <br>*Unrealized* <br>*Appreciation* <br>&nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| Long Contracts  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; TOPIX Index | &nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp;&nbsp; 09/11/25 | &nbsp;&nbsp;&nbsp;&nbsp; $25143 | &nbsp;&nbsp;&nbsp;&nbsp; $134442 |
| &nbsp;&nbsp;&nbsp; S&P/TSE 60 Index | &nbsp;&nbsp; 355 | &nbsp;&nbsp;&nbsp;&nbsp; 09/18/25 | &nbsp;&nbsp;&nbsp;&nbsp; 83078 | &nbsp;&nbsp;&nbsp;&nbsp; 403598 |
| &nbsp;&nbsp;&nbsp; 10-Year U.S. Treasury Note | &nbsp;&nbsp; 3023 | &nbsp;&nbsp;&nbsp;&nbsp; 09/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; 335789 | &nbsp;&nbsp;&nbsp;&nbsp; 19229 |
| &nbsp;&nbsp;&nbsp; DAX Index | &nbsp;&nbsp; 132 | &nbsp;&nbsp;&nbsp;&nbsp; 09/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; 90691 | &nbsp;&nbsp;&nbsp;&nbsp; (905275)<br>|
| &nbsp;&nbsp;&nbsp; E-mini Russell 2000 Index | &nbsp;&nbsp; 5 | &nbsp;&nbsp;&nbsp;&nbsp; 09/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; 555 | &nbsp;&nbsp;&nbsp;&nbsp; (13812)<br>|
| &nbsp;&nbsp;&nbsp; Euro Stoxx 50 Index | &nbsp;&nbsp; 112 | &nbsp;&nbsp;&nbsp;&nbsp; 09/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; 6825 | &nbsp;&nbsp;&nbsp;&nbsp; (82036)<br>|
| &nbsp;&nbsp;&nbsp; FTSE/MIB Index | &nbsp;&nbsp; 258 | &nbsp;&nbsp;&nbsp;&nbsp; 09/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; 60520 | &nbsp;&nbsp;&nbsp;&nbsp; 1462406 |
| &nbsp;&nbsp;&nbsp; NASDAQ 100 E-Mini Index | &nbsp;&nbsp; 4 | &nbsp;&nbsp;&nbsp;&nbsp; 09/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1869 | &nbsp;&nbsp;&nbsp;&nbsp; 43887 |
| &nbsp;&nbsp;&nbsp; S&P 500 E-Mini Index | &nbsp;&nbsp; 1229 | &nbsp;&nbsp;&nbsp;&nbsp; 09/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; 391698 | &nbsp;&nbsp;&nbsp;&nbsp; 9887711 |
| &nbsp;&nbsp;&nbsp; S&P 500 Annual Dividend Index | &nbsp;&nbsp; 534 | &nbsp;&nbsp;&nbsp;&nbsp; 12/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; 10500 | &nbsp;&nbsp;&nbsp;&nbsp; 128697 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 11078847 |
| Short Contracts  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; CAC 40 Index | &nbsp;&nbsp; 1285 | &nbsp;&nbsp;&nbsp;&nbsp; 08/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 113822 | &nbsp;&nbsp;&nbsp;&nbsp; 1305677 |
| &nbsp;&nbsp;&nbsp; IBEX 35 Index | &nbsp;&nbsp; 265 | &nbsp;&nbsp;&nbsp;&nbsp; 08/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 43584 | &nbsp;&nbsp;&nbsp;&nbsp; (634432)<br>|
| &nbsp;&nbsp;&nbsp; OMX Stockholm 30 Index | &nbsp;&nbsp; 3563 | &nbsp;&nbsp;&nbsp;&nbsp; 08/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 93805 | &nbsp;&nbsp;&nbsp;&nbsp; (911037)<br>|
| &nbsp;&nbsp;&nbsp; CBOE Volatility Index | &nbsp;&nbsp; 2542 | &nbsp;&nbsp;&nbsp;&nbsp; 08/20/25 | &nbsp;&nbsp;&nbsp;&nbsp; 45646 | &nbsp;&nbsp;&nbsp;&nbsp; 4197326 |
| &nbsp;&nbsp;&nbsp; MSCI Singapore Index | &nbsp;&nbsp; 466 | &nbsp;&nbsp;&nbsp;&nbsp; 08/28/25 | &nbsp;&nbsp;&nbsp;&nbsp; 15095 | &nbsp;&nbsp;&nbsp;&nbsp; 204742 |
| &nbsp;&nbsp;&nbsp; 10-Year Japanese Government Treasury Bonds | &nbsp;&nbsp; 48 | &nbsp;&nbsp;&nbsp;&nbsp; 09/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; 43935 | &nbsp;&nbsp;&nbsp;&nbsp; (3581)<br>|
| &nbsp;&nbsp;&nbsp; SPI 200 Index | &nbsp;&nbsp; 64 | &nbsp;&nbsp;&nbsp;&nbsp; 09/18/25 | &nbsp;&nbsp;&nbsp;&nbsp; 8949 | &nbsp;&nbsp;&nbsp;&nbsp; (3688)<br>|
| &nbsp;&nbsp;&nbsp; FTSE 100 Index | &nbsp;&nbsp; 604 | &nbsp;&nbsp;&nbsp;&nbsp; 09/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; 72537 | &nbsp;&nbsp;&nbsp;&nbsp; (977165)<br>|
| &nbsp;&nbsp;&nbsp; 5-Year U.S. Treasury Note | &nbsp;&nbsp; 5675 | &nbsp;&nbsp;&nbsp;&nbsp; 09/30/25 | &nbsp;&nbsp;&nbsp;&nbsp; 614008 | &nbsp;&nbsp;&nbsp;&nbsp; 727257 |
| &nbsp;&nbsp;&nbsp; S&P 500 Annual Dividend Index | &nbsp;&nbsp; 84 | &nbsp;&nbsp;&nbsp;&nbsp; 12/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1653 | &nbsp;&nbsp;&nbsp;&nbsp; (12458)<br>|
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 3892641 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; $14971488 |

---

**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>|
| CHF | 15000 | EUR | 16182 | HSBC Bank PLC | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $46 |
| CHF | 1530000 | EUR | 1650322 | JPMorgan Chase Bank N.A. | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4995 |
| CHF | 2416000 | EUR | 2593257 | UBS AG | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22470 |
| EUR | 407617 | SEK | 4470000 | Morgan Stanley & Co. International PLC | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8610 |
| SEK | 21903000 | EUR | 1953740 | Barclays Bank PLC | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7691 |
| USD | 976348 | AUD | 1483000 | UBS AG | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22533 |
| USD | 1076012 | AUD | 1653000 | UBS AG | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12859 |
| USD | 642871 | CAD | 878000 | Citibank N.A. | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7755 |
| USD | 1645098 | CAD | 2237000 | Morgan Stanley & Co. International PLC | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26926 |
| USD | 327133 | EUR | 284000 | Barclays Bank PLC | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2087 |
| USD | 2219246 | EUR | 1885000 | Barclays Bank PLC | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61811 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

**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 | 54431 | EUR | 46000 | BNP Paribas SA | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1782 |
| USD | 92191 | EUR | 79000 | BNP Paribas SA | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1773 |
| USD | 739784 | EUR | 635000 | HSBC Bank PLC | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13009 |
| USD | 5923325 | EUR | 5163000 | HSBC Bank PLC | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14128 |
| USD | 6818905 | EUR | 5760000 | HSBC Bank PLC | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 226425 |
| USD | 58357406 | EUR | 49557000 | HSBC Bank PLC | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1638045 |
| USD | 52333 | EUR | 45000 | JPMorgan Chase Bank N.A. | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 829 |
| USD | 124374 | EUR | 106000 | JPMorgan Chase Bank N.A. | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3054 |
| USD | 484148 | EUR | 411000 | JPMorgan Chase Bank N.A. | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13747 |
| USD | 2292049 | EUR | 1952000 | JPMorgan Chase Bank N.A. | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57931 |
| USD | 66583295 | EUR | 56448000 | Morgan Stanley & Co. International PLC | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1976993 |
| USD | 1102602 | GBP | 826000 | JPMorgan Chase Bank N.A. | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11278 |
| USD | 1146132 | GBP | 834000 | Morgan Stanley & Co. International PLC | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44238 |
| USD | 940787 | GBP | 698000 | UBS AG | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18578 |
| USD | 16295488 | JPY | 2382757000 | Barclays Bank PLC | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 417160 |
| USD | 2021679 | JPY | 295323000 | HSBC Bank PLC | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53691 |
| USD | 4668011 | JPY | 690968000 | JPMorgan Chase Bank N.A. | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63506 |
| USD | 826320 | JPY | 118254000 | Morgan Stanley & Co. International PLC | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38294 |
| USD | 1322111 | JPY | 188462000 | Morgan Stanley & Co. International PLC | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66229 |
| USD | 899263 | SGD | 1141000 | Bank of America N.A. | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17515 |
| USD | 1218723 | SGD | 1559000 | HSBC Bank PLC | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13951 |
| USD | 986356 | ZAR | 17758000 | Barclays Bank PLC | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14463 |
| USD | 653690 | ZAR | 11693000 | Morgan Stanley & Co. International PLC | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13734 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4898136 |
| AUD | 659000 | USD | 429959 | JPMorgan Chase Bank N.A. | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6113)<br>|
| CAD | 467000 | USD | 341610 | BNP Paribas SA | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3797)<br>|
| EUR | 1146177 | CHF | 1068000 | HSBC Bank PLC | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10138)<br>|
| EUR | 1663651 | CHF | 1544000 | Morgan Stanley & Co. International PLC | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7069)<br>|
| EUR | 3368354 | CHF | 3132000 | Morgan Stanley & Co. International PLC | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (21614)<br>|
| EUR | 459846 | SEK | 5189000 | Bank of America N.A. | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5269)<br>|
| EUR | 1846844 | SEK | 20644000 | Bank of America N.A. | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1062)<br>|
| EUR | 1720360 | SEK | 19241000 | Morgan Stanley & Co. International PLC | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2099)<br>|
| EUR | 10525000 | USD | 12392251 | Bank of America N.A. | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (346096)<br>|
| EUR | 71801000 | USD | 84269962 | Bank of America N.A. | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2091726)<br>|
| EUR | 150000 | USD | 171819 | Barclays Bank PLC | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (139)<br>|
| EUR | 272000 | USD | 316409 | Barclays Bank PLC | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5097)<br>|
| EUR | 98000 | USD | 115764 | BNP Paribas SA | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3600)<br>|
| EUR | 99000 | USD | 114696 | BNP Paribas SA | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1387)<br>|
| EUR | 186000 | USD | 219785 | BNP Paribas SA | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6903)<br>|
| EUR | 343000 | USD | 404716 | BNP Paribas SA | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12143)<br>|
| EUR | 1277000 | USD | 1499679 | BNP Paribas SA | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (38117)<br>|
| EUR | 124711000 | USD | 143351428 | Citibank N.A. | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (616230)<br>|
| EUR | 175000 | USD | 206266 | HSBC Bank PLC | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5974)<br>|
| EUR | 176000 | USD | 207052 | HSBC Bank PLC | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5615)<br>|
| EUR | 204000 | USD | 238689 | HSBC Bank PLC | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5205)<br>|
| EUR | 262000 | USD | 308543 | HSBC Bank PLC | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8677)<br>|
| EUR | 264000 | USD | 312950 | HSBC Bank PLC | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10795)<br>|
| EUR | 684491 | USD | 787046 | HSBC Bank PLC | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3627)<br>|
| EUR | 1961000 | USD | 2296403 | Morgan Stanley & Co. International PLC | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (51984)<br>|
| GBP | 540000 | USD | 723336 | BNP Paribas SA | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9879)<br>|
| JPY | 4240312715 | USD | 29579871 | Barclays Bank PLC | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1323076)<br>|
| JPY | 176405000 | USD | 1200976 | BNP Paribas SA | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25440)<br>|
| JPY | 41544000 | USD | 281034 | JPMorgan Chase Bank N.A. | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4192)<br>|
| JPY | 138553000 | USD | 938518 | JPMorgan Chase Bank N.A. | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15222)<br>|
| SEK | 9779000 | EUR | 878415 | Morgan Stanley & Co. International PLC | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3583)<br>|
| SGD | 586000 | USD | 457981 | Barclays Bank PLC | 09/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5129)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4656997)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $241139 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

**Exchange-Traded Options Purchased** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Description* | *Number of* <br>*Contracts*<br>| &nbsp;&nbsp; *Expiration* <br>*Date*<br>| *Exercise Price* | *Exercise Price* | &nbsp;&nbsp;&nbsp; *Notional* <br>*Amount (000)* | &nbsp;&nbsp;&nbsp; *Notional* <br>*Amount (000)* | *Value* |
| Call  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; SPX Volatility Index | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 08/20/25 | USD | 25.00 | USD | 83600 | &nbsp;&nbsp;&nbsp;&nbsp; $4250000 |
| &nbsp;&nbsp;&nbsp; Russell 2000 Index | &nbsp;&nbsp; 1354 | &nbsp;&nbsp;&nbsp;&nbsp; 08/29/25 | USD | 2335.00 | USD | 299457 | &nbsp;&nbsp;&nbsp;&nbsp; 1753430 |
|  |  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; $6003430 |

---

**Exchange-Traded Options Written** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Description* | *Number of* <br>*Contracts*<br>| &nbsp;&nbsp; *Expiration* <br>*Date*<br>| *Exercise Price* | *Exercise Price* | &nbsp;&nbsp;&nbsp; *Notional* <br>*Amount (000)* | &nbsp;&nbsp;&nbsp; *Notional* <br>*Amount (000)* | *Value* |
| Call  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; SPX Volatility Index | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 08/20/25 | USD | 30.00 | USD | 83600 | &nbsp;&nbsp;&nbsp;&nbsp; $(2550000)<br>|
| &nbsp;&nbsp;&nbsp; Russell 2000 Index | &nbsp;&nbsp; 1354 | &nbsp;&nbsp;&nbsp;&nbsp; 08/29/25 | USD | 2415.00 | USD | 299457 | &nbsp;&nbsp;&nbsp;&nbsp; (528060)<br>|
|  |  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; $(3078060)<br>|

---

**OTC Total Return Swaps** 

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Paid by the Fund | Paid by the Fund | Received by the Fund | Received by the Fund |  |  |  |  |  |  |  |  |
| *Rate/Reference* | *Frequency* | *Rate/Reference* | *Frequency* | *Counterparty* | *Effective* <br>*Date*<br>| *Termination* <br>*Date*<br>| *Notional* <br>*Amount (000)* | *Notional* <br>*Amount (000)* | *Value* | *Upfront* <br>*Premium* <br>*Paid* <br>*(Received)*<br>| *Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>|
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; Amsterdam Index <br> Future August <br> 2025<br>| At Termination | HSBC Bank PLC | N/A | 08/15/25 | EUR | 7928 | $(27129)<br>| $— | $(27129)<br>|
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; Amsterdam Index <br> Future August <br> 2025<br>| At Termination | HSBC Bank PLC | N/A | 08/15/25 | EUR | 9280 | (135922)<br>|  | (135922)<br>|
| &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| At Termination | &nbsp;&nbsp;&nbsp; Goldman Sachs <br> Most Shorted <br> Rolling Index<br>| At Termination | &nbsp;&nbsp;&nbsp; Goldman Sachs <br> International<br>| N/A | 08/28/25 | USD | 34881 | (2870)<br>|  | (2870)<br>|
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; Swiss Market Index <br> Future <br> September 2025<br>| At Termination | HSBC Bank PLC | N/A | 09/19/25 | CHF | 8390 | (146990)<br>|  | (146990)<br>|
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; Swiss Market Index <br> Future <br> September 2025<br>| At Termination | HSBC Bank PLC | N/A | 09/19/25 | CHF | 8031 | (141802)<br>|  | (141802)<br>|
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; Swiss Market Index <br> Future <br> September 2025<br>| At Termination | HSBC Bank PLC | N/A | 09/19/25 | CHF | 2245 | (595)<br>|  | (595)<br>|
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; Swiss Market Index <br> Future <br> September 2025<br>| At Termination | HSBC Bank PLC | N/A | 09/19/25 | CHF | 4899 | (67220)<br>|  | (67220)<br>|
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; Swiss Market Index <br> Future <br> September 2025<br>| At Termination | HSBC Bank PLC | N/A | 09/19/25 | CHF | 1802 | (36081)<br>|  | (36081)<br>|
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; Swiss Market Index <br> Future <br> September 2025<br>| At Termination | HSBC Bank PLC | N/A | 09/19/25 | CHF | 5505 | (86354)<br>|  | (86354)<br>|
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; Swiss Market Index <br> Future <br> September 2025<br>| At Termination | HSBC Bank PLC | N/A | 09/19/25 | CHF | 1076 | (15932)<br>|  | (15932)<br>|
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; Swiss Market Index <br> Future <br> September 2025<br>| At Termination | HSBC Bank PLC | N/A | 09/19/25 | CHF | 1549 | (16577)<br>|  | (16577)<br>|
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; Swiss Market Index <br> Future <br> September 2025<br>| At Termination | HSBC Bank PLC | N/A | 09/19/25 | CHF | 2256 | (14327)<br>|  | (14327)<br>|
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; Swiss Market Index <br> Future <br> September 2025<br>| At Termination | HSBC Bank PLC | N/A | 09/19/25 | CHF | 3123 | (62710)<br>|  | (62710)<br>|

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

**OTC Total Return Swaps (continued)**

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Paid by the Fund | Paid by the Fund | Received by the Fund | Received by the Fund |  |  |  |  |  |  |  |  |
| *Rate/Reference* | *Frequency* | *Rate/Reference* | *Frequency* | *Counterparty* | *Effective*<br> *Date*<br>| *Termination*<br> *Date*<br>| *Notional*<br> *Amount (000)* | *Notional*<br> *Amount (000)* | *Value* | *Upfront*<br> *Premium*<br> *Paid*<br> *(Received)*<br>| *Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; Swiss Market Index <br> Future <br> September 2025<br>| At Termination | HSBC Bank PLC | N/A | 09/19/25 | CHF | 840 | $(15790)<br>| $— | $(15790)<br>|
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; Swiss Market Index <br> Future <br> September 2025<br>| At Termination | HSBC Bank PLC | N/A | 09/19/25 | CHF | 2395 | (39296)<br>|  | (39296)<br>|
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; Swiss Market Index <br> Future <br> September 2025<br>| At Termination | HSBC Bank PLC | N/A | 09/19/25 | CHF | 8346 | (92458)<br>|  | (92458)<br>|
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; FTSE 100 Dividend <br> Index Future <br> December 2025<br>| At Termination | HSBC Bank PLC | N/A | 12/18/25 | GBP | 2803 | (38551)<br>|  | (38551)<br>|
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; FTSE 100 Dividend <br> Index Future <br> December 2025<br>| At Termination | HSBC Bank PLC | N/A | 12/18/25 | GBP | 1194 | (7174)<br>|  | (7174)<br>|
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; FTSE 100 Dividend <br> Index Future <br> December 2025<br>| At Termination | HSBC Bank PLC | N/A | 12/18/25 | GBP | 1210 | (3593)<br>|  | (3593)<br>|
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; FTSE 100 Dividend <br> Index Future <br> December 2025<br>| At Termination | &nbsp;&nbsp;&nbsp; Morgan Stanley & <br> Co. International <br> PLC<br>| N/A | 12/18/25 | GBP | 1080 | (23605)<br>|  | (23605)<br>|
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; FTSE 100 Dividend <br> Index Future <br> December 2025<br>| At Termination | &nbsp;&nbsp;&nbsp; Morgan Stanley & <br> Co. International <br> PLC<br>| N/A | 12/18/25 | GBP | 1018 | (6379)<br>|  | (6379)<br>|
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; FTSE 100 Dividend <br> Index Future <br> December 2025<br>| At Termination | &nbsp;&nbsp;&nbsp; Morgan Stanley & <br> Co. International <br> PLC<br>| N/A | 12/18/25 | GBP | 1327 | 8793 |  | 8793 |
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; Euro Stoxx <br> 50 Dividend <br> Future <br> December 2025<br>| At Termination | HSBC Bank PLC | N/A | 12/19/25 | EUR | 3215 | (1834)<br>|  | (1834)<br>|
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; Euro Stoxx <br> 50 Dividend <br> Future <br> December 2025<br>| At Termination | HSBC Bank PLC | N/A | 12/19/25 | EUR | 1468 | (1854)<br>|  | (1854)<br>|
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; Euro Stoxx <br> 50 Dividend <br> Future <br> December 2025<br>| At Termination | HSBC Bank PLC | N/A | 12/19/25 | EUR | 1189 | (2321)<br>|  | (2321)<br>|
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; Euro Stoxx <br> 50 Dividend <br> Future <br> December 2025<br>| At Termination | &nbsp;&nbsp;&nbsp; Morgan Stanley & <br> Co. International <br> PLC<br>| N/A | 12/19/25 | EUR | 264 | 195 |  | 195 |
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; Euro Stoxx <br> 50 Dividend <br> Future <br> December 2025<br>| At Termination | &nbsp;&nbsp;&nbsp; Morgan Stanley & <br> Co. International <br> PLC<br>| N/A | 12/19/25 | EUR | 1160 | 11802 |  | 11802 |
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; Euro Stoxx <br> 50 Dividend <br> Future <br> December 2025<br>| At Termination | &nbsp;&nbsp;&nbsp; Morgan Stanley & <br> Co. International <br> PLC<br>| N/A | 12/19/25 | EUR | 1582 | 37483 |  | 37483 |
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; Nikkei Dividend <br> XSIM Future <br> December 2025<br>| At Termination | BNP Paribas SA | N/A | 03/31/26 | JPY | 133285 | 133680 |  | 133680 |
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; Nikkei Dividend <br> XSIM Future <br> December 2025<br>| At Termination | BNP Paribas SA | N/A | 03/31/26 | JPY | 321640 | 169947 |  | 169947 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

**OTC Total Return Swaps (continued)**

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Paid by the Fund | Paid by the Fund | Received by the Fund | Received by the Fund |  |  |  |  |  |  |  |  |
| *Rate/Reference* | *Frequency* | *Rate/Reference* | *Frequency* | *Counterparty* | *Effective*<br> *Date*<br>| *Termination*<br> *Date*<br>| *Notional*<br> *Amount (000)* | *Notional*<br> *Amount (000)* | *Value* | *Upfront*<br> *Premium*<br> *Paid*<br> *(Received)*<br>| *Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; Nikkei Dividend <br> XSIM Future <br> December 2025<br>| At Termination | BNP Paribas SA | N/A | 03/31/26 | JPY | 194000 | $52387 | $— | $52387 |
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; Nikkei Dividend <br> XSIM Future <br> December 2025<br>| At Termination | BNP Paribas SA | N/A | 03/31/26 | JPY | 527800 | (18966)<br>|  | (18966)<br>|
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; Nikkei Dividend <br> XSIM Future <br> December 2025<br>| At Termination | BNP Paribas SA | N/A | 03/31/26 | JPY | 263340 | 21008 |  | 21008 |
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; Nikkei Dividend <br> XSIM Future <br> December 2025<br>| At Termination | &nbsp;&nbsp;&nbsp; JPMorgan Chase <br> Bank N.A.<br>| N/A | 03/31/26 | JPY | 194400 | (3820)<br>|  | (3820)<br>|
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; FTSE 100 Dividend <br> Index Future <br> December 2026<br>| At Termination | HSBC Bank PLC | N/A | 12/17/26 | GBP | 2821 | 177365 |  | 177365 |
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; FTSE 100 Dividend <br> Index Future <br> December 2026<br>| At Termination | HSBC Bank PLC | N/A | 12/17/26 | GBP | 1054 | 40458 |  | 40458 |
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; FTSE 100 Dividend <br> Index Future <br> December 2026<br>| At Termination | HSBC Bank PLC | N/A | 12/17/26 | GBP | 1102 | 25825 |  | 25825 |
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; FTSE 100 Dividend <br> Index Future <br> December 2026<br>| At Termination | &nbsp;&nbsp;&nbsp; Morgan Stanley & <br> Co. International <br> PLC<br>| N/A | 12/17/26 | GBP | 415 | 26534 |  | 26534 |
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; FTSE 100 Dividend <br> Index Future <br> December 2026<br>| At Termination | &nbsp;&nbsp;&nbsp; Morgan Stanley & <br> Co. International <br> PLC<br>| N/A | 12/17/26 | GBP | 1251 | 39224 |  | 39224 |
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; FTSE 100 Dividend <br> Index Future <br> December 2026<br>| At Termination | &nbsp;&nbsp;&nbsp; Morgan Stanley & <br> Co. International <br> PLC<br>| N/A | 12/17/26 | GBP | 1016 | 46021 |  | 46021 |
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; Euro Stoxx <br> 50 Dividend <br> Future <br> December 2026<br>| At Termination | HSBC Bank PLC | N/A | 12/18/26 | EUR | 3322 | 68596 |  | 68596 |
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; Euro Stoxx <br> 50 Dividend <br> Future <br> December 2026<br>| At Termination | HSBC Bank PLC | N/A | 12/18/26 | EUR | 1527 | 33798 |  | 33798 |
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; Euro Stoxx <br> 50 Dividend <br> Future <br> December 2026<br>| At Termination | HSBC Bank PLC | N/A | 12/18/26 | EUR | 1215 | 26901 |  | 26901 |
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; Euro Stoxx <br> 50 Dividend <br> Future <br> December 2026<br>| At Termination | &nbsp;&nbsp;&nbsp; Morgan Stanley & <br> Co. International <br> PLC<br>| N/A | 12/18/26 | EUR | 190 | 894 |  | 894 |
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; Euro Stoxx <br> 50 Dividend <br> Future <br> December 2026<br>| At Termination | &nbsp;&nbsp;&nbsp; Morgan Stanley & <br> Co. International <br> PLC<br>| N/A | 12/18/26 | EUR | 1458 | (33366)<br>|  | (33366)<br>|
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; Euro Stoxx <br> 50 Dividend <br> Future <br> December 2026<br>| At Termination | &nbsp;&nbsp;&nbsp; Morgan Stanley & <br> Co. International <br> PLC<br>| N/A | 12/18/26 | EUR | 1145 | (20431)<br>|  | (20431)<br>|
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; Nikkei Dividend <br> XSIM Future <br> March 2027<br>| At Termination | BNP Paribas SA | N/A | 03/31/27 | JPY | 595840 | 236366 |  | 236366 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

**OTC Total Return Swaps (continued)**

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Paid by the Fund | Paid by the Fund | Received by the Fund | Received by the Fund |  |  |  |  |  |  |  |  |
| *Rate/Reference* | *Frequency* | *Rate/Reference* | *Frequency* | *Counterparty* | *Effective*<br> *Date*<br>| *Termination*<br> *Date*<br>| *Notional*<br> *Amount (000)* | *Notional*<br> *Amount (000)* | *Value* | *Upfront*<br> *Premium*<br> *Paid*<br> *(Received)*<br>| *Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; Nikkei Dividend <br> XSIM Future <br> March 2027<br>| At Termination | BNP Paribas SA | N/A | 03/31/27 | JPY | 562320 | $238249 | $— | $238249 |
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; Nikkei Dividend <br> XSIM Future <br> March 2027<br>| At Termination | BNP Paribas SA | N/A | 03/31/27 | JPY | 199625 | 53714 |  | 53714 |
| Fixed, 0.00% | At Termination | &nbsp;&nbsp;&nbsp; Nikkei Dividend <br> XSIM Future <br> March 2027<br>| At Termination | &nbsp;&nbsp;&nbsp; JPMorgan Chase <br> Bank N.A.<br>| N/A | 03/31/27 | JPY | 252160 | 91034 |  | 91034 |
|  |  |  |  |  |  |  |  |  | $476327 | $— | $476327 |

---

**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> |
| 10X Genomics, Inc., Class A | Barclays Bank PLC | $9054472 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $320636 |
| 10X Genomics, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1158495 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 113485 |
| 1st Source Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2537010 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (118847)<br>|
| 1st Source Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4285065 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (200734)<br>|
| 4imprint Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6790695 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (207869)<br>|
| 4imprint Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6598904 | 04/24/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 21958 |
| 77 Bank Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2109259 | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 35780 |
| 77 Bank Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3613931 | 03/24/27 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; 61305 |
| 77 Bank Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 944241 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 16018 |
| A&D HOLON Holdings Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 770311 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (15467)<br>|
| A10 Networks, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10486973 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (228341)<br>|
| A2A SpA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3560084 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (84234)<br>|
| A2A SpA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20 | 03/22/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; — |
| A2A SpA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10 | 08/19/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; — |
| A2A SpA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2621400 | 08/19/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (62024)<br>|
| A2A SpA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 273438 | 12/08/25 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (6714)<br>|
| A2A SpA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12 | 04/18/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; — |
| A2A SpA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2775073 | 09/03/29 | 0.19% | 1D ESTR | Monthly  | &nbsp;&nbsp; (77412)<br>|
| ABB Ltd., Registered Shares | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3604612 | 08/17/26 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; 348338 |
| ABB Ltd., Registered Shares | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27705175 | 03/22/27 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; 2798436 |
| ABB Ltd., Registered Shares | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17650191 | 01/04/27 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; 520178 |
| ABB Ltd., Registered Shares | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22747705 | 01/06/27 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; 670410 |
| AbbVie, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5003321 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 51073 |
| Abercrombie & Fitch Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13339126 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 990323 |
| Aberdeen Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11229412 | 04/24/28 | 0.05% | 1D SONIA | Monthly  | &nbsp;&nbsp; 336060 |
| ABM Industries, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7784224 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (244091)<br>|
| ABM Industries, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 366742 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (13478)<br>|
| Academy Sports & Outdoors, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1127538 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (78724)<br>|
| Acadia Healthcare Co., Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14092359 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (908403)<br>|
| Acadian Asset Management, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8404504 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 706092 |
| Accel Entertainment, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 593904 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 36261 |
| Accel Entertainment, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1175427 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8284 |
| Accel Entertainment, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 123357 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 7532 |
| Accel Entertainment, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 350668 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 21410 |
| Accel Entertainment, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 208537 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 12732 |
| Accelleron Industries AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14746892 | 11/09/26 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; 1030304 |
| Accelleron Industries AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2878186 | 12/08/25 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; 907267 |
| Accelleron Industries AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2289474 | 12/08/25 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; 721692 |
| Accenture PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16374807 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (857098)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Acciona SA | BNP Paribas SA | $4363486 | 03/22/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; $(40430)<br>|
| ACI Worldwide, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 662829 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (18471)<br>|
| ACI Worldwide, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7530683 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (552545)<br>|
| &nbsp;&nbsp;&nbsp; ACS Actividades de Construccion y <br> Servicios SA<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11013756 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 484446 |
| &nbsp;&nbsp;&nbsp; ACS Actividades de Construccion y <br> Servicios SA<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15675116 | 04/18/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1322250 |
| &nbsp;&nbsp;&nbsp; ACS Actividades de Construccion y <br> Servicios SA<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6334968 | 09/03/29 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 209217 |
| Activia Properties, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3652361 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 46966 |
| ACV Auctions, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 153519 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (7667)<br>|
| Adastria Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143884 | 02/26/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1090 |
| AddTech AB | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3240456 | 08/17/26 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (40946)<br>|
| AddTech AB | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5988808 | 01/18/27 | 0.28% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (98499)<br>|
| AddTech AB | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12879833 | 08/17/26 | 0.25% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (565156)<br>|
| AddTech AB | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1130037 | 01/08/27 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (18586)<br>|
| Adidas AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5500239 | 01/06/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (883522)<br>|
| Adidas AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19532695 | 04/18/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (3782342)<br>|
| Adidas AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27376871 | 09/03/29 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (5301300)<br>|
| Adient PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1996699 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (70958)<br>|
| Adient PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10102212 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (328231)<br>|
| Adobe, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47215974 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2984744)<br>|
| Adtalem Global Education, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21893789 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (646311)<br>|
| ADTRAN Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4018873 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (55462)<br>|
| ADTRAN Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5224578 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (23367)<br>|
| Advanced Drainage Systems, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10203999 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 46389 |
| Advantest Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 327841 | 09/09/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (41895)<br>|
| AECOM | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9927552 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 26488 |
| AECOM | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11355420 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (31138)<br>|
| AECOM | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6924652 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (18988)<br>|
| AECOM | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7042949 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (134805)<br>|
| AECOM | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4436082 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (12164)<br>|
| Aecon Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1473495 | 12/08/25 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (23659)<br>|
| Aedas Homes SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4999750 | 12/08/25 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (405925)<br>|
| Aegon Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2823219 | 03/24/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 31362 |
| Aercap Holdings NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 626808 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (26958)<br>|
| Aflac, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 745953 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2029 |
| Ag Growth International, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 887167 | 02/15/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (8817)<br>|
| Ag Growth International, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1714962 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (41483)<br>|
| AGC, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2908776 | 09/09/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; 112729 |
| AGC, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4024281 | 01/07/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 92670 |
| AGC, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1928170 | 12/08/25 | 0.24% | 1D P TONA | Monthly  | &nbsp;&nbsp; 118268 |
| Ageas SA/NV | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37428638 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1320019 |
| Agilent Technologies, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1909702 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 31620 |
| AGL Energy Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 165750 | 02/15/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 2560 |
| AGL Energy Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3316702 | 09/09/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (58892)<br>|
| AGL Energy Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2400197 | 09/07/26 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 37071 |
| AGL Energy Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2606754 | 03/22/27 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 40261 |
| AGL Energy Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5117493 | 01/06/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; (99608)<br>|
| AGL Energy Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4154500 | 01/07/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; (80864)<br>|
| AGL Energy Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87432 | 04/18/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 465 |
| Agree Realty Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5934258 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (151366)<br>|

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| AIA Group Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $6293623 | 01/06/27 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; $348913 |
| AIA Group Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12718182 | 01/11/27 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; 518404 |
| AIB Group PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3875776 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 52621 |
| AIB Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1086128 | 06/17/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 42351 |
| Air Liquide SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8592168 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (6590)<br>|
| Air Liquide SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9002163 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 17613 |
| Airbnb, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18130137 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (909555)<br>|
| Airtel Africa PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16034000 | 01/04/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 1556515 |
| Aisan Industry Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 384942 | 03/24/27 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; (15692)<br>|
| Aisan Industry Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 222436 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (9068)<br>|
| Aisan Industry Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 285825 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (11652)<br>|
| Aisin Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98801 | 02/26/26 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 3467 |
| AIXTRON SE | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 729651 | 06/25/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (48626)<br>|
| AJ Bell PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6402902 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 181635 |
| AJ Bell PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 848827 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 26833 |
| Aker BP ASA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21802124 | 02/15/28 | 0.00% | NOWA | Monthly  | &nbsp;&nbsp; (479233)<br>|
| Aker BP ASA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14031172 | 02/15/28 | 0.26% | NOWA | Monthly  | &nbsp;&nbsp; (308029)<br>|
| Aker Solutions ASA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1414119 | 12/11/26 | 0.28% | NOWA | Monthly  | &nbsp;&nbsp; 12070 |
| Aker Solutions ASA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86832 | 04/24/28 | 0.25% | NOWA | Monthly  | &nbsp;&nbsp; (2055)<br>|
| Alamos Gold, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12562485 | 04/18/28 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; (839124)<br>|
| Alamos Gold, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14194314 | 09/04/29 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; (948123)<br>|
| Alarm.com Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13874587 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 167071 |
| Alarm.com Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2133670 | 12/08/25 | 0.19% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (90508)<br>|
| Alaska Air Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22860370 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (43084)<br>|
| Alaska Air Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13963101 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 342084 |
| Albemarle Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22204923 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4026686)<br>|
| Alfa Laval AB | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 171677 | 01/08/27 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 6502 |
| Alfa Laval AB | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4302863 | 04/18/28 | 0.16% | TN STIBOR | Monthly  | &nbsp;&nbsp; 54497 |
| Alfa Laval AB | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8983840 | 09/03/29 | 0.15% | TN STIBOR | Monthly  | &nbsp;&nbsp; 113784 |
| Alfresa Holdings Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1193056 | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 75641 |
| Alfresa Holdings Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1683110 | 03/24/27 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; 106712 |
| Alfresa Holdings Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1457877 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 92431 |
| Alfresa Holdings Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1436588 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 145655 |
| Alight, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19464362 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (767412)<br>|
| Align Technology, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7551457 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2531291)<br>|
| Alignment Healthcare, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20292471 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2381968 |
| Alkermes PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2701621 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (53972)<br>|
| Alkermes PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2353399 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (194702)<br>|
| Alkermes PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2086303 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (205222)<br>|
| Allegion plc | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1630173 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4968 |
| Allfunds Group Plc | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 349438 | 12/08/25 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (27947)<br>|
| Allianz SE | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 489066 | 01/06/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 2535 |
| Allient, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 494315 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 12704 |
| Allient, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 997591 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 25638 |
| Allient, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66142 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 1700 |
| Allient, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 426209 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 10953 |
| Allison Transmission Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4725354 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 57273 |
| Ally Financial, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7569825 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (82755)<br>|
| Alm Brand A/S | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 725186 | 02/26/26 | 0.26% | DESTR | Monthly  | &nbsp;&nbsp; (10909)<br>|
| Alpen Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 908405 | 02/26/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 3390 |
| Alpha Group International PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7140267 | 04/24/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 1442056 |
| Alpha Metallurgical Resources, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5984575 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 58484 |
| Alphabet, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9002111 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 883233 |
| Alphabet, Inc., Class C | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1838108 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 7176 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Alphatec Holdings, Inc. | SG Americas Securities LLC | $204682 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(17998)<br>|
| Alphatec Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1334852 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (16203)<br>|
| Alps Alpine Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7752629 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 434640 |
| Alps Alpine Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2438870 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 131305 |
| ALS Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5916295 | 04/03/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 83787 |
| ALSOK Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6704014 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 226756 |
| Alstom SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1608862 | 07/06/26 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (7100)<br>|
| Alstom SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1234045 | 04/18/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (17554)<br>|
| Altus Group Ltd./Canada | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15570079 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 789944 |
| Amada Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6692793 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 367064 |
| Amada Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8405276 | 03/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 460984 |
| Amada Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7295690 | 09/07/26 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; 400129 |
| Amada Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5162235 | 03/24/27 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; 284037 |
| Amada Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1384310 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 75922 |
| Amada Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4446897 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 243888 |
| Amada Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3121782 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 229422 |
| Amada Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6653220 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 488951 |
| Amada Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4236377 | 04/18/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 220996 |
| Amada Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3942345 | 09/03/29 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 216216 |
| Amalgamated Financial Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3557195 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (414157)<br>|
| Amano Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 507294 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (32931)<br>|
| Amano Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6070897 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (384118)<br>|
| Ambac Financial Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3814982 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (122199)<br>|
| Ambac Financial Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3768715 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 198000 |
| Ambarella, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14295391 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (426008)<br>|
| Ambea AB | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2373692 | 01/18/27 | 0.28% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 124848 |
| Ambea AB | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 267586 | 08/19/26 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 8644 |
| Amdocs Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4064124 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (124162)<br>|
| Amer Sports, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2563804 | 12/08/25 | 0.19% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (24786)<br>|
| Ameren Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5359433 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 35043 |
| American Airlines Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14602207 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (258102)<br>|
| American Airlines Group, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8752968 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (489073)<br>|
| American Assets Trust, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142566 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (7472)<br>|
| &nbsp;&nbsp;&nbsp; American Axle & Manufacturing <br> Holdings, Inc.<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8187620 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (468281)<br>|
| American Eagle Outfitters, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4156987 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (8750)<br>|
| American Express Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6943815 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (92908)<br>|
| American Tower Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8077193 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (685391)<br>|
| Americold Realty Trust, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6239883 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (316783)<br>|
| Ameriprise Financial, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19683901 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (674619)<br>|
| Ameriprise Financial, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13189055 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (113048)<br>|
| AMETEK, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12832870 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 404608 |
| AMETEK, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4880330 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 232621 |
| AMETEK, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3211208 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 153062 |
| AMN Healthcare Services, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9180132 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (728143)<br>|
| Amneal Pharmaceuticals, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 688925 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (35908)<br>|
| Amneal Pharmaceuticals, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4326393 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (235414)<br>|
| AMP Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16079943 | 05/12/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (876394)<br>|
| Amplifon SpA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14301904 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (3697875)<br>|
| Amplifon SpA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2572790 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (694009)<br>|
| Ampol Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1682097 | 02/15/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 37666 |
| Ampol Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 870229 | 09/09/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; 10222 |
| Analog Devices, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29948405 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1912110)<br>|
| Andersons, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2522582 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (46868)<br>|
| Andersons, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3874097 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (223584)<br>|
| ANDRITZ AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 529552 | 12/08/25 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (45199)<br>|
| Anglo American PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4702199 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (253933)<br>|
| Anglo American PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6195060 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (526979)<br>|

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| ANI Pharmaceuticals, Inc. | Barclays Bank PLC | $5583241 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(251641)<br>|
| Antero Resources Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28005 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 917 |
| Antofagasta PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7194336 | 01/04/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (379817)<br>|
| Antofagasta PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4238106 | 04/18/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (103835)<br>|
| AP Moller - Maersk A/S, Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1505944 | 08/19/26 | 0.26% | DETNT/N | Monthly  | &nbsp;&nbsp; 40246 |
| AP Moller - Maersk A/S, Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2688600 | 01/04/27 | 0.26% | DESTR | Monthly  | &nbsp;&nbsp; (22012)<br>|
| AP Moller - Maersk A/S, Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5121577 | 01/06/27 | 0.26% | DESTR | Monthly  | &nbsp;&nbsp; (84689)<br>|
| AP Moller - Maersk A/S, Class B | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3624357 | 02/15/28 | 0.26% | 1W CIBOR | Monthly  | &nbsp;&nbsp; 62522 |
| AP Moller - Maersk A/S, Class B | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25770603 | 05/11/26 | 0.28% | DESTR | Monthly  | &nbsp;&nbsp; (231016)<br>|
| Appian Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 602714 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (13517)<br>|
| Apple, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34454636 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (253743)<br>|
| Applied Industrial Technologies, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24442752 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1622062 |
| Aptiv PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17665384 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (231717)<br>|
| Arcadis NV | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17564226 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 586298 |
| ArcBest Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4300687 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (477743)<br>|
| ArcelorMittal SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7789979 | 06/25/26 | 0.05% | 1D ESTR | Monthly  | &nbsp;&nbsp; 283339 |
| Arch Capital Group Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3260769 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6757 |
| Archrock, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11614580 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 364077 |
| Archrock, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5207821 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 2230 |
| Arcosa, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1055862 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (19977)<br>|
| Arcs Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 401777 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3369)<br>|
| Ardmore Shipping Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 345195 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 32264 |
| Ardmore Shipping Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 390702 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 23717 |
| Argan, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 162423 | 02/15/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2)<br>|
| Arhaus, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 317353 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (25855)<br>|
| Aristocrat Leisure Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20068557 | 09/09/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; 664435 |
| Aristocrat Leisure Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 966907 | 08/19/26 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; 27185 |
| Aristocrat Leisure Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 335353 | 08/19/26 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; 9429 |
| Aristocrat Leisure Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7780127 | 01/06/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; 262651 |
| Aristocrat Leisure Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35271736 | 01/07/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; 1190746 |
| Aristocrat Leisure Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7808290 | 12/08/25 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; 211249 |
| Aritzia, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2617383 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 19167 |
| Aritzia, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8883736 | 12/08/25 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 47534 |
| Artis REIT | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1506 | 08/19/26 | 0.20% | 1D CORRA | Monthly  | &nbsp;&nbsp; (43)<br>|
| &nbsp;&nbsp;&nbsp; Artisan Partners Asset Management, <br> Inc., Class A<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 870152 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5210 |
| Asahi Group Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30502995 | 05/12/27 | 0.22% | 1D P TONA | Monthly  | &nbsp;&nbsp; 397755 |
| Asahi Group Holdings Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10287135 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 101495 |
| Asahi Intecc Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 834056 | 09/09/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 40533 |
| Asahi Intecc Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1926873 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 80635 |
| Asahi Intecc Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4359034 | 09/03/29 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 111951 |
| Asahi Kasei Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12754114 | 05/12/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 554677 |
| Asahi Kasei Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5530917 | 09/09/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 240540 |
| Asahi Kasei Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2089042 | 09/07/26 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; 78994 |
| Asahi Kasei Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 722047 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 27303 |
| Asahi Kasei Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1977082 | 09/03/29 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 74760 |
| Asana, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1530926 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (35650)<br>|
| Asbury Automotive Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2620226 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (253538)<br>|
| Ascendis Pharma A/S, ADR | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3175008 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (23901)<br>|
| Ascendis Pharma A/S, ADR | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3303195 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 104692 |
| ASGN, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4482680 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (214412)<br>|
| Ashmore Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1336273 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 102031 |
| Ashmore Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1206501 | 04/24/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 21783 |
| Ashtead Group PLC | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 467050 | 07/06/26 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (1843)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Ashtead Group PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $11964 | 01/27/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; $62 |
| ASKUL Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 989485 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1306 |
| ASML Holding NV | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19086215 | 12/08/25 | 0.19% | 1D ESTR | Monthly  | &nbsp;&nbsp; (2037314)<br>|
| ASML Holding NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1038557 | 04/18/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (33601)<br>|
| Asmpt Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1662145 | 09/09/27 | 0.15% | HONIA | Monthly  | &nbsp;&nbsp; 141466 |
| Asmpt Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 235445 | 01/06/27 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; 20039 |
| ASR Nederland NV | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3669916 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 64502 |
| ASR Nederland NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1446601 | 04/18/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (154)<br>|
| Assa Abloy AB, Class B | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1164879 | 08/17/26 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 31499 |
| Assa Abloy AB, Class B | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204080 | 07/06/26 | 0.00% | TN STIBOR | Monthly  | &nbsp;&nbsp; (1137)<br>|
| Assa Abloy AB, Class B | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4784653 | 01/04/27 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 129379 |
| Assa Abloy AB, Class B | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 863968 | 09/03/29 | 0.25% | TN STIBOR | Monthly  | &nbsp;&nbsp; 61202 |
| Associated Banc-Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 820471 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6451)<br>|
| Assurant, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9439986 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (46142)<br>|
| Assured Guaranty Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8721355 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 45362 |
| Astec Industries, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 139593 | 02/15/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (30)<br>|
| Astellas Pharma, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 813755 | 09/07/26 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; 68615 |
| Astellas Pharma, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5738357 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 483852 |
| Astellas Pharma, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2180560 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 317240 |
| Astellas Pharma, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8040647 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1169799 |
| AstraZeneca PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4402148 | 08/17/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 231079 |
| AT&T, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22265185 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (153044)<br>|
| Atco Ltd./Canada, Class I | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17284481 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (521080)<br>|
| AtkinsRealis Group, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7188501 | 02/15/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 15319 |
| AtkinsRealis Group, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7867483 | 04/18/28 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; 23802 |
| Atkore, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3242776 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1768 |
| Atkore, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5296928 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 310899 |
| Atlas Copco AB | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 352233 | 07/06/26 | 0.00% | TN STIBOR | Monthly  | &nbsp;&nbsp; (8833)<br>|
| Atlas Copco AB, A Shares | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4976848 | 08/17/26 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (52049)<br>|
| Atmos Energy Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7634652 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (46962)<br>|
| Atoss Software SE | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 754718 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (124701)<br>|
| Atoss Software SE | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1055673 | 08/19/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (174428)<br>|
| Atoss Software SE | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61614 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (10107)<br>|
| AtriCure, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4925835 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 540394 |
| AtriCure, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147294 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 21993 |
| Auto1 Group SE | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 758560 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 19816 |
| Auto1 Group SE | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3768872 | 03/24/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 98456 |
| Auto1 Group SE | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 342046 | 08/19/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 8935 |
| Autobacs Seven Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1084936 | 03/24/27 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; 6771 |
| Autobacs Seven Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1516218 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 15489 |
| Autodesk, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4549884 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 63147 |
| AutoNation, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5121447 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (235134)<br>|
| AutoNation, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5139781 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (307214)<br>|
| AutoNation, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 393393 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (24295)<br>|
| AutoNation, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7227850 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (611051)<br>|
| AutoNation, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1694917 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (104673)<br>|
| AutoZone, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4344554 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 71987 |
| AvePoint, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1746252 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 53774 |
| Avient Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2356954 | 12/08/25 | 0.19% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (152895)<br>|
| Avio SpA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2363808 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 117254 |
| Avista Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1871450 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6343 |
| Avon Technologies PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2052605 | 03/17/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 23366 |
| Axcelis Technologies, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10326080 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (568025)<br>|
| Axcelis Technologies, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14182699 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1240845)<br>|
| Axon Enterprise, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1475898 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 37349 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Azbil Corp. | Barclays Bank PLC | $16128289 | 05/12/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; $104806 |
| Azenta, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11857054 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 293547 |
| B2Gold Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17 | 02/15/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; — |
| Babcock International Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1854644 | 08/17/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (4750)<br>|
| Badger Infrastructure Solutions Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7736394 | 04/21/28 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; (219480)<br>|
| Badger Meter, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6113906 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1264096)<br>|
| BAE Systems PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18643003 | 08/17/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (462049)<br>|
| BAE Systems PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34709963 | 01/27/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (901833)<br>|
| BAE Systems PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8196372 | 12/08/25 | 0.19% | 1D SONIA | Monthly  | &nbsp;&nbsp; (304736)<br>|
| Balfour Beatty PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9683152 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 279104 |
| Balfour Beatty PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4053492 | 08/19/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 144566 |
| Banca IFIS SpA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 465637 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 5198 |
| Banca IFIS SpA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 850805 | 08/19/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 9498 |
| Banca IFIS SpA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 610770 | 04/24/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 6818 |
| Banca Mediolanum SpA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1503842 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 70949 |
| Banca Mediolanum SpA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024594 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 95517 |
| Banca Mediolanum SpA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8630363 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 407166 |
| &nbsp;&nbsp;&nbsp; Banca Monte dei Paschi di Siena <br> SpA<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26265241 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1873335 |
| &nbsp;&nbsp;&nbsp; Banca Monte dei Paschi di Siena <br> SpA<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8323196 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 509648 |
| &nbsp;&nbsp;&nbsp; Banca Monte dei Paschi di Siena <br> SpA<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4696793 | 08/19/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 367288 |
| &nbsp;&nbsp;&nbsp; Banca Monte dei Paschi di Siena <br> SpA<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2194745 | 08/19/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 171628 |
| &nbsp;&nbsp;&nbsp; Banca Monte dei Paschi di Siena <br> SpA<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8817368 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 591605 |
| BancFirst Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5475412 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (241338)<br>|
| BancFirst Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2578462 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (105744)<br>|
| Banco Bilbao Vizcaya Argentaria SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1540454 | 07/06/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 148369 |
| Banco Bilbao Vizcaya Argentaria SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22890316 | 01/06/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 2599396 |
| Bandwidth, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 169619 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (18375)<br>|
| Bandwidth, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2590703 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (286568)<br>|
| Bandwidth, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 836113 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (90579)<br>|
| Bandwidth, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69278 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (9312)<br>|
| Bank Hapoalim BM | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 484105 | 07/19/27 | 0.70% | SHIR | Monthly  | &nbsp;&nbsp; 474 |
| Bank Hapoalim BM | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1612979 | 07/13/26 | 0.55% | SHIR | Monthly  | &nbsp;&nbsp; (7266)<br>|
| Bank Leumi Le-Israel BM | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3480009 | 05/23/27 | 0.75% | SHIR | Monthly  | &nbsp;&nbsp; 26656 |
| Bank of America Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26737348 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (321407)<br>|
| Bank of Ireland Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 823824 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (26413)<br>|
| Bank of Queensland Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11280156 | 01/06/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; 76179 |
| Bank OZK | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 606108 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (32749)<br>|
| Bankinter SA | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4855700 | 02/10/26 | 0.05% | 1D ESTR | Monthly  | &nbsp;&nbsp; 469641 |
| Bar Harbor Bankshares | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 857986 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (76433)<br>|
| Barclays PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34989070 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 3663843 |
| Barclays PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11159504 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 1182884 |
| Barco NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2057243 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (47336)<br>|
| Basic-Fit NV | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 375877 | 06/25/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (42531)<br>|
| Bath & Body Works, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13581443 | 12/08/25 | 0.19% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1822033)<br>|
| BAWAG Group AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28930129 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (147008)<br>|
| BAWAG Group AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9232421 | 01/06/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (49820)<br>|
| BCE, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10719850 | 02/15/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (219582)<br>|
| BCE, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31762517 | 04/18/28 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; (672874)<br>|
| BE Semiconductor Industries NV | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 137847 | 07/06/26 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (844)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Beazer Homes USA, Inc. | Barclays Bank PLC | $2603694 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(193816)<br>|
| Beazley PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15434211 | 08/17/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (285402)<br>|
| Beazley PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1697093 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (31382)<br>|
| Befesa SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 233686 | 06/25/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (6153)<br>|
| Bega Cheese Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1096679 | 02/15/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 15269 |
| Bega Cheese Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 871466 | 08/19/26 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; 12134 |
| Belden, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6624768 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (193485)<br>|
| Belden, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 263884 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 7281 |
| Belimo Holding AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1671736 | 02/15/28 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; 230959 |
| Belimo Holding AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11862679 | 02/15/28 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; 1638891 |
| Bell System24 Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 806168 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 54859 |
| BellRing Brands, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13533328 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (448374)<br>|
| Benchmark Electronics, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5250763 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (48643)<br>|
| Benchmark Electronics, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2872696 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (103429)<br>|
| Berkeley Group Holdings PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6015883 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 32429 |
| Best Buy Co., Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22803239 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1184451)<br>|
| &nbsp;&nbsp;&nbsp; Bezeq The Israeli Telecommunication <br> Corp. Ltd.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8841963 | 04/06/26 | 0.60% | SHIR | Monthly  | &nbsp;&nbsp; (284560)<br>|
| BGC Group, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 565893 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (9981)<br>|
| Bic Camera, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3214411 | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (111251)<br>|
| Bic Camera, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2304652 | 05/12/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (47239)<br>|
| Bic Camera, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2442174 | 08/19/26 | 0.05% | 1D P TONA | Monthly  | &nbsp;&nbsp; (84524)<br>|
| Biogen, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4348434 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5102 |
| Biogen, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44103 | 12/08/25 | 0.15% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2119)<br>|
| BioMarin Pharmaceutical, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2725272 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (62147)<br>|
| BioMarin Pharmaceutical, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2267131 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 46521 |
| BioMarin Pharmaceutical, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1958902 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4729)<br>|
| BioNTech SE, ADR | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 287243 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (19461)<br>|
| Bio-Rad Laboratories, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9854375 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (195731)<br>|
| BIPROGY, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25762008 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 836437 |
| Birchcliff Energy Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5367332 | 12/23/25 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (23749)<br>|
| Bird Construction, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1379317 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (16999)<br>|
| Bird Construction, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2142284 | 04/21/28 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; (68294)<br>|
| BJ's Wholesale Club Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1234960 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 7565 |
| Black Hills Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 768309 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8658 |
| Blue Owl Capital, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3303245 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 60985 |
| BlueLinx Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 735625 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (71432)<br>|
| BlueLinx Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3591502 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (183715)<br>|
| BlueLinx Holdings, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 597426 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (58013)<br>|
| BlueLinx Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2900869 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (357228)<br>|
| BML, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2188912 | 03/24/27 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; 59110 |
| BNP Paribas SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 226153 | 06/25/26 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 2522 |
| BNP Paribas SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6115500 | 07/06/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 86898 |
| &nbsp;&nbsp;&nbsp; Boardwalk Real Estate Investment <br> Trust<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191793 | 02/15/28 | 0.00% | CABROVER | Monthly  | &nbsp;&nbsp; (19)<br>|
| Boise Cascade Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3084916 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (106811)<br>|
| BOK Financial Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 712783 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (11312)<br>|
| Bollore SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1667669 | 09/03/29 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (71260)<br>|
| Bombardier, Inc., Class B | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7433152 | 12/08/25 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 17189 |
| Booking Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9082997 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (348054)<br>|
| &nbsp;&nbsp;&nbsp; Booz Allen Hamilton Holding Corp., <br> Class A<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5200472 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (11603)<br>|
| &nbsp;&nbsp;&nbsp; Booz Allen Hamilton Holding Corp., <br> Class A<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10755793 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 262812 |
| BorgWarner, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15965001 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 712575 |
| BorgWarner, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28661545 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1445050 |
| Boston Beer Co., Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9683851 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 83698 |
| Bowhead Specialty Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1623096 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (59651)<br>|

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Bowhead Specialty Holdings, Inc. | SG Americas Securities LLC | $107950 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(7395)<br>|
| BPER Banca SPA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2088808 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 263204 |
| BPER Banca SPA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3656324 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 460721 |
| BPER Banca SPA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10167225 | 09/03/29 | 0.23% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1203925 |
| Bravura Solutions Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1891310 | 05/12/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (12704)<br>|
| Brenntag SE | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 107636 | 07/06/26 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (371)<br>|
| Breville Group Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 768346 | 02/25/26 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; (19767)<br>|
| Bridgestone Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4092587 | 09/09/27 | 0.22% | 1D P TONA | Monthly  | &nbsp;&nbsp; (152740)<br>|
| Bridgestone Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27940104 | 03/24/27 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; 136357 |
| Brighthouse Financial, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1431420 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (11328)<br>|
| BrightSpring Health Services, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14901380 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (436571)<br>|
| Brinker International, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7985772 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (594174)<br>|
| Brink's Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13083129 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (908021)<br>|
| Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34360567 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (3370226)<br>|
| Broadstone Net Lease, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2747197 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 83598 |
| Brookdale Senior Living, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1031995 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6615)<br>|
| Brookdale Senior Living, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1187581 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (7613)<br>|
| Brookdale Senior Living, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1102586 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 106484 |
| Brookfield Business Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 155121 | 12/08/25 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (4696)<br>|
| &nbsp;&nbsp;&nbsp; Brookfield Infrastructure Corp., <br> Class A<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25496458 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (1105092)<br>|
| &nbsp;&nbsp;&nbsp; Brookfield Infrastructure Corp., <br> Class A<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21831612 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (942316)<br>|
| Brother Industries Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9815873 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 373213 |
| Brother Industries Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18541488 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 500941 |
| Brother Industries Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8898083 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 224109 |
| Brown-Forman Corp., Class B | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190487 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3452)<br>|
| Brunswick Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 221052 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (9109)<br>|
| Buckle, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18518714 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (111851)<br>|
| Budweiser Brewing Co APAC Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1613434 | 02/15/28 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; (32522)<br>|
| Bunzl PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3710 | 01/27/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (89)<br>|
| Burberry Group PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 373071 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 15090 |
| Burberry Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2415656 | 08/17/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (85838)<br>|
| Burberry Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1535115 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (54967)<br>|
| Burckhardt Compression Holding AG | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1542382 | 02/26/26 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (8783)<br>|
| Bureau Veritas SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16880015 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (458979)<br>|
| Bureau Veritas SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17566367 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (477642)<br>|
| Bureau Veritas SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24494157 | 01/06/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (666013)<br>|
| Burkhalter Holding AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 136352 | 12/08/25 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; 3195 |
| Buzzi SpA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1963464 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (635)<br>|
| Bytes Technology Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300882 | 03/17/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 32238 |
| Bytes Technology Group PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1564587 | 08/19/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 167638 |
| CA Immobilien Anlagen AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28692 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (62)<br>|
| Cabot Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9237069 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (524583)<br>|
| CACI International, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9657583 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (341634)<br>|
| CACI International, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4206726 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (243522)<br>|
| CAE, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17921760 | 10/20/25 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 146708 |
| CAE, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13248162 | 12/08/25 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (137377)<br>|
| Caesars Entertainment, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5257660 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (434743)<br>|
| CaixaBank SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3527596 | 01/06/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 97659 |
| Calix, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4735639 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 108522 |
| Cal-Maine Foods, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7334811 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 343629 |
| &nbsp;&nbsp;&nbsp; Camping World Holdings, Inc., <br> Class A<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4567663 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1135716)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Camtek Ltd/Israel | SG Americas Securities LLC | $2496038 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $4868 |
| Canada Goose Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 585933 | 12/08/25 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (134943)<br>|
| Canadian National Railway Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15762968 | 12/08/25 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (644762)<br>|
| Canadian National Railway Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11016372 | 09/04/29 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; (892779)<br>|
| Canadian Natural Resources Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1317660 | 10/20/25 | 0.15% | CABROVER | Monthly  | &nbsp;&nbsp; (11483)<br>|
| Canadian Natural Resources Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11470875 | 08/18/26 | 0.20% | 1D CORRA | Monthly  | &nbsp;&nbsp; 237586 |
| Canadian Natural Resources Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25576716 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 855771 |
| Canadian Pacific Kansas City Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4129001 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (142943)<br>|
| Canadian Tire Corp. Ltd., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 999366 | 12/08/25 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (20437)<br>|
| Canon Electronics, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 389067 | 02/26/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (464)<br>|
| Canon Marketing Japan, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5289304 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 180516 |
| Canon Marketing Japan, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1093388 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 41040 |
| Canon, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7207421 | 09/09/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 526619 |
| Canon, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1284863 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 69943 |
| Canon, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8422993 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 458512 |
| Capcom Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1059974 | 09/03/29 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (120657)<br>|
| Capgemini SE | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7775382 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (248196)<br>|
| Capgemini SE | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10282911 | 01/06/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (292865)<br>|
| Cardinal Health, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19268738 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (225107)<br>|
| Cargojet, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3764119 | 12/08/25 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (179834)<br>|
| Cargurus, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2079518 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (29975)<br>|
| Carl Zeiss Meditec AG | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 429513 | 07/06/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (14405)<br>|
| Carlisle Cos, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1119109 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (206795)<br>|
| Carlsberg AS, Class B | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190700 | 08/03/26 | 0.00% | DESTR | Monthly  | &nbsp;&nbsp; (4821)<br>|
| CarMax, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33905697 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5466531)<br>|
| Carnival PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3327310 | 08/17/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 81188 |
| Carnival PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4601950 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 117789 |
| Carnival PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3797053 | 01/04/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 97188 |
| Carnival PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2875044 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 147304 |
| Carnival PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2147061 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 110006 |
| Carrefour SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9289313 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 276390 |
| Carrefour SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2481684 | 04/18/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 73692 |
| Carriage Services, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2084721 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (40502)<br>|
| Carriage Services, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 648488 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (21090)<br>|
| Carter's, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 673822 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (48817)<br>|
| Carvana Co., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11606526 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1388866 |
| Casio Computer Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 598072 | 02/26/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (19740)<br>|
| Castle Biosciences, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2298762 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (453174)<br>|
| Castle Biosciences, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2249700 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (411035)<br>|
| Castle Biosciences, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 291768 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (57519)<br>|
| Castle Biosciences, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3311704 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (652864)<br>|
| Cavco Industries, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 271775 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (8985)<br>|
| CBL & Associates Properties, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1952936 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 64874 |
| CBL & Associates Properties, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 553886 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 29311 |
| Cboe Global Markets, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3818074 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 139562 |
| CBRE Group, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5633303 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 768701 |
| Celanese Corp., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10847781 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (877910)<br>|
| Cellnex Telecom SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1806707 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (143935)<br>|
| Cembra Money Bank AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30839099 | 01/04/27 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (3595889)<br>|
| Cencora, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6847946 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (123921)<br>|
| Cenovus Energy, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3964973 | 04/18/28 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; 361414 |
| Centerra Gold, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5953760 | 02/15/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (288376)<br>|
| Centerra Gold, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2505143 | 08/19/26 | 0.20% | 1D CORRA | Monthly  | &nbsp;&nbsp; (121339)<br>|

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Centerra Gold, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $8747471 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; $(846259)<br>|
| Centerra Gold, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8347811 | 04/21/28 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; (408127)<br>|
| Central Garden & Pet Co., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25012 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (183)<br>|
| Centrica PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5546815 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 344725 |
| Century Communities, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9649438 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1125162)<br>|
| Century Communities, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3014471 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (135688)<br>|
| Cerence, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3148736 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (537441)<br>|
| CES Energy Solutions Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1463873 | 08/18/26 | 0.20% | 1D CORRA | Monthly  | &nbsp;&nbsp; (12015)<br>|
| CES Energy Solutions Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2629318 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (60240)<br>|
| CGI, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18788741 | 02/15/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (560315)<br>|
| CGI, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14901697 | 02/15/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (427992)<br>|
| CGI, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6449173 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (241212)<br>|
| Challenger Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2720647 | 03/22/27 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (13425)<br>|
| Challenger Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 282153 | 08/19/26 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; (1099)<br>|
| Challenger Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1336329 | 04/03/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (5204)<br>|
| Champion Homes, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 869230 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (45496)<br>|
| &nbsp;&nbsp;&nbsp; Charles River Laboratories <br> International, Inc.<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13347050 | 12/08/25 | 0.18% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 948004 |
| Charles Schwab Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12278375 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 743952 |
| &nbsp;&nbsp;&nbsp; Charter Communications, Inc., <br> Class A<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11068052 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1388870)<br>|
| Charter Hall Group | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2100552 | 02/15/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 47143 |
| Charter Hall Retail REIT | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5350427 | 05/12/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; 10875 |
| &nbsp;&nbsp;&nbsp; Charter Hall Social Infrastructure <br> REIT<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1129498 | 02/15/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 14950 |
| &nbsp;&nbsp;&nbsp; Charter Hall Social Infrastructure <br> REIT<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 544662 | 08/19/26 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; 10591 |
| &nbsp;&nbsp;&nbsp; Charter Hall Social Infrastructure <br> REIT<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2123518 | 01/06/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; 5085 |
| Chatham Lodging Trust | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1050853 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (77101)<br>|
| &nbsp;&nbsp;&nbsp; Check Point Software Technologies <br> Ltd.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10340090 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (1702086)<br>|
| Cheesecake Factory, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 138754 | 02/15/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5)<br>|
| Chefs' Warehouse, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250802 | 02/15/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (9)<br>|
| Chemours Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 519677 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (80395)<br>|
| Chemring Group PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 730439 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (8721)<br>|
| Chemring Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1560788 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (24326)<br>|
| Chemring Group PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1988354 | 08/19/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (23740)<br>|
| Chemtrade Logistics Income Fund | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2038221 | 02/15/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 9570 |
| Chemtrade Logistics Income Fund | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1029364 | 12/08/25 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (2168)<br>|
| Cheniere Energy, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30088076 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1783558 |
| Cheniere Energy, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6993297 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (26582)<br>|
| Chipotle Mexican Grill, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 603914 | 02/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (35)<br>|
| &nbsp;&nbsp;&nbsp; Chocoladefabriken Lindt & Spruengli <br> AG<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22184843 | 02/15/28 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (1781283)<br>|
| &nbsp;&nbsp;&nbsp; Chocoladefabriken Lindt & Spruengli <br> AG<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23167671 | 02/15/28 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (2278662)<br>|
| Choice Hotels International, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4620477 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (207075)<br>|
| Chubb Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 316355 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2960)<br>|
| Cie Financiere Richemont SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 888678 | 04/18/28 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (18580)<br>|
| Ciena Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2666451 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 268036 |
| Cigna Group | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9753075 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (770978)<br>|
| Cimpress PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1147816 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 299647 |
| Cimpress PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2976698 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 503352 |
| Cimpress PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 472548 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 123362 |
| Cimpress PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 228149 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 35900 |
| Cinemark Holdings, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2593373 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (106716)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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 | $2898396 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(9250)<br>|
| Citizen Watch Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5979745 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 302375 |
| Citizen Watch Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3966582 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 208093 |
| Citizens Financial Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2828200 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 62391 |
| Civitas Resources, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15867522 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 345355 |
| Ck Hutchison Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4783667 | 09/09/27 | 0.00% | HONIA | Monthly  | &nbsp;&nbsp; 36248 |
| Ck Hutchison Holdings Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2525312 | 01/06/27 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; 19707 |
| CK Infrastructure Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1596752 | 05/13/27 | 0.00% | HONIA | Monthly  | &nbsp;&nbsp; 68915 |
| CK Infrastructure Holdings Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 580939 | 09/03/29 | 0.25% | HONIA | Monthly  | &nbsp;&nbsp; 31801 |
| CKD Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 898818 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; 18838 |
| CKD Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2398826 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 89915 |
| Clariant AG, Registered Shares | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 820727 | 11/09/26 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (21469)<br>|
| Clariant AG, Registered Shares | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6630388 | 12/08/25 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (284639)<br>|
| Clarkson PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2862504 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 77416 |
| Clear Secure, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1403807 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 39254 |
| Cleveland-Cliffs, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20617160 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1464490)<br>|
| CME Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16262737 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 166080 |
| CNX Resources Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 584478 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (14771)<br>|
| &nbsp;&nbsp;&nbsp; Coca-Cola Bottlers Japan Holdings, <br> Inc.<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6459546 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; 113774 |
| &nbsp;&nbsp;&nbsp; Coca-Cola Bottlers Japan Holdings, <br> Inc.<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9275649 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (50983)<br>|
| &nbsp;&nbsp;&nbsp; Coca-Cola Bottlers Japan Holdings, <br> Inc.<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2635332 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 55769 |
| Coca-Cola Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1101248 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (21322)<br>|
| Coca-Cola Consolidated, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 157607 | 12/08/25 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (598)<br>|
| Coca-Cola HBC AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4333922 | 08/17/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (105985)<br>|
| Coca-Cola HBC AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19340823 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 31446 |
| Codan Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 390569 | 05/12/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (20197)<br>|
| Codan Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 434645 | 03/22/27 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 40037 |
| Codan Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1056441 | 01/06/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; 20435 |
| Coface SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2036273 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 30731 |
| Cognex Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6363487 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1209174 |
| &nbsp;&nbsp;&nbsp; Cognizant Technology Solutions <br> Corp.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2895709 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (147301)<br>|
| Cognyte Software Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1899265 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 24936 |
| Coles Group Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5547024 | 12/08/25 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; 79605 |
| Coles Group Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1091669 | 09/03/29 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 2539 |
| Colliers International Group, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3124788 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 300659 |
| Collins Foods Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 497240 | 04/03/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 22533 |
| Colruyt Group N.V | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1172365 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 6663 |
| Columbia Banking System, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1809653 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (26510)<br>|
| Columbia Sportswear Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2010919 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (102926)<br>|
| Columbus McKinnon Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 460000 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (46665)<br>|
| Comfort Systems USA, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4882982 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1488213 |
| Comfort Systems USA, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11996168 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4000391 |
| ComfortDelGro Corp. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4536302 | 12/24/27 | 0.00% | SORA | Monthly  | &nbsp;&nbsp; 94136 |
| Commerzbank AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8586445 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 751576 |
| Commonwealth Bank of Australia | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18097442 | 09/09/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; 238030 |
| Commonwealth Bank of Australia | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23557956 | 01/07/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; 221823 |
| Community Trust Bancorp, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2226142 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (62138)<br>|
| CommVault Systems, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1702851 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (30341)<br>|
| Compass Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4416808 | 03/22/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 67937 |
| Compass Minerals International, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5412651 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (473359)<br>|
| Compass Minerals International, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 700277 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (62119)<br>|
| Compass, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3566452 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 312675 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Computacenter PLC | Barclays Bank PLC | $4976466 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; $107772 |
| Computacenter PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1899734 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (16042)<br>|
| COMSYS Holdings Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3462712 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 5818 |
| COMSYS Holdings Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15221081 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 115644 |
| &nbsp;&nbsp;&nbsp; Concentra Group Holdings Parent, <br> Inc.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8631049 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 88392 |
| Confluent, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 281188 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (96405)<br>|
| Consolidated Edison, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5635918 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4897)<br>|
| Constellation Brands, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 225645 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5820)<br>|
| Constellium SE, Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 266880 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 1370 |
| Constellium SE, Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10031923 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (437007)<br>|
| Construction Partners, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 591652 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (22051)<br>|
| Continental AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1069481 | 04/18/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (9109)<br>|
| ConvaTec Group PLC | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 947675 | 07/06/26 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (611)<br>|
| Core & Main, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 240 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 14 |
| Core & Main, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1075809 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (14230)<br>|
| Corteva, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1876425 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (17058)<br>|
| Cosmo Energy Holdings Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5505960 | 09/07/26 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; 241584 |
| Cosmo Energy Holdings Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9218108 | 04/18/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 448417 |
| Coursera, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1485037 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 741638 |
| Coursera, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8336681 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3401366 |
| Coursera, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3060754 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1504650 |
| Coursera, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1265666 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 615988 |
| Coursera, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2982028 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1489245 |
| CPI Europe AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 663638 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 74 |
| CRA International, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2072486 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (138589)<br>|
| CRA International, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7196945 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (623250)<br>|
| CRA International, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1803462 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (120599)<br>|
| Crane Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2560664 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 137243 |
| Craneware PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1156141 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (72895)<br>|
| Craneware PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 725572 | 03/17/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (3447)<br>|
| Cranswick PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9897653 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 99772 |
| Create Restaurants Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 729777 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1286)<br>|
| Create SD Holdings Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4051026 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (99207)<br>|
| Create SD Holdings Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2495340 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (66784)<br>|
| Create SD Holdings Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 791207 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (20454)<br>|
| Credit Acceptance Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4863711 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (259491)<br>|
| Credit Agricole SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21331904 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 36232 |
| Credit Agricole SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23849939 | 01/06/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (125344)<br>|
| Credit Corp Group Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 412459 | 01/06/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; (1478)<br>|
| Credit Corp Group Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 864179 | 04/03/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 12280 |
| Credito Emiliano SpA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 290414 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 12377 |
| Credito Emiliano SpA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 722856 | 03/17/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 36676 |
| Credito Emiliano SpA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109347 | 08/19/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 4660 |
| Credito Emiliano SpA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 790118 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 45479 |
| Credito Emiliano SpA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151175 | 04/24/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 6443 |
| &nbsp;&nbsp;&nbsp; Credo Technology Group Holding <br> Ltd.<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10730837 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 954248 |
| Crimson Wine Group Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; — |
| Crocs, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1149191 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (75597)<br>|
| &nbsp;&nbsp;&nbsp; Crombie Real Estate Investment <br> Trust<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 181827 | 12/08/25 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (3685)<br>|
| Crown Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 734403 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (25867)<br>|
| CSG Systems International, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7227662 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 15075 |
| CTS Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192264 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (7013)<br>|
| CTT-Correios de Portugal SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 288403 | 12/08/25 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1881 |
| CubeSmart | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15696738 | 12/08/25 | 0.19% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1332217)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| CubeSmart | UBS AG | $9074277 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(512404)<br>|
| Currys PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2888156 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (121805)<br>|
| Currys PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5303790 | 04/24/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (204944)<br>|
| Curtiss-Wright Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2792578 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 52169 |
| CyberAgent, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13390250 | 09/07/26 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; (61838)<br>|
| CyberAgent, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1384665 | 02/26/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (19574)<br>|
| D.R. Horton, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7579830 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (526391)<br>|
| D/S Norden A/S | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6360586 | 02/18/26 | 0.28% | DESTR | Monthly  | &nbsp;&nbsp; 5172 |
| Dai Nippon Printing Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4383736 | 09/09/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 229942 |
| Dai Nippon Printing Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2736419 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 172538 |
| Dai Nippon Printing Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1707908 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 107688 |
| Dai-Dan Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 765325 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 31433 |
| Dai-Dan Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3590099 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 199063 |
| Dai-Dan Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 993170 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 40791 |
| Dai-ichi Life Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5140671 | 09/09/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 283130 |
| Dai-ichi Life Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7203672 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 850930 |
| Daito Trust Construction Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5652049 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 19673 |
| Daiwa House Industry Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4006432 | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 69978 |
| Daiwa House Industry Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8502492 | 05/12/27 | 0.22% | 1D P TONA | Monthly  | &nbsp;&nbsp; 139630 |
| Daiwa House Industry Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3209034 | 09/09/27 | 0.22% | 1D P TONA | Monthly  | &nbsp;&nbsp; 57383 |
| Daiwa Securities Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 863691 | 09/09/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (6687)<br>|
| Daiwa Securities Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8142919 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; 238455 |
| Daiwa Securities Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2914969 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 154512 |
| &nbsp;&nbsp;&nbsp; Daiwa Securities Living Investments <br> Corp.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3984446 | 05/12/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 119404 |
| Daiwabo Holdings Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15143627 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 901305 |
| Dana, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3985859 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (54208)<br>|
| Danaher Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5605850 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (112578)<br>|
| Danone SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40096827 | 01/06/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 2623217 |
| Darden Restaurants, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12364336 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (448463)<br>|
| Dassault Systemes SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27399368 | 09/03/29 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (2612005)<br>|
| Data#3 Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 369116 | 02/15/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (10222)<br>|
| Data#3 Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 966058 | 03/22/27 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (26268)<br>|
| Data#3 Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 926272 | 08/19/26 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; (25651)<br>|
| DBS Group Holdings Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8146655 | 04/12/27 | 0.30% | SORA | Monthly  | &nbsp;&nbsp; 229305 |
| DBS Group Holdings Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17860675 | 01/06/27 | 0.30% | SORA | Monthly  | &nbsp;&nbsp; 153879 |
| De' Longhi SpA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 896488 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (31297)<br>|
| De' Longhi SpA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 977134 | 03/17/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (34113)<br>|
| De' Longhi SpA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 827975 | 08/19/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (28906)<br>|
| De' Longhi SpA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1043541 | 04/24/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (36431)<br>|
| Delek U.S. Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9915738 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (823497)<br>|
| Delek U.S. Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5111779 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (334644)<br>|
| Delta Air Lines, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20085959 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1038571 |
| Deluxe Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 352367 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 7146 |
| Deluxe Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1606390 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (57715)<br>|
| Deluxe Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 480012 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 9734 |
| Deluxe Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 167678 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 3400 |
| Deluxe Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 508479 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 10311 |
| Denso Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7055013 | 05/12/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; 385359 |
| Denso Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1838369 | 09/09/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; 100415 |
| Denso Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3146375 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 173573 |
| Dentsu Group, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1083444 | 09/03/29 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; 42602 |
| Dentsu Soken, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2498475 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 5141 |
| Derwent London PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4171258 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (89701)<br>|
| Deutsche Bank AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5440274 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 622023 |
| Deutsche Bank AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7633408 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 872779 |
| Deutsche Telekom AG | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 508023 | 07/06/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1704)<br>|

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Deutsche Telekom AG | JPMorgan Chase Bank N.A. | $8712449 | 02/10/26 | 0.05% | 1D ESTR | Monthly  | &nbsp;&nbsp; $111818 |
| &nbsp;&nbsp;&nbsp; Deutsche Telekom AG, Registered <br> Shares<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28388825 | 08/19/26 | 0.05% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1144805 |
| &nbsp;&nbsp;&nbsp; Deutsche Telekom AG, Registered <br> Shares<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20516279 | 08/19/26 | 0.05% | 1D ESTR | Monthly  | &nbsp;&nbsp; 827338 |
| Deutz AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 913041 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (24354)<br>|
| Deutz AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 973249 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 8859 |
| Deutz AG | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 744964 | 08/19/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (19871)<br>|
| Devon Energy Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15066943 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 188279 |
| DHT Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4109226 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 53427 |
| DIC Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15625421 | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 309532 |
| DIC Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3946751 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 79919 |
| Dicker Data Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 302852 | 01/06/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; 3799 |
| Dicker Data Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 838580 | 04/03/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 34983 |
| Digi International, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4008824 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (308633)<br>|
| Digi International, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1224626 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (9317)<br>|
| DigiCo Infrastructure REIT | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1546201 | 02/15/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 102772 |
| Digital Turbine, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1594804 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 17753 |
| Digital Turbine, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1602711 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 37210 |
| Digitalbridge Group, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1468069 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (29060)<br>|
| DigitalOcean Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12086087 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (601749)<br>|
| Diodes, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2028711 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (273410)<br>|
| DiscoverIE Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 404566 | 03/17/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (7471)<br>|
| DiscoverIE Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 739054 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (4254)<br>|
| DKSH Holding AG | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2844903 | 08/19/26 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (340350)<br>|
| DKSH Holding AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1846735 | 01/04/27 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (45578)<br>|
| DMG Mori Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9255566 | 09/09/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; 472575 |
| DMG Mori Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 936399 | 09/07/26 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; 50280 |
| DMG Mori Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 774119 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 41566 |
| DMG Mori Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3970444 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 359849 |
| DMG Mori Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6097619 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 552639 |
| DNB Bank ASA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1275350 | 03/18/27 | 0.25% | NOWA | Monthly  | &nbsp;&nbsp; 2641 |
| DNB Bank ASA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1202501 | 02/26/26 | 0.26% | NOWA | Monthly  | &nbsp;&nbsp; (4635)<br>|
| DNOW, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3454965 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 100541 |
| DNOW, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2694398 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 217049 |
| DNOW, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2391845 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 238339 |
| DO & CO AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3212876 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (122151)<br>|
| DocMorris AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145074 | 12/08/25 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (12097)<br>|
| Dole PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5401088 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 92590 |
| Dole PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1196773 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 46265 |
| Dollarama, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1060244 | 02/24/28 | 0.20% | 1D CORRA | Monthly  | &nbsp;&nbsp; 13629 |
| Domino's Pizza Enterprises Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6016561 | 03/22/27 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 55053 |
| Donaldson Co., Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47443 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (87)<br>|
| DoorDash, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3724644 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 161988 |
| Dorian LPG Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3946830 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 363839 |
| dormakaba Holding AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6393062 | 03/17/27 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; 328494 |
| dormakaba Holding AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1280383 | 01/04/27 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; 31493 |
| DoubleVerify Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14346242 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 371407 |
| Douglas AG | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 896228 | 08/19/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (6831)<br>|
| Doutor Nichires Holdings Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2378845 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 18018 |
| Doutor Nichires Holdings Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2105187 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; 15945 |
| Doutor Nichires Holdings Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 441809 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 3346 |
| Doutor Nichires Holdings Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3750493 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (126131)<br>|
| Dover Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5275374 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (167226)<br>|
| Dover Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9642710 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (305668)<br>|
| Dover Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13785689 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (554680)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Dow, Inc. | Barclays Bank PLC | $19575894 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(4038297)<br>|
| Dowa Holdings Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4445206 | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 84349 |
| Dowa Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 970190 | 05/12/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; 9526 |
| Downer EDI Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4300253 | 03/22/27 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 11894 |
| Downer EDI Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 106980 | 08/19/26 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; 495 |
| Downer EDI Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3384538 | 04/03/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 17883 |
| Doximity, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11827605 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (125487)<br>|
| Dropbox, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9198081 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (235459)<br>|
| Dropbox, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3424585 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (22575)<br>|
| DSM-Firmenich AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 743824 | 03/24/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (8912)<br>|
| DTS Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4754589 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (13462)<br>|
| DTS Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2821279 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 61883 |
| Ducommun, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 965945 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1375)<br>|
| Duke Energy Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2509459 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 105922 |
| Dunelm Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3251331 | 03/17/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 67054 |
| DuPont de Nemours, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6620307 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (194820)<br>|
| DXC Technology Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23408109 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3232631)<br>|
| DXC Technology Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7647785 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (261447)<br>|
| DXP Enterprises, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2397812 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 335718 |
| DXP Enterprises, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3983240 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 557694 |
| DXP Enterprises, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3291072 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 854244 |
| Dycom Industries, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2155728 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 111953 |
| DyDo Group Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1051664 | 05/12/27 | 0.22% | 1D P TONA | Monthly  | &nbsp;&nbsp; (25607)<br>|
| Dynavox Group AB | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 648197 | 01/18/27 | 0.28% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 4467 |
| E.ON SE | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25338767 | 08/17/26 | 0.10% | 1D ESTR | Monthly  | &nbsp;&nbsp; (541342)<br>|
| E.ON SE | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30410297 | 12/10/26 | 0.10% | 1D ESTR | Monthly  | &nbsp;&nbsp; (649691)<br>|
| Eagle Bancorp, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84080 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (19720)<br>|
| Eagle Bancorp, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196432 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (46071)<br>|
| Eagle Bancorp, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 141990 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (33302)<br>|
| Earth Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3340620 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; 110375 |
| Ebara Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 417279 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2758)<br>|
| EBOS Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2143380 | 06/14/27 | 0.00% | 1M BBR | Monthly  | &nbsp;&nbsp; 50420 |
| EBOS Group Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 354731 | 01/13/27 | 0.39% | 1D NZOCO | Monthly  | &nbsp;&nbsp; 8345 |
| EDION Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 285643 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (7738)<br>|
| EDION Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8133330 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (300154)<br>|
| Edison International | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24026948 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 649891 |
| EFG International AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4276846 | 03/17/27 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; 103206 |
| EFG International AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025017 | 01/04/27 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (2595)<br>|
| Eiffage SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2578825 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 37289 |
| Eiffage SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6634232 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 95928 |
| Elastic NV | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30396088 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (119371)<br>|
| Elbit Systems Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1658549 | 02/15/28 | 0.45% | SHIR | Monthly  | &nbsp;&nbsp; 73293 |
| Elbit Systems Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24113970 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1215315 |
| Elbit Systems Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2402665 | 04/18/28 | 0.40% | SHIR | Monthly  | &nbsp;&nbsp; 100524 |
| Elecnor SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 139416 | 06/25/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1063)<br>|
| Elecom Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2969726 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 143502 |
| Elecom Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 694635 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 36139 |
| Electric Power Development Co Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10695183 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 139863 |
| Electrolux AB, Class B | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 715469 | 01/18/27 | 0.28% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (39321)<br>|
| Elevance Health, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11231050 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 54218 |
| Elior Group SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1011056 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (15977)<br>|
| Elis SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 985188 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (36310)<br>|
| Elisa Oyj | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1382659 | 07/06/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (14379)<br>|
| Embracer Group AB, Class B | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1949142 | 01/04/27 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (85646)<br>|
| Emeis SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 783111 | 06/25/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 101959 |
| Emmi AG | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1535755 | 02/26/26 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (40210)<br>|

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Empire Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $1023081 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; $(5899)<br>|
| Empire Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4532046 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (26131)<br>|
| Empire Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8699024 | 12/08/25 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (185151)<br>|
| Empiric Student Property PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 934158 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (35427)<br>|
| EMS-Chemie Holding AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206488 | 12/11/26 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (6643)<br>|
| Enagas SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24887937 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (729447)<br>|
| Enagas SA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4833690 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (76361)<br>|
| Enagas SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29598479 | 12/08/25 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (637562)<br>|
| Enagas SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3939101 | 12/08/25 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (91085)<br>|
| Enav SpA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 353162 | 06/25/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (20314)<br>|
| Encore Capital Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3246113 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (192117)<br>|
| Encore Capital Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4705538 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (404924)<br>|
| Endeavour Mining PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15167262 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (574026)<br>|
| Endeavour Mining PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11616415 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (410175)<br>|
| Endesa SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4816872 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (191580)<br>|
| Endesa SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1187107 | 12/08/25 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (5485)<br>|
| Enel SpA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 926646 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (10761)<br>|
| ENEOS Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42275654 | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2844741 |
| ENEOS Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43279088 | 09/03/29 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2912553 |
| Enerflex Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2231897 | 08/18/26 | 0.20% | 1D CORRA | Monthly  | &nbsp;&nbsp; 14229 |
| Enerflex Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3038916 | 12/08/25 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 73227 |
| EnerSys | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192481 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (628)<br>|
| Engie SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5041241 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (81333)<br>|
| Engie SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15127743 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (244063)<br>|
| Engie SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10908302 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (175989)<br>|
| Engie SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8669292 | 01/06/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (139866)<br>|
| Enhabit, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2287938 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (67818)<br>|
| Enova International, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11237813 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (820918)<br>|
| Enova International, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8136941 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (594401)<br>|
| Enova International, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34990544 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3340128)<br>|
| Enovis Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14288862 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (243947)<br>|
| Enphase Energy, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 267454 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (8347)<br>|
| Enpro, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4851484 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 194741 |
| Entergy Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45274685 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 971670 |
| Enterprise Financial Services Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6877439 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (239351)<br>|
| Envista Holdings Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5244924 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (327970)<br>|
| EPR Properties | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12889231 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (708053)<br>|
| Equinix, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50951550 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 454315 |
| ESR-REIT | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6456881 | 12/24/27 | 0.00% | SORA | Monthly  | &nbsp;&nbsp; 589851 |
| Essent Group Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6315300 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 25567 |
| Essent Group Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3648623 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (130155)<br>|
| Etablissements Maurel et Prom SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 736849 | 04/24/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 37472 |
| Ethan Allen Interiors, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2972523 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (7967)<br>|
| Ethan Allen Interiors, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3111696 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 29545 |
| Etsy, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3997044 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 359629 |
| Euronet Worldwide, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5435413 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (350081)<br>|
| Europris ASA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75571 | 12/08/25 | 0.26% | NOWA | Monthly  | &nbsp;&nbsp; 145 |
| Evercore, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20295910 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1111832 |
| EverQuote, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4482686 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 10965 |
| EverQuote, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2946673 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5979)<br>|
| Everus Construction Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5208003 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 590292 |
| Evolent Health, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6268325 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 179645 |
| Evolution Mining Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3610494 | 09/03/29 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (295563)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Evonik Industries AG | Barclays Bank PLC | $8892945 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; $(135837)<br>|
| Evonik Industries AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7322519 | 08/17/26 | 0.10% | 1D ESTR | Monthly  | &nbsp;&nbsp; (103339)<br>|
| Evonik Industries AG | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1063363 | 08/19/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (15592)<br>|
| Evotec SE | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 841809 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (27381)<br>|
| Exact Sciences Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8063148 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (442177)<br>|
| Exail Technologies SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1523818 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 92033 |
| Exelixis, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7445355 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1382960)<br>|
| EXEO Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15628005 | 05/12/27 | 0.24% | 1D P TONA | Monthly  | &nbsp;&nbsp; 205029 |
| EXEO Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6283952 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 324311 |
| ExlService Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1594557 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 22733 |
| eXp World Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6421834 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (233748)<br>|
| Expand Energy, Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8077375 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 419235 |
| Expedia Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13951629 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 160137 |
| &nbsp;&nbsp;&nbsp; Expeditors International of <br> Washington, Inc.<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17873261 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 454997 |
| Experian PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22332400 | 08/17/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (57184)<br>|
| Experian PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42801785 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (109597)<br>|
| Experian PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3352406 | 08/17/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (23564)<br>|
| Experian PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2371948 | 09/03/29 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (16672)<br>|
| Exponent, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 435776 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (20361)<br>|
| Exponent, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3375058 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (170763)<br>|
| Extendicare, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85845 | 12/08/25 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (6914)<br>|
| Extendicare, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1501694 | 04/21/28 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; (80674)<br>|
| Extreme Networks, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4782863 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (18883)<br>|
| EZCORP, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6159945 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 154917 |
| EZCORP, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1621855 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 43017 |
| Fagron | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 887704 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (27951)<br>|
| FANUC Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8622341 | 09/09/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 806035 |
| Fastighets AB Balder, Class B | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4590180 | 01/04/27 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (217437)<br>|
| Fastighets AB Balder, Class B | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2330377 | 01/08/27 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (114711)<br>|
| FDJ United | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2039208 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (203350)<br>|
| &nbsp;&nbsp;&nbsp; Federal Agricultural Mortgage Corp., <br> Class C<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 499305 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (66)<br>|
| Federated Hermes, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6179894 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 551316 |
| Federated Hermes, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9916209 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 927525 |
| FedEx Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 56987310 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (2019274)<br>|
| Ferrari NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19573193 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2220682)<br>|
| Fidelity National Financial, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6927221 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (10144)<br>|
| &nbsp;&nbsp;&nbsp; Fidelity National Information Services, <br> Inc.<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 692992 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (12846)<br>|
| Fifth Third Bancorp | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4645971 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (58680)<br>|
| Financial Partners Group Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1525997 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 52276 |
| Finning International, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1468396 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (25568)<br>|
| Finning International, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 257977 | 09/04/29 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; 128 |
| First American Financial Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1058239 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4301)<br>|
| First Financial Bankshares, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16635456 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1200787)<br>|
| First Financial Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1753172 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (58850)<br>|
| First Quantum Minerals Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3762812 | 02/24/28 | 0.20% | 1D CORRA | Monthly  | &nbsp;&nbsp; (91292)<br>|
| First Quantum Minerals Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5018998 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (214595)<br>|
| FirstEnergy Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1115603 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 24413 |
| Firstgroup PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1216106 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 32266 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Firstgroup PLC | BNP Paribas SA | $1250997 | 03/17/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; $27583 |
| Firstgroup PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1477213 | 08/19/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 39194 |
| Firstgroup PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1415763 | 04/24/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 37479 |
| FirstService Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1764665 | 02/15/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 220856 |
| FirstService Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 960302 | 08/17/26 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 65870 |
| FirstService Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3266023 | 08/18/26 | 0.20% | 1D CORRA | Monthly  | &nbsp;&nbsp; 408757 |
| FirstService Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11618243 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 1357322 |
| FirstService Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10377314 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 1212349 |
| FirstService Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1066542 | 04/18/28 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; 133483 |
| FirstService Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4299981 | 09/04/29 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; 538162 |
| Fiserv, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13092004 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (2132834)<br>|
| Five Below, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7181119 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 330485 |
| Five9, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28571055 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2548828)<br>|
| Five9, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4283158 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (295833)<br>|
| flatexDEGIRO AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9336131 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 15034 |
| Flex Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23553617 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1158595)<br>|
| Flex Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 996345 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (32658)<br>|
| Flex Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26087509 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (712356)<br>|
| Flight Centre Travel Group Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8360657 | 01/06/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; (728211)<br>|
| Flight Centre Travel Group Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2344347 | 04/03/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (256181)<br>|
| Floor & Decor Holdings, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2651035 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (123372)<br>|
| Flowserve Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6790260 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 273526 |
| Flowserve Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2470281 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 158556 |
| Flowserve Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1078554 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 53958 |
| Flowserve Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1202754 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 77199 |
| &nbsp;&nbsp;&nbsp; Flughafen Zurich AG, Registered <br> Shares<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8028255 | 12/08/25 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; 139933 |
| Fluidra SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8344428 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (288208)<br>|
| flynas Co SJSC | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4474413 | 02/10/26 | 0.75% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (417178)<br>|
| Food & Life Cos. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 941222 | 02/26/26 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; 56033 |
| Food & Life Cos. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2059027 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 141985 |
| Fortrea Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1089582 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (11272)<br>|
| Fortrea Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 213107 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 42266 |
| Fortuna Mining Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7845421 | 02/15/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (136078)<br>|
| Fortune Brands Innovations, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12425235 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 465621 |
| Fortune Real Estate Investment Trust | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1320566 | 01/06/27 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; 33611 |
| Forvia SE | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 350242 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 29477 |
| Fox Corp., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30743881 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (112571)<br>|
| Fox Corp., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7553479 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 16610 |
| Fox Corp., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14925870 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 151802 |
| Fox Corp., Class B | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16514114 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (72860)<br>|
| Franco-Nevada Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1124244 | 10/20/25 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 11215 |
| Franklin Resources, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1896603 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (58947)<br>|
| Frasers Centrepoint Trust | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1705516 | 02/15/28 | 0.30% | SORA | Monthly  | &nbsp;&nbsp; 3213 |
| Freeport-McMoRan, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2992697 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (93203)<br>|
| Frencken Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1828182 | 12/24/27 | 0.00% | SORA | Monthly  | &nbsp;&nbsp; 66059 |
| Fresenius Medical Care AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12622756 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (316827)<br>|
| Fresenius Medical Care AG | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1262007 | 07/06/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (3710)<br>|
| Frontdoor, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12114519 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 56172 |
| Frontdoor, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1650870 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 22581 |
| Fuji Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 242163 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1372 |
| Fujimi, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20759 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1608 |
| Fujimi, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2916861 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 305548 |
| Fujitec Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1819761 | 02/26/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (150359)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Fujitsu Ltd. | Bank of America N.A. | $6158209 | 03/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; $63277 |
| Fujitsu Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 421706 | 05/12/27 | 0.24% | 1D P TONA | Monthly  | &nbsp;&nbsp; 13973 |
| Fukuoka Financial Group, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19399966 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 330460 |
| Fukuoka Financial Group, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8319250 | 03/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 141711 |
| Fukuoka REIT Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1265946 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 28185 |
| Fulgent Genetics, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2496904 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (194338)<br>|
| Fulgent Genetics, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97795 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (11723)<br>|
| Fulgent Genetics, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1053120 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (51869)<br>|
| Furukawa Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 133187 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 440 |
| Galaxy Entertainment Group Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2086421 | 02/25/26 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; 25174 |
| Games Workshop Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1105574 | 08/17/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 26801 |
| Games Workshop Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20947 | 04/18/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 479 |
| Garmin Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10050726 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 121833 |
| Gartner, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8779769 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (781195)<br>|
| Gaztransport Et Technigaz SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1538224 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 23824 |
| Gaztransport Et Technigaz SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5139110 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 79694 |
| Gaztransport Et Technigaz SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1045772 | 04/18/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (13560)<br>|
| GCM Grosvenor, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1925114 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 41705 |
| GCM Grosvenor, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 466741 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6015 |
| GEA Group AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7373064 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 448602 |
| GEA Group AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12417140 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 829792 |
| GEA Group AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2732947 | 12/08/25 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 238024 |
| GEA Group AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3969960 | 09/03/29 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 301497 |
| General Dynamics Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19566990 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 389138 |
| Generali | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53235854 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1848426 |
| Generali | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49707636 | 12/08/25 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 2757183 |
| Genie Energy Ltd., Class B | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 682168 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (37740)<br>|
| Genmab A/S | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3652677 | 05/11/26 | 0.28% | DESTR | Monthly  | &nbsp;&nbsp; 61203 |
| Genmab A/S | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2821195 | 11/09/26 | 0.26% | DESTR | Monthly  | &nbsp;&nbsp; 36663 |
| Genmab A/S | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1719677 | 06/17/26 | 0.25% | DESTR | Monthly  | &nbsp;&nbsp; 27893 |
| Genmab A/S | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 640330 | 01/04/27 | 0.26% | DESTR | Monthly  | &nbsp;&nbsp; 10729 |
| Genmab A/S | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1887111 | 01/06/27 | 0.26% | DESTR | Monthly  | &nbsp;&nbsp; 31620 |
| Genmab A/S | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 209088 | 12/08/25 | 0.26% | DESTR | Monthly  | &nbsp;&nbsp; 6856 |
| Gentex Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 215796 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 28986 |
| Gentherm, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 660759 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (12942)<br>|
| GEO Group, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1950126 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 73941 |
| George Weston Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12321419 | 08/18/26 | 0.20% | 1D CORRA | Monthly  | &nbsp;&nbsp; (15424)<br>|
| George Weston Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27497433 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 54338 |
| George Weston Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8675335 | 04/18/28 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; (10860)<br>|
| Georgia Capital PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3747457 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 159671 |
| Getinge AB | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 695884 | 01/18/27 | 0.28% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (8558)<br>|
| Getinge AB | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10582671 | 01/04/27 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 208890 |
| Getty Realty Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3735044 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 51899 |
| GFL Environmental, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12012458 | 10/20/25 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 1060364 |
| GFL Environmental, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28871007 | 04/18/28 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; 2072717 |
| Gibraltar Industries, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4089432 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 84126 |
| G-III Apparel Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8716592 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 23432 |
| Givaudan SA, Registered Shares | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27032901 | 04/18/28 | 0.16% | SSARON | Monthly  | &nbsp;&nbsp; (2569511)<br>|
| Givaudan SA, Registered Shares | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19571836 | 04/02/30 | 0.15% | SSARON | Monthly  | &nbsp;&nbsp; (1859706)<br>|
| Glencore PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3532743 | 08/17/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (63475)<br>|
| Glencore PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 367563 | 03/22/27 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (9281)<br>|
| Glencore PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4629001 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (37922)<br>|
| Global Industrial Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 454834 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 116181 |
| Global Industrial Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 133540 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 31855 |
| Global Industrial Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 360015 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 91961 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Global Industrial Co. | Goldman Sachs Bank USA | $352473 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; $90035 |
| Global Industrial Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 307951 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 65449 |
| &nbsp;&nbsp;&nbsp; Global One Real Estate Investment <br> Corp.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3167066 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 40063 |
| Global Payments, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3680151 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (52820)<br>|
| Global Ship Lease, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4067961 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 180236 |
| Global Ship Lease, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2072589 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 92621 |
| GLOBALFOUNDRIES, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1548877 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (117363)<br>|
| Globant SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3099928 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (229443)<br>|
| Globe Life, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7615541 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1470199 |
| Globus Medical, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4194161 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (284331)<br>|
| Glory Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3735318 | 02/15/28 | 0.20% | 1D P TONA | Monthly  | &nbsp;&nbsp; 157770 |
| Glory Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2041652 | 03/24/27 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; 84890 |
| Glory Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1559775 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 70488 |
| GMS, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 346394 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (260)<br>|
| GN Store Nord A/S | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3444232 | 01/04/27 | 0.26% | DESTR | Monthly  | &nbsp;&nbsp; (146421)<br>|
| GN Store Nord A/S | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6017603 | 01/06/27 | 0.26% | DESTR | Monthly  | &nbsp;&nbsp; (243178)<br>|
| GN Store Nord A/S | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14263107 | 12/08/25 | 0.27% | DESTR | Monthly  | &nbsp;&nbsp; (763046)<br>|
| GoDaddy, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24346507 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1123906)<br>|
| Golden Entertainment, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52961 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6085)<br>|
| Golden Ocean Group Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1947019 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (99676)<br>|
| Goldwin, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2057829 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (8498)<br>|
| Goodyear Tire & Rubber Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2362331 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (211333)<br>|
| Gorman-Rupp Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 567570 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 438 |
| GQG Partners, Inc., CDI | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1475721 | 05/12/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (124357)<br>|
| Grab Holdings Ltd., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4427731 | 12/08/25 | 0.19% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 83020 |
| GrainCorp Ltd., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4135916 | 05/12/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; 95908 |
| GrainCorp Ltd., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 772382 | 01/06/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; 17911 |
| Grainger PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11262258 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (258038)<br>|
| Grainger PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9471192 | 03/17/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (54688)<br>|
| Grand City Properties SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 293239 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (317)<br>|
| Grand City Properties SA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 578817 | 03/24/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (625)<br>|
| Grand City Properties SA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 556515 | 08/19/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (601)<br>|
| Grand City Properties SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 770394 | 04/24/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (3750)<br>|
| Granite Construction, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29414393 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 324574 |
| Great Lakes Dredge & Dock Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 406781 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5960 |
| Great Lakes Dredge & Dock Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3048995 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 44674 |
| Great Southern Bancorp, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 169517 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (13558)<br>|
| Great-West Lifeco, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1556396 | 08/18/26 | 0.20% | 1D CORRA | Monthly  | &nbsp;&nbsp; 6006 |
| Great-West Lifeco, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7593485 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (47858)<br>|
| Green Dot Corp., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2320810 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (119629)<br>|
| Greenbrier Cos, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11479656 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (681232)<br>|
| Greenbrier Cos, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7027640 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (741860)<br>|
| Greencore Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4937968 | 03/17/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 543923 |
| Greencore Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64107 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 6452 |
| Greggs PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3801539 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (280554)<br>|
| Griffon Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14523497 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (14282)<br>|
| Griffon Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2492592 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 147139 |
| Grindr, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 696975 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (139905)<br>|
| Grindr, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9698074 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2037779)<br>|
| Grocery Outlet Holding Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3425417 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (174468)<br>|
| Group 1 Automotive, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2766303 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (77436)<br>|
| Guardant Health, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7845114 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1159883)<br>|
| Guerbet | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26 | 08/19/26 | 0.18% | 1D ESTR | Monthly  | &nbsp;&nbsp; (2)<br>|
| Guidewire Software, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12836421 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 174849 |
| Gulf Keystone Petroleum Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1885963 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (33880)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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 Holdings <br> Ltd.<br>| BNP Paribas SA | $8306281 | 07/19/27 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; $155085 |
| &nbsp;&nbsp;&nbsp; Guotai Junan International Holdings <br> Ltd.<br>| Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 684198 | 02/25/26 | 0.25% | HONIA | Monthly  | &nbsp;&nbsp; 46931 |
| H&R Block, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9103521 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (178013)<br>|
| H2O America | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1395438 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (73113)<br>|
| H2O Retailing Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7901530 | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 111462 |
| H2O Retailing Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5567204 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 85761 |
| Hackett Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 291819 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5268)<br>|
| Hackett Group, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 460298 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (8309)<br>|
| Hackett Group, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 540905 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (9764)<br>|
| Hacksaw AB | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 661593 | 01/08/27 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (7210)<br>|
| Haemonetics Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4911292 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (11251)<br>|
| Halliburton Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11207638 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 167149 |
| Halma PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16927904 | 08/17/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 132811 |
| Halma PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1307281 | 08/19/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 17152 |
| Halma PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4057540 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 47716 |
| Halma PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12771343 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 178981 |
| Halozyme Therapeutics, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 758345 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 26482 |
| Hammerson PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4498291 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (55667)<br>|
| Hammerson PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8 | 08/17/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; — |
| Hammerson PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4 | 03/22/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; — |
| Hammerson PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4 | 08/19/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; — |
| Hammerson PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11 | 08/19/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; — |
| Hammerson PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 405657 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 2889 |
| Hanwa Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1718157 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 30188 |
| Hanwa Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1433117 | 03/24/27 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; 25180 |
| Hanwa Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 589874 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 10364 |
| Hanwa Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1968077 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 17946 |
| Hapag-Lloyd AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1594401 | 04/24/28 | (3.00)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (6494)<br>|
| Harbour Energy PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6727505 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 62726 |
| Harbour Energy PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2451078 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (37098)<br>|
| &nbsp;&nbsp;&nbsp; Harel Insurance Investments & <br> Financial Services Ltd.<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2208141 | 02/15/28 | 0.45% | SHIR | Monthly  | &nbsp;&nbsp; 35426 |
| Harmony Biosciences Holdings, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6689907 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 65286 |
| Harmony Biosciences Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12502043 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 870578 |
| Harrow, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1950409 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (234957)<br>|
| Hartford Insurance Group, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3957587 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6463)<br>|
| Haverty Furniture Cos, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2209101 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (15946)<br>|
| Haverty Furniture Cos, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1180520 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (52492)<br>|
| Hazama Ando Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11559741 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 367953 |
| Hazama Ando Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6814134 | 03/24/27 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; 168784 |
| HB Fuller Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2797048 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (145363)<br>|
| Healthcare Services Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 960180 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2943)<br>|
| Healthcare Services Group, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 530402 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4447)<br>|
| HealthEquity, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15629435 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (65785)<br>|
| HEICO Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15613790 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 326861 |
| HEICO Corp., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15343927 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 485765 |
| &nbsp;&nbsp;&nbsp; Heidrick & Struggles International, <br> Inc.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3558954 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (131614)<br>|
| &nbsp;&nbsp;&nbsp; Heidrick & Struggles International, <br> Inc.<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 866370 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (24575)<br>|
| &nbsp;&nbsp;&nbsp; Heidrick & Struggles International, <br> Inc.<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 892539 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (25318)<br>|
| Heineken NV | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7100192 | 06/25/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (614191)<br>|

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Heiwa Real Estate Co. Ltd. | Barclays Bank PLC | $6398976 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; $(9631)<br>|
| Heiwado Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6031054 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 41042 |
| Heiwado Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2548873 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; 17345 |
| Heiwado Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300882 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2048 |
| Helix Energy Solutions Group, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1404458 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (120435)<br>|
| HelloFresh SE | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4308224 | 03/24/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 299378 |
| HelloFresh SE | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 965833 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 49868 |
| Helmerich & Payne, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1722630 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (20515)<br>|
| Helvetia Holding AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5014651 | 02/15/28 | 0.00% | SSARON | Monthly  | &nbsp;&nbsp; 44838 |
| Helvetia Holding AG | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190741 | 02/26/26 | 0.00% | SSARON | Monthly  | &nbsp;&nbsp; 2365 |
| &nbsp;&nbsp;&nbsp; Henderson Land Development Co. <br> Ltd.<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1674708 | 07/19/27 | 0.15% | HONIA | Monthly  | &nbsp;&nbsp; (5554)<br>|
| &nbsp;&nbsp;&nbsp; Henderson Land Development Co. <br> Ltd.<br>| Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1613267 | 02/25/26 | 0.25% | HONIA | Monthly  | &nbsp;&nbsp; 10397 |
| Henkel AG & Co KGaA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15190183 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (159267)<br>|
| Henkel AG & Co KGaA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 426556 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (4659)<br>|
| Henkel AG & Co KGaA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4983960 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (34531)<br>|
| Henkel AG & Co KGaA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1236220 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (11558)<br>|
| Henkel AG & Co KGaA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1161760 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (12689)<br>|
| Henkel AG & Co KGaA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2826295 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (32902)<br>|
| Henkel AG & Co KGaA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1215038 | 12/08/25 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (4954)<br>|
| Henry Schein, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19676558 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1201208)<br>|
| Hera SpA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1153732 | 04/24/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (48482)<br>|
| Herc Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7495341 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1209211)<br>|
| Heritage Commerce Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1034860 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (127518)<br>|
| Hermes International SCA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17870440 | 06/25/26 | 0.05% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1321824)<br>|
| Hermes International SCA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9612888 | 07/06/26 | 0.05% | 1D ESTR | Monthly  | &nbsp;&nbsp; (652621)<br>|
| Hexagon AB | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3690926 | 02/15/28 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 288572 |
| Hexagon AB | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5366927 | 12/08/25 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 634048 |
| Hill & Smith PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3113579 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 365285 |
| Hilltop Holdings, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4922455 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (107364)<br>|
| Hilton Food Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 933260 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (19738)<br>|
| Hilton Food Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2126902 | 03/17/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (51280)<br>|
| Hirose Electric Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14361126 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1711208 |
| &nbsp;&nbsp;&nbsp; Hitachi Construction Machinery Co. <br> Ltd.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2652086 | 05/12/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; 833 |
| &nbsp;&nbsp;&nbsp; Hitachi Construction Machinery Co. <br> Ltd.<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3156093 | 09/03/29 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 3662 |
| Hitachi Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5799311 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 587043 |
| Hitachi Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14221373 | 09/09/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 659720 |
| &nbsp;&nbsp;&nbsp; HK Electric Investments & HK Electric <br> Investments Ltd.<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1210308 | 03/22/27 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; 16031 |
| HKBN Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2934201 | 03/05/26 | 0.00% | HONIA | Monthly  | &nbsp;&nbsp; (13719)<br>|
| HKBN Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 212102 | 12/08/25 | 0.30% | 1D HIBOR | Monthly  | &nbsp;&nbsp; (569)<br>|
| HOCHTIEF AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42326599 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1051600 |
| Hokuhoku Financial Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1144003 | 05/12/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; 26180 |
| Hollywood Bowl Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1617652 | 03/17/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; — |
| Home BancShares, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22777375 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1171728)<br>|
| Honeywell International, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10380616 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (63576)<br>|
| Horiba Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5879735 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 69911 |
| Horiba Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 243389 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 6658 |
| Horizon Bancorp, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 523124 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2375 |
| Horizon Bancorp, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1227108 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 5571 |
| Horizon Bancorp, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73874 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2666)<br>|
| Hosiden Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2269603 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 126028 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Houlihan Lokey, Inc., Class A | Barclays Bank PLC | $18312265 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(439606)<br>|
| Hub Group, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6714456 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (86536)<br>|
| Huber + Suhner AG | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2700167 | 02/26/26 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; 350633 |
| Hudbay Minerals, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6218188 | 02/24/28 | 0.20% | 1D CORRA | Monthly  | &nbsp;&nbsp; (322181)<br>|
| Hudbay Minerals, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1212708 | 12/08/25 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (39317)<br>|
| HUGO BOSS AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6239528 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (93280)<br>|
| HUGO BOSS AG | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190887 | 08/19/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (2033)<br>|
| Hulic Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 586006 | 03/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (10882)<br>|
| Hulic Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12485331 | 05/12/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; 70100 |
| Hulic Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6628865 | 09/09/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; 14145 |
| Hulic Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1811467 | 09/07/26 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (33639)<br>|
| Hulic Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1258503 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (23371)<br>|
| Hulic Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1598628 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (13462)<br>|
| Hulic Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 794946 | 09/03/29 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (14762)<br>|
| Hunting PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1260766 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (25490)<br>|
| Hunting PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 763636 | 08/19/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (15439)<br>|
| Huntington Bancshares, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10247146 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (80443)<br>|
| Huntington Ingalls Industries, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3482723 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 91147 |
| Huntsman Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15422265 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2251644)<br>|
| Husqvarna AB | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8921045 | 01/04/27 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 31372 |
| Hypoport SE | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2958869 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (178563)<br>|
| Iberdrola SA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7074989 | 08/19/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 117504 |
| ICF International, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1163508 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (14383)<br>|
| ICF International, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8665906 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (85553)<br>|
| ICF International, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2267657 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (122002)<br>|
| Ichigo Office REIT Investment Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1506736 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 34216 |
| IDEX Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191635 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (22892)<br>|
| IDP Education Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1505774 | 03/22/27 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (84567)<br>|
| IDP Education Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3670370 | 01/06/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; (130207)<br>|
| IDT Corp., Class B | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3557712 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 130466 |
| IDT Corp., Class B | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1457608 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (153223)<br>|
| IG Group Holdings PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2740236 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 191184 |
| IG Group Holdings PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6933689 | 08/17/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 434820 |
| IG Group Holdings PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10357331 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 646233 |
| IG Group Holdings PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3352567 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 150808 |
| IG Group Holdings PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3136241 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 140988 |
| IGG, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 442530 | 02/15/28 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; (20411)<br>|
| IGG, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 231697 | 08/19/26 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; (10686)<br>|
| IGG, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 569834 | 01/06/27 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; (14690)<br>|
| IGO Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5085203 | 04/03/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (488640)<br>|
| Illinois Tool Works, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20928618 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (326616)<br>|
| Iluka Resources Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4323177 | 01/06/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; (68698)<br>|
| IMI PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 968873 | 01/04/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 24318 |
| IMI PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5506441 | 01/27/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 138205 |
| IMI PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9006712 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 515047 |
| Imperial Brands PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12572824 | 08/17/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 109702 |
| Imperial Brands PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15715560 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 140823 |
| Inaba Denki Sangyo Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 676288 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (12809)<br>|
| Inaba Denki Sangyo Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 581630 | 03/24/27 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; (12558)<br>|
| Inaba Denki Sangyo Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 556000 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (10531)<br>|
| Incyte Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4698383 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 403498 |
| Incyte Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2139644 | 12/08/25 | 0.19% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 218492 |
| Independent Bank Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 460614 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (40185)<br>|
| Independent Bank Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 948540 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (82753)<br>|
| Independent Bank Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 271638 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (29132)<br>|

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Industrivarden AB | Citibank N.A. | $1709169 | 07/06/26 | 0.26% | TN STIBOR | Monthly  | &nbsp;&nbsp; $(41315)<br>|
| Industrivarden AB | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 494258 | 07/06/26 | 0.26% | TN STIBOR | Monthly  | &nbsp;&nbsp; (1579)<br>|
| Industrivarden AB, Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2747132 | 01/04/27 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 16650 |
| Indutrade AB | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1170951 | 08/17/26 | 0.25% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (47603)<br>|
| Infineon Technologies AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2339518 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (53516)<br>|
| Infineon Technologies AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7876 | 04/18/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (19)<br>|
| Infrastrutture Wireless Italiane SpA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3781452 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (57016)<br>|
| Infrastrutture Wireless Italiane SpA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2012335 | 03/22/27 | 0.15% | 1D ESTR | Monthly  | &nbsp;&nbsp; (831)<br>|
| Ingenia Communities Group | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143824 | 02/25/26 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; (3466)<br>|
| Ingredion, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5611401 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (169460)<br>|
| Innospec, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4026632 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (186398)<br>|
| Inpex Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5127854 | 02/26/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 103463 |
| Inpex Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21061845 | 09/03/29 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 629468 |
| InPost SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 153685 | 07/06/26 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 21187 |
| Insight Enterprises, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11107807 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2025172)<br>|
| Insmed, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5733655 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 243128 |
| Insperity, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5762991 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8762 |
| Installed Building Products, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4269392 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 36351 |
| Insulet Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 235913 | 02/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2)<br>|
| IntegraFin Holdings PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135360 | 01/04/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (4385)<br>|
| Integral Ad Science Holding Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2180656 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (59496)<br>|
| Intel Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24149271 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2214277)<br>|
| &nbsp;&nbsp;&nbsp; Interactive Brokers Group, Inc., <br> Class A<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18303488 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1820219 |
| Intercontinental Exchange, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4038516 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 61383 |
| InterContinental Hotels Group PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18849303 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 22224 |
| InterContinental Hotels Group PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20928704 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (9233)<br>|
| International Workplace Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2306108 | 03/17/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 52643 |
| International Workplace Group PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 543398 | 08/19/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 12405 |
| International Workplace Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1142274 | 04/24/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 26076 |
| Intertek Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13200460 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 221614 |
| Intertek Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21660360 | 04/18/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 192335 |
| Intertek Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28743486 | 09/03/29 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 255230 |
| Intesa Sanpaolo SpA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27654329 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1994261 |
| Intesa Sanpaolo SpA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40094872 | 12/08/25 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 2774974 |
| Intuit, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14380010 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 170804 |
| Invesco Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18812328 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (212469)<br>|
| Invesco Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3334005 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 850430 |
| Invesco Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3150421 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 815448 |
| Invesco Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 879051 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 224226 |
| Investec PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10122355 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 253711 |
| Investment AB Latour | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201778 | 07/06/26 | 0.00% | TN STIBOR | Monthly  | &nbsp;&nbsp; (506)<br>|
| Investment AB Latour | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12951 | 12/08/25 | 0.00% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (33)<br>|
| INVISIO AB | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1475775 | 01/18/27 | 0.28% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (25989)<br>|
| Invitation Homes, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13868233 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (535789)<br>|
| Ionis Pharmaceuticals, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1103844 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 25756 |
| Ionis Pharmaceuticals, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6159743 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 244363 |
| IONOS Group SE | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6888878 | 12/08/25 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 234678 |
| Ipsen SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26047734 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (675068)<br>|
| Ipsen SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5110741 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (132453)<br>|
| Ipsen SA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5402707 | 08/19/26 | 0.18% | 1D ESTR | Monthly  | &nbsp;&nbsp; (79760)<br>|
| Ipsen SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7139481 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (185031)<br>|
| Ipsen SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2979784 | 01/06/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (77226)<br>|
| Iren SpA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4832888 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (39403)<br>|
| Iren SpA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1422486 | 08/19/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (10495)<br>|
| Iren SpA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3050844 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (95278)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| IRESS Ltd. | Barclays Bank PLC | $1531735 | 05/12/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; $98011 |
| iRhythm Technologies, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1527658 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 77823 |
| Iron Mountain, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4228610 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (71143)<br>|
| Isetan Mitsukoshi Holdings Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 329414 | 03/24/27 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; (127)<br>|
| Isetan Mitsukoshi Holdings Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4459501 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (54408)<br>|
| Ispace Inc/Japan | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 889331 | 05/12/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (37198)<br>|
| Israel Discount Bank Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 421303 | 07/19/27 | 0.70% | SHIR | Monthly  | &nbsp;&nbsp; (4123)<br>|
| Israel Discount Bank Ltd., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1798786 | 06/17/27 | 0.70% | SHIR | Monthly  | &nbsp;&nbsp; (26663)<br>|
| Italgas SpA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1692294 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 4841 |
| Italgas SpA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7626935 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 24962 |
| Italgas SpA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1343596 | 12/08/25 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 67081 |
| Ito En Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1702818 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 23822 |
| ITT, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6458932 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 581151 |
| Ituran Location and Control Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 684836 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3135 |
| Ituran Location and Control Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1307287 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 29788 |
| J D Wetherspoon PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1249130 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (46491)<br>|
| J D Wetherspoon PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 956922 | 08/19/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (35616)<br>|
| J D Wetherspoon PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1559581 | 04/24/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (58046)<br>|
| J Sainsbury PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 662448 | 12/10/26 | 0.10% | 1D SONIA | Monthly  | &nbsp;&nbsp; 3021 |
| J Sainsbury PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3839827 | 04/18/28 | 0.14% | 1D SONIA | Monthly  | &nbsp;&nbsp; 282169 |
| J Sainsbury PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11529105 | 09/03/29 | 0.17% | 1D SONIA | Monthly  | &nbsp;&nbsp; 784331 |
| JAC Recruitment Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2658700 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 60268 |
| James Hardie Industries PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3383580 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (130523)<br>|
| Jamf Holding Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3742357 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (64843)<br>|
| Jamf Holding Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12205306 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1023793)<br>|
| Jamieson Wellness, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144829 | 12/08/25 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (2340)<br>|
| Janus Henderson Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17334378 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1327446 |
| &nbsp;&nbsp;&nbsp; Japan Aviation Electronics Industry <br> Ltd.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2279895 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 29627 |
| Japan Exchange Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5499873 | 05/12/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 67451 |
| Japan Exchange Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6012128 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2116)<br>|
| Japan Exchange Group, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 735773 | 09/03/29 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 87 |
| Japan Hotel REIT Investment Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7998947 | 05/12/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 246307 |
| Japan Lifeline Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1153859 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2519)<br>|
| Japan Material Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 184123 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 897 |
| Japan Metropolitan Fund Invest | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27930869 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 538005 |
| Japan Petroleum Exploration Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5862633 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 317170 |
| Japan Post Bank Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12499959 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 475046 |
| Japan Post Bank Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5581698 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 141814 |
| Japan Post Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9777956 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 126327 |
| Japan Post Holdings Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6472518 | 09/03/29 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 71995 |
| Japan Prime Realty Investment Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2369371 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 106628 |
| Japan Securities Finance Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1535597 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 52227 |
| Japan Tobacco, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22044120 | 05/12/27 | 0.20% | 1D P TONA | Monthly  | &nbsp;&nbsp; 49601 |
| Japan Tobacco, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1548813 | 02/26/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 13398 |
| Jardine Matheson Holdings Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1805895 | 02/15/28 | 0.30% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 100083 |
| Jazz Pharmaceuticals PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3738685 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 188425 |
| Jazz Pharmaceuticals PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1873950 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 38881 |
| JB Hi-Fi Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4584119 | 09/09/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; 203495 |
| JB Hi-Fi Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4273831 | 09/07/26 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 117505 |
| JB Hi-Fi Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2627168 | 01/06/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; 138383 |
| JB Hi-Fi Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7099022 | 01/07/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; 350586 |
| JB Hi-Fi Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7640231 | 04/18/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 215414 |
| JB Hi-Fi Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2848897 | 09/03/29 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 78328 |
| JCDecaux SE | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5544974 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (357732)<br>|
| JCR Pharmaceuticals Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1441122 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (92279)<br>|
| JDE Peet's NV | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2375630 | 06/25/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 197481 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Jefferies Financial Group, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $13743493 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; $344287 |
| JINS Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7108813 | 05/12/27 | 0.23% | 1D P TONA | Monthly  | &nbsp;&nbsp; (72856)<br>|
| JINS Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6646468 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2871)<br>|
| Joby Aviation, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4222842 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (294481)<br>|
| Johnson & Johnson | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3808857 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (29063)<br>|
| Jones Lang LaSalle, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2699502 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 166314 |
| Joyful Honda Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 827005 | 02/26/26 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3053)<br>|
| JPMorgan Chase & Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25761002 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1116557 |
| JTEKT Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30665781 | 05/12/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1659965 |
| Jumbo Interactive Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 885006 | 02/15/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 45867 |
| Just Group PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2378614 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 1569835 |
| Just Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 746961 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 472921 |
| Just Group PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2216332 | 08/19/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 1465921 |
| K&O Energy Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 139447 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 185 |
| K&S AG | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93944 | 07/06/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (10756)<br>|
| K92 Mining, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17018162 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (938625)<br>|
| Kaga Electronics Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1363520 | 05/12/27 | 0.23% | 1D P TONA | Monthly  | &nbsp;&nbsp; 41510 |
| Kaiser Aluminum Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2715755 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (319145)<br>|
| Kajima Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196229 | 03/24/27 | 0.00% | 1D TONA | Monthly  | &nbsp;&nbsp; (834)<br>|
| Kakaku.com, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 586260 | 09/07/26 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; (1581)<br>|
| Kakaku.com, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9722276 | 12/08/25 | 0.24% | 1D P TONA | Monthly  | &nbsp;&nbsp; (394608)<br>|
| Kaken Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2107257 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 58250 |
| Kamigumi Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2870499 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 74743 |
| Kanamoto Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6447840 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (100701)<br>|
| Kandenko Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4586515 | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 302897 |
| Kandenko Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8000711 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 243064 |
| Kaneka Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10693202 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 502092 |
| Kanematsu Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9260006 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (10605)<br>|
| Kansai Electric Power Co., Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8221481 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 150608 |
| Kansai Electric Power Co., Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1935395 | 04/18/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (15565)<br>|
| Kao Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17966074 | 01/07/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 288983 |
| &nbsp;&nbsp;&nbsp; Kardex Holding AG, Registered <br> Shares<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3834083 | 12/10/26 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; 123636 |
| Kawasaki Kisen Kaisha Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1771650 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (10027)<br>|
| KB Home | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6716943 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (153326)<br>|
| KBR, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 752000 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (4908)<br>|
| KDDI Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201122 | 02/26/26 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (900)<br>|
| Kearny Financial Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1982104 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (173815)<br>|
| Keiyo Bank Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1615936 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 73207 |
| Keller Group PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3868363 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (213957)<br>|
| Keller Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1735146 | 03/17/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (95970)<br>|
| Keller Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3116551 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (134028)<br>|
| Kelly Services, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5124894 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (71451)<br>|
| Kemper Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10004568 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (75768)<br>|
| Kennametal, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 482560 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1226)<br>|
| Kennedy-Wilson Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2498251 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3418 |
| Kerry Group PLC | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2656981 | 07/06/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (199108)<br>|
| Kerry Group PLC, Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7703962 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (728183)<br>|
| Kewpie Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15829335 | 05/12/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 723186 |
| Kewpie Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3172976 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 144633 |
| Keysight Technologies, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20867592 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 53553 |
| Kier Group PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1434946 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (35763)<br>|
| Kier Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1432383 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (45943)<br>|
| Kier Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 942474 | 04/24/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (23489)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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; Killam Apartment Real Estate <br> Investment Trust<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $2648011 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; $(86662)<br>|
| Kimball Electronics, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 784041 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (24411)<br>|
| Kimco Realty Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2757936 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (966)<br>|
| Kinaxis, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8804495 | 09/04/29 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; 369162 |
| Kinden Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3780345 | 05/12/27 | 0.20% | 1D P TONA | Monthly  | &nbsp;&nbsp; 108262 |
| Kinder Morgan, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 386881 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 656 |
| Kinross Gold Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11999108 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (96637)<br>|
| Kinross Gold Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18177473 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (146396)<br>|
| Kirby Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 165664 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (33945)<br>|
| Kirin Holdings Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3197634 | 03/24/27 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; (13910)<br>|
| Kissei Pharmaceutical Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4042029 | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 297668 |
| Kissei Pharmaceutical Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 982013 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 75660 |
| Ki-Star Real Estate Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 817808 | 03/24/27 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; 7818 |
| &nbsp;&nbsp;&nbsp; Knight-Swift Transportation Holdings, <br> Inc.<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6467309 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (400137)<br>|
| Kodiak Gas Services, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5496440 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 204374 |
| Koito Manufacturing Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4073513 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 46405 |
| Kojamo Oyj | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115131 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (842)<br>|
| &nbsp;&nbsp;&nbsp; Komax Holding AG, Registered <br> Shares<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1578939 | 12/10/26 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; 89741 |
| Kone Oyj, Class B | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 245738 | 03/24/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (4772)<br>|
| Konica Minolta, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 330844 | 02/26/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 7920 |
| Koninklijke Ahold Delhaize NV | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4086593 | 03/24/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (46743)<br>|
| Koninklijke BAM Groep NV | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2243863 | 03/24/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (16360)<br>|
| Koninklijke BAM Groep NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 974943 | 04/24/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 68 |
| Kontoor Brands, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1741662 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (95740)<br>|
| Kontron AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 794595 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 35489 |
| Kontron AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3242468 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 22739 |
| Kontron AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 380885 | 03/24/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 17012 |
| Kontron AG | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1061838 | 08/19/26 | (12.00)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 47425 |
| Kontron AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 508052 | 04/24/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 22691 |
| Koppers Holdings, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1004219 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (22494)<br>|
| Korn Ferry | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13391038 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (222967)<br>|
| Kose Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 786966 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (242)<br>|
| Kroger Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10999715 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (211114)<br>|
| Krones AG | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 184914 | 06/25/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (16996)<br>|
| K's Holdings Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5123865 | 05/12/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (4178)<br>|
| Kubota Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20508440 | 09/09/27 | 0.24% | 1D P TONA | Monthly  | &nbsp;&nbsp; 742558 |
| Kubota Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17856059 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 676605 |
| Kuehne & Nagel International AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4183346 | 11/09/26 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (82933)<br>|
| Kumagai Gumi Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2449397 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (12953)<br>|
| Kumagai Gumi Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8723147 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 186679 |
| Kuraray Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4157412 | 03/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 62240 |
| Kuraray Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1373445 | 03/24/27 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; (14700)<br>|
| Kureha Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2318146 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 62720 |
| Kyndryl Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19639740 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (741256)<br>|
| Kyocera Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9555478 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 768622 |
| Kyocera Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11225041 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 886239 |
| Kyocera Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8060132 | 04/18/28 | 0.24% | 1D P TONA | Monthly  | &nbsp;&nbsp; 836819 |
| Kyoritsu Maintenance Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1820066 | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (38428)<br>|
| Kyoritsu Maintenance Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3422022 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (68208)<br>|
| Kyoritsu Maintenance Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 831328 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (17552)<br>|
| Kyoritsu Maintenance Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20573116 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (238359)<br>|
| Kyoritsu Maintenance Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3054760 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (64496)<br>|
| Kyushu Financial Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 260106 | 03/24/27 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; 1875 |
| Kyushu Financial Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4006054 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 164701 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Lamar Advertising Co., Class A | Barclays Bank PLC | $5001293 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(116672)<br>|
| Lamar Advertising Co., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1056638 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (11033)<br>|
| Lamar Advertising Co., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1299938 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (13990)<br>|
| Lancashire Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3143556 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 10076 |
| Lancashire Holdings Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 615717 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 34264 |
| Landstar System, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7368162 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (219797)<br>|
| Lattice Semiconductor Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1587971 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (68605)<br>|
| Lear Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7070316 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (480293)<br>|
| Legalzoom.com, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4023653 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 22504 |
| Leggett & Platt, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6094208 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (181182)<br>|
| LendingClub Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3472951 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 701552 |
| LendingClub Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1020557 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 262547 |
| Lendlease Corp Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1413475 | 02/15/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 9937 |
| Lendlease Corp Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10 | 05/12/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; — |
| Lendlease Corp Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20 | 09/09/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; — |
| Lennar Corp., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26301570 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1409052)<br>|
| Leonardo SpA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11805800 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (132109)<br>|
| Leonardo SpA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5867582 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (103775)<br>|
| LGI Homes, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 282615 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (21166)<br>|
| Liberty Energy, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 408398 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 39569 |
| Liberty Energy, Inc., Class A | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1377257 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 73964 |
| Liberty Global Ltd., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14282066 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (306841)<br>|
| Liberty Global Ltd., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 264973 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (264)<br>|
| Liberty Latin America Ltd., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 2 |
| Life Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5048174 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 80568 |
| Life Time Group Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2958458 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (23504)<br>|
| LifeStance Health Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13248631 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (695309)<br>|
| Light & Wonder, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1661774 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (27320)<br>|
| Light & Wonder, Inc., CDI | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192 | 02/15/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 1 |
| Lightspeed Commerce, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12573825 | 02/15/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 789249 |
| Lincoln Electric Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19905294 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2193548 |
| Lincoln Electric Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3638764 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 397492 |
| Lindblad Expeditions Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1157168 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (95913)<br>|
| Lindblad Expeditions Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1577019 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (62117)<br>|
| Link REIT | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7976400 | 09/09/27 | 0.31% | HONIA | Monthly  | &nbsp;&nbsp; 71442 |
| Link REIT | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 569901 | 01/06/27 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; 5104 |
| Link REIT | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2506017 | 01/11/27 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; 22446 |
| Link REIT | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8396067 | 04/18/28 | 0.25% | HONIA | Monthly  | &nbsp;&nbsp; 244626 |
| Link REIT | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1441752 | 09/03/29 | 0.25% | HONIA | Monthly  | &nbsp;&nbsp; 42007 |
| Lintec Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1959707 | 03/24/27 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; 29326 |
| Lintec Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1725533 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 24896 |
| Lion Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 973 | 09/07/26 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; 1 |
| Lion Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18500525 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 355614 |
| Lion Finance Group PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1657660 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 109722 |
| Lion Finance Group PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4446597 | 08/19/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 294324 |
| Lion Finance Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 988858 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 68423 |
| Lithia Motors, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13245373 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1351549)<br>|
| LivaNova PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7954205 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (227106)<br>|
| LivaNova PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14046195 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1248533)<br>|
| Live Oak Bancshares, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 555039 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (32052)<br>|
| LiveRamp Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1046139 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 9188 |
| LiveRamp Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17062436 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (72474)<br>|
| Lloyds Banking Group PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4988831 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 32396 |
| Lloyds Banking Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1104392 | 03/22/27 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (14426)<br>|
| Loblaw Cos Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6592803 | 02/24/28 | 0.20% | 1D CORRA | Monthly  | &nbsp;&nbsp; 118624 |
| Loblaw Cos Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2859396 | 04/18/28 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; (7743)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Lockheed Martin Corp. | SG Americas Securities LLC | $15791358 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $58960 |
| Loews Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3606320 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3281)<br>|
| &nbsp;&nbsp;&nbsp; Logitech International SA, Registered <br> Shares<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18137292 | 11/09/26 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (71505)<br>|
| &nbsp;&nbsp;&nbsp; Logitech International SA, Registered <br> Shares<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15547727 | 12/08/25 | 0.22% | SSARON | Monthly  | &nbsp;&nbsp; 211480 |
| London Stock Exchange Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36823403 | 08/17/26 | 0.05% | 1D SONIA | Monthly  | &nbsp;&nbsp; (3944064)<br>|
| London Stock Exchange Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45600843 | 12/10/26 | 0.05% | 1D SONIA | Monthly  | &nbsp;&nbsp; (5705839)<br>|
| Loomis Ab | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2933405 | 01/18/27 | 0.28% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (56051)<br>|
| L'Oreal SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 461747 | 07/06/26 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (2007)<br>|
| L'Oreal SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 444774 | 04/18/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 16736 |
| Lowe's Cos, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4045591 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 17794 |
| LSB Industries, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 746763 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (74763)<br>|
| Lululemon Athletica, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3308339 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (90033)<br>|
| Lundin Gold, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 231147 | 02/24/28 | 0.20% | 1D CORRA | Monthly  | &nbsp;&nbsp; (1628)<br>|
| Lundin Gold, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3092058 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (44911)<br>|
| Lundin Mining Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 328089 | 02/24/28 | 0.20% | 1D CORRA | Monthly  | &nbsp;&nbsp; 1765 |
| &nbsp;&nbsp;&nbsp; LVMH Moet Hennessy Louis Vuitton <br> SE<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3426393 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (9586)<br>|
| &nbsp;&nbsp;&nbsp; LVMH Moet Hennessy Louis Vuitton <br> SE<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5006256 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 30649 |
| LY Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4546891 | 09/09/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (17776)<br>|
| LY Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 182411 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 13506 |
| LY Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 569012 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 42131 |
| LY Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1768361 | 12/08/25 | 0.02% | 1D P TONA | Monthly  | &nbsp;&nbsp; 74207 |
| LY Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11436703 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 342065 |
| Lynas Rare Earths Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1046521 | 09/07/26 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 46604 |
| Lynas Rare Earths Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3883120 | 04/18/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 172925 |
| M/I Homes, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13997215 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (356371)<br>|
| M/I Homes, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1328471 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 89170 |
| M/I Homes, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 942372 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 48475 |
| Mabuchi Motor Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3141534 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; 24850 |
| &nbsp;&nbsp;&nbsp; MACOM Technology Solutions <br> Holdings, Inc.<br>| Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6171 | 02/24/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; — |
| Macquarie Group Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3929530 | 02/15/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (98055)<br>|
| Maeda Kosen Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1132893 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (6451)<br>|
| Magna International, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2801040 | 12/08/25 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (42219)<br>|
| Magnolia Oil & Gas Corp., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 364064 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 10006 |
| Maire SpA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1705728 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (3268)<br>|
| Maire SpA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 766593 | 03/17/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (4269)<br>|
| Maire SpA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2273547 | 08/19/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (12662)<br>|
| Maire SpA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1926402 | 04/24/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (10195)<br>|
| Malibu Boats, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2417032 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (171072)<br>|
| Man Group PLC/Jersey | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (2)<br>|
| Man Group PLC/Jersey | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 56 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (4)<br>|
| ManpowerGroup, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12560956 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (869097)<br>|
| Mapfre SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12563535 | 04/24/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 434465 |
| Maple Leaf Foods, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6848662 | 02/15/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (111244)<br>|
| Marcus Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4208623 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (322827)<br>|
| MarketAxess Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3478877 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (181629)<br>|
| Marui Group Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25803922 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 496707 |
| Marvell Technology, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12650968 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1390715 |
| MasTec, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13349508 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1663928 |
| MasTec, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26930924 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2708444 |
| Materion Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5847401 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 523776 |
| Matson, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5094724 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (271472)<br>|

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Maxell Ltd. | Bank of America N.A. | $504891 | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; $42631 |
| Maxell Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 852923 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; 72018 |
| Maxell Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 312493 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 26386 |
| Maximus, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10715696 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 332061 |
| MaxLinear, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6209428 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 152823 |
| MaxLinear, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 913550 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 90086 |
| Mazda Motor Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4289382 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 253566 |
| McDonald's Holdings Co. Japan Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30701982 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 637634 |
| McDonald's Holdings Co. Japan Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11214453 | 09/09/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 246391 |
| McDonald's Holdings Co. Japan Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8674861 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 194314 |
| MCJ Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1998804 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 133875 |
| McKesson Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6572056 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (164440)<br>|
| McMillan Shakespeare Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1588751 | 05/12/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; 43908 |
| MDU Resources Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5146072 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 273326 |
| MDU Resources Group, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2855341 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 101120 |
| &nbsp;&nbsp;&nbsp; Mediobanca Banca di Credito <br> Finanziario SpA<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13465214 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 154122 |
| &nbsp;&nbsp;&nbsp; Mediobanca Banca di Credito <br> Finanziario SpA<br>| Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2986433 | 06/25/26 | 0.12% | 1D ESTR | Monthly  | &nbsp;&nbsp; 47839 |
| Medpace Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4980328 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 666829 |
| Medtronic PLC | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 359880 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5508)<br>|
| MEITEC Group Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9322508 | 03/24/27 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; (30909)<br>|
| MEITEC Group Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10360738 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (8616)<br>|
| &nbsp;&nbsp;&nbsp; Melco Resorts & Entertainment Ltd., <br> ADR<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1428148 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (57063)<br>|
| MercadoLibre, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4923415 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (21332)<br>|
| Meritage Homes Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 263284 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (13049)<br>|
| METAWATER Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4996926 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 769362 |
| METAWATER Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 416040 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 71150 |
| Methanex Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5832500 | 12/08/25 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (131690)<br>|
| MetLife, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4209591 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (11075)<br>|
| Metro, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 111947 | 02/24/28 | 0.20% | 1D CORRA | Monthly  | &nbsp;&nbsp; 228 |
| Metro, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 617790 | 12/08/25 | 0.00% | CABROVER | Monthly  | &nbsp;&nbsp; (29)<br>|
| Mettler-Toledo International, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3827534 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 46221 |
| MFE-MediaForEurope NV, Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2029497 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (10713)<br>|
| MGIC Investment Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9972235 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 69661 |
| MGIC Investment Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 213667 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (10585)<br>|
| Midland States Bancorp, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 387465 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (26200)<br>|
| Midland States Bancorp, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 245983 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (16633)<br>|
| Midland States Bancorp, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 287657 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (19451)<br>|
| Midland States Bancorp, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 136698 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (9243)<br>|
| Milbon Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1716209 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 73074 |
| Milbon Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1622171 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 54122 |
| Miller Industries, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193284 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (14147)<br>|
| MillerKnoll, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2168269 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (106262)<br>|
| Millicom International Cellular SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3481342 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (96938)<br>|
| MiNK Therapeutics, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (90)<br>|
| MIRAIT ONE Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13149352 | 05/12/27 | 0.24% | 1D P TONA | Monthly  | &nbsp;&nbsp; 255955 |
| Mirvac Group | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14538482 | 05/12/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; 11956 |
| Mirvac Group | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7234678 | 09/09/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; 5750 |
| MISUMI Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2103823 | 03/24/27 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; 141142 |
| MISUMI Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5585031 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 854662 |
| MISUMI Group, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2287351 | 09/03/29 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 153454 |
| Mitie Group PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3231093 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 51585 |
| Mitie Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1636711 | 03/17/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 26131 |
| Mitie Group PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1754569 | 08/19/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 28012 |
| Mitsubishi Chemical Group Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3363695 | 09/09/27 | 0.18% | 1D P TONA | Monthly  | &nbsp;&nbsp; 170716 |
| Mitsubishi Chemical Group Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 443857 | 09/07/26 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; 27288 |
| Mitsubishi Chemical Group Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5942558 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 365348 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Mitsubishi Chemical Group Corp. | UBS AG | $3318925 | 09/03/29 | 0.20% | 1D P TONA | Monthly  | &nbsp;&nbsp; $204047 |
| Mitsubishi Gas Chemical Co., Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 184693 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1577)<br>|
| Mitsubishi Logistics Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7639073 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 795623 |
| Mitsubishi Materials Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 751601 | 02/26/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (16939)<br>|
| Mitsubishi UFJ Financial Group, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3559662 | 09/03/29 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 142389 |
| Mitsui & Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21489680 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 234926 |
| Mitsui & Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7799129 | 01/07/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 50391 |
| Mitsui Fudosan Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15892856 | 09/09/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; 387363 |
| Mitsui Fudosan Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14210529 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (110362)<br>|
| Mitsui Mining & Smelting Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1060245 | 08/19/26 | 0.05% | 1D P TONA | Monthly  | &nbsp;&nbsp; 234002 |
| Mitsui Mining & Smelting Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22476467 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 4901514 |
| Mitsui OSK Lines Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9795846 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 644131 |
| MIXI, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 849828 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1485 |
| MIXI, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3856595 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 40676 |
| Mizuho Financial Group, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13771759 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 794343 |
| Mizuho Financial Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20712893 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2538312 |
| MKS, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3959105 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (324752)<br>|
| Mobileye Global, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1818734 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5412)<br>|
| Moderna, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7692400 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (706988)<br>|
| Monadelphous Group Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3009121 | 03/22/27 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 212141 |
| Monro, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3180075 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (201055)<br>|
| Monster Beverage Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10890560 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (51537)<br>|
| MONY Group PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; — |
| MONY Group PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; — |
| MONY Group PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3 | 08/19/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; — |
| MONY Group PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6 | 08/19/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (1)<br>|
| Moody's Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6733628 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 224086 |
| Moody's Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15327399 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 513248 |
| Moog, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 886043 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (13191)<br>|
| Morgan Sindall Group PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2188936 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 16267 |
| Morgan Sindall Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2517109 | 03/17/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 4059 |
| Morgan Sindall Group PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1460495 | 08/19/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 10854 |
| Morgan Sindall Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1585867 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 33454 |
| Morgan Sindall Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1585515 | 04/24/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 11783 |
| Morgan Stanley | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4941145 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 74017 |
| Morgan Stanley | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20822744 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 196232 |
| Morinaga & Co. Ltd./Japan | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2322698 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 50988 |
| Morinaga & Co. Ltd./Japan | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1660855 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 23233 |
| Mota-Engil SGPS SA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1023629 | 03/17/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 48239 |
| Mota-Engil SGPS SA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2375999 | 08/19/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 111969 |
| Mota-Engil SGPS SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 935187 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 63693 |
| Mota-Engil SGPS SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2491444 | 04/24/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 117410 |
| Motorola Solutions, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15200685 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 639030 |
| Motorola Solutions, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 573870 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 29728 |
| Mowi ASA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3016462 | 12/08/25 | 0.26% | NOWA | Monthly  | &nbsp;&nbsp; 12162 |
| &nbsp;&nbsp;&nbsp; MS&AD Insurance Group Holdings, <br> Inc.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1936702 | 05/12/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; 39659 |
| &nbsp;&nbsp;&nbsp; MS&AD Insurance Group Holdings, <br> Inc.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1830443 | 09/09/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; 4902 |
| &nbsp;&nbsp;&nbsp; MSC Industrial Direct Co., Inc., <br> Class A<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7040532 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (31588)<br>|
| Mullen Group Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 840296 | 12/08/25 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (18654)<br>|
| Munters Group AB | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2041882 | 02/15/28 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 145668 |
| Murata Manufacturing Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19994476 | 09/09/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 932537 |
| Murata Manufacturing Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8159327 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 400506 |
| Murata Manufacturing Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10910260 | 12/08/25 | 0.18% | 1D P TONA | Monthly  | &nbsp;&nbsp; 632343 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Murata Manufacturing Co. Ltd. | SG Americas Securities LLC | $29583952 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; $1686006 |
| Murphy Oil Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6678131 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (80234)<br>|
| Myers Industries, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3092982 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (66116)<br>|
| MYR Group, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1440572 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (22024)<br>|
| N-able, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1467993 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (25002)<br>|
| Nabors Industries Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1740492 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 135959 |
| Nabors Industries Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1007784 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 17391 |
| Nabtesco Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17042736 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1015232 |
| Nagarro SE | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116072 | 06/25/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (5587)<br>|
| Nagase & Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11582091 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 786441 |
| Nakanishi, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3716519 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 70523 |
| Natera, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2009339 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (217092)<br>|
| Natera, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3621167 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (521592)<br>|
| Natera, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2570673 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (274394)<br>|
| National Beverage Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1953107 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 37359 |
| National Storage Affiliates Trust | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17316720 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1263347)<br>|
| NatWest Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30424328 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 1969833 |
| NatWest Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9694666 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 618253 |
| NCC AB, B Shares | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 774341 | 01/18/27 | 0.28% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (1043)<br>|
| NEC Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5120159 | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 594300 |
| NEC Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5616737 | 03/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 651938 |
| NEC Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6625332 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 769006 |
| NEC Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5223469 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 439301 |
| NEC Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12969417 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1138691 |
| NEC Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14962778 | 04/18/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1678070 |
| NEC Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9016624 | 09/03/29 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1028188 |
| Neinor Homes SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 138200 | 06/25/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1676)<br>|
| Nemetschek SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13645889 | 09/03/29 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 426654 |
| NerdWallet, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 276419 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5592 |
| Neste OYJ | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 427807 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1692)<br>|
| Neste OYJ | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2407184 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (65264)<br>|
| NetScout Systems, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 625597 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (21853)<br>|
| NetScout Systems, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12377330 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (764434)<br>|
| NetScout Systems, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4982527 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (500414)<br>|
| Netwealth Group Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10388570 | 02/15/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 384211 |
| Netwealth Group Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2905705 | 08/19/26 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; 107465 |
| Netwealth Group Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10317966 | 12/08/25 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; 588909 |
| Neurocrine Biosciences, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5329514 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (181464)<br>|
| New York Times Co., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11642853 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (339810)<br>|
| Newell Brands, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2337559 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 79280 |
| Newell Brands, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5577842 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (163087)<br>|
| NewMarket Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1832707 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6392 |
| Nexgen Energy Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 581979 | 12/08/25 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (41679)<br>|
| Nexi SpA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4696992 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (62687)<br>|
| Nexity SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 576751 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 31562 |
| NexPoint Residential Trust, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4420 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (335)<br>|
| NexPoint Residential Trust, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1927828 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (196559)<br>|
| Next PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23693223 | 08/17/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 252368 |
| Next PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8602630 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 69531 |
| NEXTracker, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1801172 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (113555)<br>|
| NGK Insulators Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8523065 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 458105 |
| NH Foods Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4138974 | 09/09/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 147922 |
| NH Foods Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1734923 | 01/07/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 69202 |
| Nice Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2597233 | 08/19/26 | 0.55% | SHIR | Monthly  | &nbsp;&nbsp; 82727 |
| Nice Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4976037 | 05/23/27 | 0.75% | SHIR | Monthly  | &nbsp;&nbsp; 32789 |
| Nice Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1823384 | 05/23/27 | 0.75% | SHIR | Monthly  | &nbsp;&nbsp; 12015 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Nifco Inc/Japan | SG Americas Securities LLC | $2547729 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; $221672 |
| Nihon Chouzai Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 301791 | 02/26/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 7169 |
| Nihon Kohden Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6024436 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 77557 |
| Nine Entertainment Co. Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5465331 | 05/12/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (78462)<br>|
| Nippon Ceramic Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1382586 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 52992 |
| Nippon Electric Glass Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3636976 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 463626 |
| Nippon Express Holdings, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1655505 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 51327 |
| Nippon Express Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6904899 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 374944 |
| Nippon Gas Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151612 | 02/26/26 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (307)<br>|
| Nippon Kayaku Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1612414 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 87093 |
| Nippon Kayaku Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5629703 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 408215 |
| Nippon Light Metal Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 328493 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1059 |
| Nippon REIT Investment Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3310443 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; 97531 |
| Nippon REIT Investment Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6026658 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 294745 |
| Nippon Yusen KK | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7993450 | 05/12/27 | 0.24% | 1D P TONA | Monthly  | &nbsp;&nbsp; 142737 |
| Nishimatsu Construction Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3476561 | 03/24/27 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; 65068 |
| Nishimatsu Construction Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8211046 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 282212 |
| Nishi-Nippon Financial Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5479725 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 183022 |
| Nissan Chemical Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3437150 | 09/09/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 168272 |
| Nissan Chemical Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3060072 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 473633 |
| Nissan Chemical Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1246852 | 09/03/29 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 112516 |
| Nissha Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1480342 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 36266 |
| Nisshin Oillio Group Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 742291 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 22741 |
| Nisshinbo Holdings, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1354650 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 29893 |
| Nisshinbo Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12708594 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 273323 |
| NMI Holdings, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34549432 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1145681)<br>|
| NN Group NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10709030 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 283978 |
| NN Group NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14425219 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 98126 |
| Noevir Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4153667 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 133005 |
| Nokia Oyj | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3025754 | 06/25/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (212384)<br>|
| Nokia OYJ | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13973836 | 09/03/29 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1058765)<br>|
| Nokian Renkaat Oyj | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 299740 | 06/25/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (18226)<br>|
| Nomura Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2547740 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 102467 |
| Nomura Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2333661 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; 95695 |
| Nomura Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 560901 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 22559 |
| Nomura Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9077213 | 05/12/27 | 0.23% | 1D P TONA | Monthly  | &nbsp;&nbsp; 503236 |
| Nomura Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10924954 | 09/09/27 | 0.23% | 1D P TONA | Monthly  | &nbsp;&nbsp; 605674 |
| Nomura Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1812077 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 155277 |
| Nomura Real Estate Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16484062 | 05/12/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; 172920 |
| Nomura Real Estate Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19437265 | 09/09/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; 198334 |
| Nomura Real Estate Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6522840 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (79605)<br>|
| Nomura Real Estate Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4242903 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (51781)<br>|
| Nomura Research Institute Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1742296 | 09/09/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; 204568 |
| Nomura Research Institute Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1669361 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 241890 |
| Nomura Research Institute Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4454366 | 12/08/25 | 0.21% | 1D P TONA | Monthly  | &nbsp;&nbsp; 357396 |
| Nordea Bank Abp | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 198246 | 06/25/26 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1287)<br>|
| Nordex SE | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125468 | 07/06/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 10074 |
| Nordex SE | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 621628 | 12/08/25 | 0.10% | 1D ESTR | Monthly  | &nbsp;&nbsp; 22776 |
| Nordic Semiconductor ASA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 360955 | 01/04/27 | 0.26% | NOWA | Monthly  | &nbsp;&nbsp; 7580 |
| Noritsu Koki Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 138341 | 02/26/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3463)<br>|
| &nbsp;&nbsp;&nbsp; North American Construction Group <br> Ltd.<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 524170 | 02/15/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (753)<br>|
| &nbsp;&nbsp;&nbsp; North American Construction Group <br> Ltd.<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 592298 | 08/19/26 | 0.20% | 1D CORRA | Monthly  | &nbsp;&nbsp; (851)<br>|
| &nbsp;&nbsp;&nbsp; North American Construction Group <br> Ltd.<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 761014 | 04/21/28 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; (1093)<br>|
| Northern Star Resources Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1981197 | 09/09/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (123758)<br>|

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Northern Star Resources Ltd. | UBS AG | $650886 | 04/18/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; $(46570)<br>|
| Northfield Bancorp, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1367 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (153)<br>|
| Northland Power, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 901748 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (26670)<br>|
| Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6740233 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 30321 |
| Northwestern Energy Group, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 174075 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3564 |
| Norwegian Air Shuttle ASA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4333690 | 12/11/26 | 0.28% | NOWA | Monthly  | &nbsp;&nbsp; (30730)<br>|
| NOS SGPS SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1786896 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 46752 |
| NOV, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14585801 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1004056)<br>|
| Nova Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 428007 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (34910)<br>|
| Nova Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 799404 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (65203)<br>|
| Nova Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1126771 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (91904)<br>|
| Novartis AG, Registered Shares | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7785206 | 02/15/28 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (288136)<br>|
| Novo Nordisk A/S, Class B | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6942046 | 05/11/26 | 0.28% | DESTR | Monthly  | &nbsp;&nbsp; (1884770)<br>|
| Novo Nordisk A/S, Class B | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4860418 | 07/17/26 | 0.26% | DESTR | Monthly  | &nbsp;&nbsp; (1031278)<br>|
| Novocure Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2878107 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (835181)<br>|
| NP3 Fastigheter AB | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61223 | 01/18/27 | 0.28% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (2559)<br>|
| NRG Energy, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28364972 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2673032 |
| NRW Holdings Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 780745 | 02/15/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 13098 |
| NRW Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109100 | 05/12/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; 787 |
| NRW Holdings Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 607997 | 03/22/27 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 10200 |
| NRW Holdings Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 369977 | 08/19/26 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; 6207 |
| NRW Holdings Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 462040 | 04/03/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 7751 |
| NS Solutions Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6076678 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (442933)<br>|
| NTN Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 954182 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 28900 |
| NTN Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1641107 | 03/24/27 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; 69135 |
| NTN Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1274592 | 08/19/26 | 0.05% | 1D P TONA | Monthly  | &nbsp;&nbsp; 50401 |
| NTN Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2215303 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 106250 |
| NTN Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 992954 | 04/03/28 | 0.22% | 1D P TONA | Monthly  | &nbsp;&nbsp; 39264 |
| NTT, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10138195 | 05/12/27 | 0.22% | 1D P TONA | Monthly  | &nbsp;&nbsp; 144012 |
| Nutanix, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8803921 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 94704 |
| NVIDIA Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22404573 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 982664 |
| NVR, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10590847 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (482080)<br>|
| NVR, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1430996 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 48704 |
| NVR, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1496705 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 50940 |
| NVR, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7661219 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 31711 |
| NVR, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1248471 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 42492 |
| Obayashi Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4811437 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 105326 |
| Obayashi Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1655688 | 03/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 36244 |
| Obayashi Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2941548 | 09/09/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 9394 |
| Obayashi Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2642760 | 09/07/26 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; 57852 |
| Obayashi Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5824629 | 03/24/27 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; 111122 |
| Obayashi Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1485652 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 32522 |
| Obayashi Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2062044 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 45140 |
| Obayashi Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4562885 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 134472 |
| Obayashi Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1461840 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 43082 |
| Obayashi Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4293213 | 04/18/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 78716 |
| Obayashi Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3178805 | 09/03/29 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 69587 |
| Ocado Group PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 615040 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 208059 |
| Ocado Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119169 | 08/17/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (5218)<br>|
| Ocado Group PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 374455 | 08/19/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 126673 |
| Ocado Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 729206 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 251279 |
| OceanaGold Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6778963 | 10/20/25 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (333490)<br>|
| OceanaGold Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 744332 | 04/18/28 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; (24220)<br>|
| Oceaneering International, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6605006 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 335848 |
| Oceaneering International, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2462066 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 15987 |
| Oceaneering International, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3754191 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (27715)<br>|
| OceanFirst Financial, Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1726587 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (145139)<br>|
| OCI NV | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1146968 | 06/25/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (42889)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Oddity Tech Ltd., Class A | SG Americas Securities LLC | $314499 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $10065 |
| Odfjell Drilling Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1422689 | 08/19/26 | 0.26% | NOWA | Monthly  | &nbsp;&nbsp; 41078 |
| Odfjell Drilling Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5198485 | 04/24/28 | 0.25% | NOWA | Monthly  | &nbsp;&nbsp; 148186 |
| Ohsho Food Service Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3388786 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 79893 |
| Okamura Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2150676 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 45030 |
| Okamura Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 905813 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 17865 |
| Oki Electric Industry Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3746753 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (44471)<br>|
| Oki Electric Industry Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1613273 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (19148)<br>|
| Okta, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1437955 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (8706)<br>|
| Old Dominion Freight Line, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1222117 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (106623)<br>|
| Olin Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16731245 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2324231)<br>|
| Olympic Steel, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2680143 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (269022)<br>|
| Olympus Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4537384 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 342985 |
| Olympus Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7179841 | 09/09/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 542730 |
| Olympus Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4812452 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 383318 |
| OmniAb, Inc., 12.50 Earnout Shares | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | 02/15/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; — |
| OmniAb, Inc., 15.00 Earnout Shares | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | 02/15/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; — |
| Omnicell, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8233297 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 801188 |
| Omnicell, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1849954 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 84202 |
| On Holding AG, Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2431330 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (91810)<br>|
| ONE Gas, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27856089 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 142717 |
| Ono Pharmaceutical Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5662791 | 05/12/27 | 0.24% | 1D P TONA | Monthly  | &nbsp;&nbsp; 334528 |
| Ono Pharmaceutical Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1520673 | 09/09/27 | 0.24% | 1D P TONA | Monthly  | &nbsp;&nbsp; 100829 |
| Ono Pharmaceutical Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2087893 | 09/07/26 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; 31242 |
| Ono Pharmaceutical Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3359359 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 50267 |
| Ono Pharmaceutical Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1657390 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 146391 |
| Ono Pharmaceutical Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35257 | 09/03/29 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; 528 |
| Onto Innovation, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16325733 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (808999)<br>|
| Open Up Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1231558 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 100468 |
| Orange SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4650442 | 12/10/26 | 0.15% | 1D ESTR | Monthly  | &nbsp;&nbsp; 14714 |
| Orange SA | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2500079 | 02/10/26 | 0.05% | 1D ESTR | Monthly  | &nbsp;&nbsp; 52474 |
| Organon & Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1559720 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (19060)<br>|
| Orica Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3370408 | 09/03/29 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 69157 |
| ORIX Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15057267 | 09/09/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 356873 |
| ORIX Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13593670 | 01/07/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 322184 |
| ORIX Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 996310 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 43729 |
| Orix JREIT, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8001184 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 158552 |
| Orthofix Medical, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152370 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (824)<br>|
| &nbsp;&nbsp;&nbsp; Osaka Organic Chemical Industry <br> Ltd.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1204179 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 49152 |
| Otsuka Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7982206 | 09/09/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 62757 |
| Otsuka Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5730741 | 09/07/26 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; 50037 |
| Otsuka Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10113528 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; 72464 |
| Otsuka Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 886565 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 7741 |
| Otsuka Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28978035 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (604665)<br>|
| Otsuka Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2746142 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (61330)<br>|
| Otsuka Holdings Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16703018 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1364864 |
| Otsuka Holdings Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10985613 | 04/18/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 988226 |
| Outokumpu OYJ | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3902068 | 03/24/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (332100)<br>|
| Pacira BioSciences, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1740800 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (125601)<br>|
| Packaging Corp. of America, Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11153567 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (496154)<br>|
| PagerDuty, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 496089 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 50524 |
| PagerDuty, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12030548 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 37432 |
| Palantir Technologies, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15549621 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 452596 |
| Palomar Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2420039 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (150486)<br>|
| Palomar Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6902126 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (265967)<br>|
| Palomar Holdings, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2661811 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (176166)<br>|
| PALTAC Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2014811 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 42751 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Pan American Silver Corp. | Citibank N.A. | $3766298 | 02/24/28 | 0.20% | 1D CORRA | Monthly  | &nbsp;&nbsp; $(115171)<br>|
| Pan American Silver Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11587202 | 12/08/25 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (578524)<br>|
| &nbsp;&nbsp;&nbsp; Pan Pacific International Holdings <br> Corp.<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5811720 | 03/15/28 | (0.29)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 26394 |
| &nbsp;&nbsp;&nbsp; Pan Pacific International Holdings <br> Corp.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2752666 | 01/07/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 30893 |
| Panasonic Holdings Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5324926 | 09/09/27 | 0.24% | 1D P TONA | Monthly  | &nbsp;&nbsp; 12967 |
| Panasonic Holdings Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2713007 | 09/07/26 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (12372)<br>|
| Panasonic Holdings Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11851155 | 12/08/25 | 0.18% | 1D P TONA | Monthly  | &nbsp;&nbsp; (289030)<br>|
| Panasonic Holdings Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34606668 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (776362)<br>|
| Par Pacific Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13904136 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (375088)<br>|
| Par Pacific Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4851211 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (61179)<br>|
| Paragon Banking Group PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 867835 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (34602)<br>|
| Paragon Banking Group PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2790238 | 08/19/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (111251)<br>|
| Paramount Bed Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1596560 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (39478)<br>|
| Paramount Global, Class B | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2043862 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (84187)<br>|
| Paramount Global, Class B | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2211896 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (66562)<br>|
| Park Hotels & Resorts, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10140319 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (497518)<br>|
| Park Hotels & Resorts, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12830478 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (367552)<br>|
| Park National Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3274902 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (264120)<br>|
| Parker-Hannifin Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6367839 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 209014 |
| Parkland Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14903833 | 02/15/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 183239 |
| Parkland Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2970777 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 71566 |
| Patterson-UTI Energy, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1356218 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5204 |
| Paycom Software, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1140998 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (34700)<br>|
| Paylocity Holding Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28364405 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 134107 |
| PBF Energy, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5755455 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (918219)<br>|
| PBF Energy, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31144602 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3551313)<br>|
| Peab AB, Class B | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70042 | 11/17/25 | 0.25% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (966)<br>|
| Peab AB, Class B | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 821225 | 01/04/27 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 5850 |
| Peapack-Gladstone Financial Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 956890 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (122191)<br>|
| Peapack-Gladstone Financial Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1013249 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (159211)<br>|
| Pearson PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11193598 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 167808 |
| Pearson PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4926980 | 09/03/29 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 78450 |
| Pediatrix Medical Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4881829 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (211786)<br>|
| Pediatrix Medical Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16004688 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1308534)<br>|
| Peloton Interactive, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7816582 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 782863 |
| Pembina Pipeline Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9669384 | 02/15/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 87146 |
| Pembina Pipeline Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3996289 | 12/08/25 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 69780 |
| Penguin Solutions, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2427356 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (82259)<br>|
| Penn Entertainment, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22348384 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 233406 |
| Penske Automotive Group, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7949774 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (214260)<br>|
| Pentair PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6057487 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (148590)<br>|
| Pentair PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20738275 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (701863)<br>|
| Penumbra, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3321045 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 188030 |
| Peoples Bancorp, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 253549 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (8792)<br>|
| Pepkor Holdings Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8261364 | 02/10/26 | 0.40% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 319816 |
| PepsiCo, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1199167 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (39398)<br>|
| Per Aarsleff Holding A/S | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4257114 | 04/24/28 | 0.25% | DESTR | Monthly  | &nbsp;&nbsp; 57659 |
| Perenti Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2365773 | 02/15/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (19738)<br>|
| Perenti Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1421532 | 08/19/26 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; 8820 |
| Perrigo Co. PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1906212 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (60888)<br>|
| Perseus Mining Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4589972 | 08/19/26 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; (504782)<br>|
| Persol Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38141887 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 11190 |
| Pfizer, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45282093 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3332214)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| PG&E Corp. | Barclays Bank PLC | $21694383 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $499039 |
| Phibro Animal Health Corp., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6690835 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (624905)<br>|
| Phoenix Group Holdings PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1227530 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 19526 |
| Phreesia, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5244685 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (267680)<br>|
| Picton Property Income Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1027200 | 04/24/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (18426)<br>|
| Pigeon Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3772427 | 08/19/26 | 0.05% | 1D P TONA | Monthly  | &nbsp;&nbsp; (102233)<br>|
| Pigeon Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10943897 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 106484 |
| Pilgrim's Pride Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2084246 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 10961 |
| &nbsp;&nbsp;&nbsp; Pinnacle Investment Management <br> Group Ltd.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 922483 | 01/06/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; (3299)<br>|
| &nbsp;&nbsp;&nbsp; Pinnacle Investment Management <br> Group Ltd.<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2324072 | 04/03/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 30891 |
| Pinnacle West Capital Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6876162 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (20215)<br>|
| Piper Sandler Cos. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3447307 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (13472)<br>|
| Planet Fitness, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9396717 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (360807)<br>|
| Playtika Holding Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89617 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2446)<br>|
| Plejd AB | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206068 | 01/18/27 | 0.28% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 3109 |
| Plexus Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16018105 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (816280)<br>|
| Plus500 Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24362645 | 03/17/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 156320 |
| PNC Financial Services Group, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8401008 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (98387)<br>|
| Polaris, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13404452 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 268550 |
| PostNL NV | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 316039 | 06/25/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (35917)<br>|
| PotlatchDeltic Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1650203 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3277)<br>|
| Power Integrations, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5472617 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (556280)<br>|
| Power Integrations, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2167505 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (362367)<br>|
| PPG Industries, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23612565 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1817742)<br>|
| PRA Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 813764 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (29413)<br>|
| PRA Group, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92263 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (1139)<br>|
| PRA Group, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 354893 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4381)<br>|
| PRADA SpA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1391199 | 02/15/28 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; (203565)<br>|
| PRADA SpA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3231891 | 08/19/26 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; (472901)<br>|
| PRADA SpA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 287827 | 01/06/27 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; (35822)<br>|
| PRADA SpA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1160395 | 05/11/26 | 0.25% | HONIA | Monthly  | &nbsp;&nbsp; (169793)<br>|
| Premier, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15000386 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 262915 |
| Prestige Consumer Healthcare, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13797866 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (220128)<br>|
| Prestige Consumer Healthcare, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6981538 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (309695)<br>|
| Primary Health Properties PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6036350 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (14665)<br>|
| Primo Brands Corp., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8068576 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (383801)<br>|
| Primoris Services Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11136197 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1049589 |
| Primoris Services Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8037095 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1045507 |
| Principal Financial Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1840106 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1741 |
| Privia Health Group, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9946829 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (539750)<br>|
| Privia Health Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16414761 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1241514)<br>|
| Pro Medicus Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2795667 | 08/19/26 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; (44737)<br>|
| Pro Medicus Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4072809 | 01/06/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; (108028)<br>|
| Pro Medicus Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5327722 | 12/08/25 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; 70228 |
| Pro Medicus Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 995873 | 12/08/25 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; 16936 |
| Procore Technologies, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1106730 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (58354)<br>|
| Procter & Gamble Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1784108 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (88462)<br>|
| PROG Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5608132 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 633145 |
| Progress Software Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14040659 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (243911)<br>|
| Progress Software Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4493957 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 32102 |
| Progress Software Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4261039 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (351462)<br>|
| Progyny, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26986163 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 609946 |
| PROS Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5034855 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 12869 |
| PROS Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1957376 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (97217)<br>|

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| ProSiebenSat.1 Media SE | Citibank N.A. | $502736 | 06/25/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; $49091 |
| Prosperity Bancshares, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3266415 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (240801)<br>|
| Prosus NV | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5762206 | 07/06/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 13949 |
| Prosus NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3095472 | 04/18/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (63980)<br>|
| PRS REIT PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14459 | 04/24/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (110)<br>|
| Public Storage | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9284176 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (609290)<br>|
| Publicis Groupe SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1756441 | 07/06/26 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (2552)<br>|
| Publicis Groupe SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1695893 | 04/18/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (2773)<br>|
| PUMA SE | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98833 | 07/06/26 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (666)<br>|
| Q2 Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6288071 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (844666)<br>|
| Qantas Airways Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2843556 | 09/07/26 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (29245)<br>|
| Qantas Airways Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1942174 | 08/19/26 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; (19283)<br>|
| Qantas Airways Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1426951 | 08/19/26 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; (14168)<br>|
| Qantas Airways Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13611539 | 01/06/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; (135230)<br>|
| Qantas Airways Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6312582 | 01/07/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; (62332)<br>|
| QBE Insurance Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 210436 | 05/12/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; 1530 |
| QIAGEN NV | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4154866 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 239217 |
| QIAGEN NV | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30897833 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (337278)<br>|
| Qorvo, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24113129 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (1153475)<br>|
| QUALCOMM, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17806511 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (879212)<br>|
| Qualys, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11066580 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (626839)<br>|
| Qualys, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2587709 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (87190)<br>|
| Qualys, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 283407 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (9549)<br>|
| Qualys, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2239450 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (177664)<br>|
| Qualys, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1928 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (65)<br>|
| Quanex Building Products Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1854263 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (58090)<br>|
| QuantumScape Corp., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1516608 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (427616)<br>|
| Quest Diagnostics, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2000009 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6491)<br>|
| QuidelOrtho Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4838298 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (477389)<br>|
| Quilter PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1735680 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 84672 |
| Quilter PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4281659 | 04/24/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 87802 |
| QuinStreet, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6115873 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 367291 |
| QuinStreet, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 614929 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8356 |
| Radware Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1671107 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (197955)<br>|
| Radware Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 436590 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (73710)<br>|
| Raiffeisen Bank International AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14555378 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 525726 |
| Raito Kogyo Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2227840 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 104908 |
| Raito Kogyo Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 810756 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 69448 |
| Rakuten Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10910162 | 09/07/26 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (439087)<br>|
| Rakuten Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12376273 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (498092)<br>|
| Rakuten Group, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5253432 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (211428)<br>|
| Rakuten Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23868234 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (478194)<br>|
| Ralph Lauren Corp., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4776143 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 172949 |
| Rambus, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17323329 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 1903720 |
| Ramelius Resources Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8784522 | 05/12/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (525383)<br>|
| &nbsp;&nbsp;&nbsp; Rami Levy Chain Stores Hashikma <br> Marketing 2006 Ltd.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1016765 | 04/06/26 | 0.60% | SHIR | Monthly  | &nbsp;&nbsp; (8945)<br>|
| Rapid7, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3254589 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (197152)<br>|
| Rapid7, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15323138 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2065713)<br>|
| Rational AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10294953 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (360767)<br>|
| Rational AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3955 | 03/24/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (95)<br>|
| Rational AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3527915 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (123629)<br>|
| Rational AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2813219 | 09/03/29 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (146142)<br>|
| RaySearch Laboratories AB | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151037 | 11/17/25 | 0.25% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (10860)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| REA Group Ltd. | Barclays Bank PLC | $10188200 | 05/12/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; $(48596)<br>|
| REA Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13601589 | 09/09/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (67594)<br>|
| Reckitt Benckiser Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122220 | 04/18/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 1965 |
| &nbsp;&nbsp;&nbsp; Recordati Industria Chimica e <br> Farmaceutica SpA<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7000536 | 12/08/25 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (430442)<br>|
| Recruit Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20501849 | 09/09/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2221970 |
| Recruit Holdings Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28644593 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1780404 |
| Red Rock Resorts, Inc., Class A | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 655584 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 38652 |
| Redcare Pharmacy NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4617152 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (500687)<br>|
| Reddit, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2558841 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 186766 |
| Regeneron Pharmaceuticals, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7495922 | 12/08/25 | 0.19% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (35120)<br>|
| Regis Resources Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8222188 | 01/06/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; (674132)<br>|
| Remitly Global, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42711372 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1826072)<br>|
| ResMed, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17211470 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1207570 |
| ResMed, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14345040 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (137807)<br>|
| Resona Holdings Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5996273 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 319173 |
| Resona Holdings Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3733456 | 04/18/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 236800 |
| REVOLUTION Medicines, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7272793 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (190039)<br>|
| Revolve Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7064580 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (473301)<br>|
| REX American Resources Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1218983 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (17693)<br>|
| RH | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9956263 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (342500)<br>|
| Rheinmetall AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10739580 | 08/17/26 | 0.10% | 1D ESTR | Monthly  | &nbsp;&nbsp; (70096)<br>|
| Rheinmetall AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6084628 | 12/10/26 | 0.10% | 1D ESTR | Monthly  | &nbsp;&nbsp; 343 |
| Rightmove PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14693947 | 08/17/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 494889 |
| Rightmove PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5680095 | 01/04/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 192125 |
| RingCentral, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18665761 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (287140)<br>|
| RingCentral, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14347912 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1890770)<br>|
| Rinnai Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11027841 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 323384 |
| Rio Tinto PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2076330 | 04/18/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 57147 |
| RioCan Real Estate Investment Trust | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8245160 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (173775)<br>|
| RioCan Real Estate Investment Trust | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4201825 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (88558)<br>|
| RioCan Real Estate Investment Trust | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7984024 | 12/08/25 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 47999 |
| RLJ Lodging Trust | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3514578 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (114856)<br>|
| RLJ Lodging Trust | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3863431 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (96713)<br>|
| Robert Half, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4102592 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (553807)<br>|
| Robert Half, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11234755 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1477892)<br>|
| ROBLOX Corp., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16997001 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2487332 |
| Roche Holding AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 927486 | 08/17/26 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (2265)<br>|
| Roche Holding AG | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 320247 | 02/26/26 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (5526)<br>|
| Roche Holding AG | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143587 | 08/19/26 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (351)<br>|
| Roche Holding AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 417072 | 01/04/27 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; 3332 |
| Rockwell Automation, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3992033 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6807)<br>|
| Rohm Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5831374 | 05/12/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2507 |
| Rohm Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7849016 | 09/09/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (45760)<br>|
| Rohm Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 897391 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (10228)<br>|
| Rohm Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 589780 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (5888)<br>|
| Rohto Pharmaceutical Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2209175 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 33283 |
| Roivant Sciences Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3604043 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (40388)<br>|
| Rolls-Royce Holdings PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7651504 | 08/17/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 712044 |
| Rolls-Royce Holdings PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25066216 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 2332647 |
| Rotork PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13113597 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 211711 |
| Round One Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16704842 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 114985 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Royal Bank of Canada | SG Americas Securities LLC | $1819479 | 12/08/25 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; $(11426)<br>|
| Rush Street Interactive, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8090712 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2975011 |
| Russel Metals, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9349893 | 02/15/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (23526)<br>|
| Russel Metals, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5470458 | 08/19/26 | 0.20% | 1D CORRA | Monthly  | &nbsp;&nbsp; (11071)<br>|
| Russel Metals, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3244353 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (45476)<br>|
| Ryder System, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 951907 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (25505)<br>|
| Ryerson Holding Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2456533 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (258760)<br>|
| Sabra Health Care REIT, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 698140 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (7375)<br>|
| Sacyr SA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 141749 | 03/17/27 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (103)<br>|
| Safehold, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2873243 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (252860)<br>|
| Safran SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25278911 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1224840 |
| Safran SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9212953 | 01/06/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 428312 |
| Sage Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7191863 | 08/17/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (224563)<br>|
| Sage Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6898192 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (218049)<br>|
| Sage Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6912061 | 08/17/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (129348)<br>|
| Saipem SpA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 173282 | 02/26/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (160)<br>|
| Saizeriya Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 221361 | 02/26/26 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (7361)<br>|
| Sakata INX Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5493123 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 131135 |
| Salesforce, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29514023 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1350887)<br>|
| Salmar ASA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3095710 | 07/17/26 | 0.26% | NOWA | Monthly  | &nbsp;&nbsp; (15431)<br>|
| Salmar ASA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2371434 | 09/03/29 | 0.25% | NOWA | Monthly  | &nbsp;&nbsp; (35591)<br>|
| Salzgitter AG | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 271170 | 08/19/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (32372)<br>|
| Salzgitter AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4764596 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (51541)<br>|
| &nbsp;&nbsp;&nbsp; Samhallsbyggnadsbolaget i Norden <br> AB<br>| Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 228814 | 07/29/26 | 0.26% | TN STIBOR | Monthly  | &nbsp;&nbsp; (18309)<br>|
| Sampo Oyj, Class A | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 173567 | 07/06/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (14)<br>|
| Sampo Oyj, Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 493582 | 04/18/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (91)<br>|
| San-A Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2503316 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (12710)<br>|
| Sandfire Resources Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205040 | 01/07/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; (12705)<br>|
| Sandvik AB | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5534839 | 11/17/25 | 0.25% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 235656 |
| Sandvik AB | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 149059 | 07/06/26 | 0.00% | TN STIBOR | Monthly  | &nbsp;&nbsp; (245)<br>|
| San-In Godo Bank Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4669605 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 100677 |
| San-In Godo Bank Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3981953 | 04/03/28 | 0.20% | 1D P TONA | Monthly  | &nbsp;&nbsp; (31839)<br>|
| Sanki Engineering Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2036651 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 120032 |
| Sanki Engineering Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1025272 | 03/24/27 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; 60425 |
| Sanki Engineering Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30564 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1801 |
| Sanki Engineering Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1786222 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 152733 |
| Sanki Engineering Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 883568 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 52074 |
| Santen Pharmaceutical Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11514359 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 141139 |
| Santos Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9558670 | 05/12/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (48702)<br>|
| Santos Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7187029 | 09/09/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (36618)<br>|
| Santos Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 395173 | 09/07/26 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 4590 |
| Santos Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3282545 | 01/06/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; (16725)<br>|
| Sanwa Holdings Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6223588 | 09/07/26 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; (647184)<br>|
| SAP SE | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16500657 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (554919)<br>|
| SAP SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 833423 | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (8155)<br>|
| Sartorius AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8704595 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (882026)<br>|
| Sartorius AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4319620 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (109351)<br>|
| Saul Centers, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1066196 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (31160)<br>|
| Savills PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1943345 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 55116 |
| Savills PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1235060 | 04/24/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 44436 |
| Sawai Group Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10989169 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (22969)<br>|
| SBA Communications Corp., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2440154 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (142392)<br>|
| ScanSource, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1744182 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (136206)<br>|
| Schaeffler AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3333214 | 03/24/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 70869 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Schindler Holding AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $10494350 | 01/06/27 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; $(195683)<br>|
| Schindler Holding AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 445844 | 04/18/28 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (3925)<br>|
| &nbsp;&nbsp;&nbsp; Schindler Holding AG, Registered <br> Shares<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1515843 | 01/04/27 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (24191)<br>|
| Schroders PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 994895 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (10902)<br>|
| SCOR SE | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3521382 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (117699)<br>|
| SCOR SE | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3268511 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (110655)<br>|
| Scorpio Tankers, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17116753 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 930085 |
| Sea Ltd., ADR | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16150541 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 813714 |
| Seaboard Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6475370 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 239051 |
| Seadrill Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7551937 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (66740)<br>|
| Seatrium Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2118677 | 02/22/27 | 0.00% | SORA | Monthly  | &nbsp;&nbsp; (118284)<br>|
| Secom Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15155729 | 03/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 574259 |
| Secom Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2800418 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 97778 |
| Secure Waste Infrastructure Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2733066 | 02/15/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (150131)<br>|
| Secure Waste Infrastructure Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1035060 | 10/20/25 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (68323)<br>|
| Secure Waste Infrastructure Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1665532 | 04/18/28 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; (91490)<br>|
| Securitas AB | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7206532 | 07/06/26 | 0.10% | TN STIBOR | Monthly  | &nbsp;&nbsp; 161553 |
| Securitas AB | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7450195 | 07/06/26 | 0.10% | TN STIBOR | Monthly  | &nbsp;&nbsp; 142809 |
| SEEK Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3862475 | 09/09/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (33530)<br>|
| SEEK Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148236 | 03/22/27 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (1060)<br>|
| SEEK Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5096839 | 12/08/25 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; (97225)<br>|
| Segro PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1869509 | 08/17/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (54644)<br>|
| SEI Investments Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2710907 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (125290)<br>|
| Seiko Epson Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3891829 | 09/07/26 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; 73266 |
| Seiko Epson Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9102080 | 03/24/27 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; 216211 |
| Sekisui House Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15360987 | 12/08/25 | 0.17% | 1D P TONA | Monthly  | &nbsp;&nbsp; (190549)<br>|
| Sekisui House Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19215962 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (238232)<br>|
| Select Medical Holdings Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1501187 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 19536 |
| Selective Insurance Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 305941 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (11526)<br>|
| Sensata Technologies Holding PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10446430 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (423592)<br>|
| Serco Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8465970 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (78614)<br>|
| Seria Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10537869 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (535830)<br>|
| Service Stream Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5953574 | 01/06/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; 97876 |
| ServiceNow, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11096380 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (353300)<br>|
| Seven Bank Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1233682 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 27792 |
| SFL Corp. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 181943 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3034)<br>|
| SGS SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20657196 | 04/18/28 | 0.05% | SSARON | Monthly  | &nbsp;&nbsp; (85875)<br>|
| SGS SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22697845 | 04/02/30 | 0.18% | SSARON | Monthly  | &nbsp;&nbsp; (94359)<br>|
| Shaftesbury Capital PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9604553 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 289449 |
| Sharp Corp./Japan | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4477506 | 05/12/27 | 0.18% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2384)<br>|
| Sheng Siong Group Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1080453 | 08/19/26 | 0.30% | SORA | Monthly  | &nbsp;&nbsp; 18874 |
| Sheng Siong Group Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3765678 | 01/06/27 | 0.30% | SORA | Monthly  | &nbsp;&nbsp; (42655)<br>|
| Shimizu Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6576359 | 09/09/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (35931)<br>|
| Shimizu Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6860157 | 09/07/26 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; 205367 |
| Shimizu Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11541418 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; 294275 |
| Shimizu Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 519513 | 08/19/26 | 0.05% | 1D P TONA | Monthly  | &nbsp;&nbsp; 15552 |
| Shimizu Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2537333 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 75958 |
| Shimizu Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3815724 | 12/08/25 | 0.23% | 1D P TONA | Monthly  | &nbsp;&nbsp; 154617 |
| Shimizu Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7002373 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 269200 |
| Shimizu Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6990402 | 04/18/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 191440 |
| Shimizu Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5940521 | 09/03/29 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 177837 |
| Shinmaywa Industries Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4557646 | 05/12/27 | 0.22% | 1D P TONA | Monthly  | &nbsp;&nbsp; 278582 |
| Shionogi & Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120779 | 02/26/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1308 |
| Shizuoka Financial Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 687592 | 03/24/27 | 0.00% | 1D TONA | Monthly  | &nbsp;&nbsp; 3174 |
| SHO-BOND Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2593251 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (13313)<br>|
| Shutterstock, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3180502 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 147648 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Siemens AG, Registered Shares | SG Americas Securities LLC | $846630 | 12/08/25 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; $23946 |
| Siemens Energy AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19347973 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1503301 |
| Siemens Energy AG | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18296773 | 02/10/26 | 0.05% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1985912 |
| Siemens Energy AG | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64645985 | 02/10/26 | 0.05% | 1D ESTR | Monthly  | &nbsp;&nbsp; 7016607 |
| Siemens Energy AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10111665 | 01/06/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1156609 |
| SIG Group AG | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9964 | 02/26/26 | 0.00% | SSARON | Monthly  | &nbsp;&nbsp; (46)<br>|
| SIG Group AG | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135172 | 07/06/26 | 0.00% | SSARON | Monthly  | &nbsp;&nbsp; (629)<br>|
| SIGMAXYZ Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2306429 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 35308 |
| Siix Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3191440 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (50025)<br>|
| Sika AG, Registered Shares | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 368790 | 11/09/26 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (15529)<br>|
| Siltronic AG | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 880596 | 06/25/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (107706)<br>|
| Simon Property Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6145296 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (66066)<br>|
| Simon Property Group, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20695582 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 499499 |
| Singapore Airlines Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109920 | 02/25/26 | 0.30% | SORA | Monthly  | &nbsp;&nbsp; (11202)<br>|
| Singapore Airlines Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2779664 | 12/08/25 | 0.30% | 1D SIBOR | Monthly  | &nbsp;&nbsp; (265755)<br>|
| &nbsp;&nbsp;&nbsp; Singapore Technologies Engineering <br> Ltd.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14184553 | 09/09/27 | 0.00% | SORA | Monthly  | &nbsp;&nbsp; 469481 |
| &nbsp;&nbsp;&nbsp; Singapore Technologies Engineering <br> Ltd.<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6067397 | 04/18/28 | 0.25% | SORA | Monthly  | &nbsp;&nbsp; 102864 |
| Singapore Telecommunications Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20131527 | 02/22/27 | 0.00% | SORA | Monthly  | &nbsp;&nbsp; (1361071)<br>|
| Singapore Telecommunications Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23335120 | 09/09/27 | 0.00% | SORA | Monthly  | &nbsp;&nbsp; (1577662)<br>|
| Singapore Telecommunications Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8791262 | 01/06/27 | 0.30% | SORA | Monthly  | &nbsp;&nbsp; (594368)<br>|
| Singapore Telecommunications Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2838582 | 01/07/27 | 0.30% | SORA | Monthly  | &nbsp;&nbsp; (191913)<br>|
| Sirius XM Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2932763 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (335700)<br>|
| Six Flags Entertainment Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1923653 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (81862)<br>|
| Sixt SE | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 141003 | 06/25/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (12737)<br>|
| Skanska AB | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4675297 | 12/08/25 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 28444 |
| SKF AB | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6129822 | 01/18/27 | 0.28% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (55899)<br>|
| SKF AB | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1471434 | 07/06/26 | 0.00% | TN STIBOR | Monthly  | &nbsp;&nbsp; (4359)<br>|
| SKY Perfect JSAT Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2530783 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (10750)<br>|
| Skylark Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2172531 | 05/12/27 | 0.24% | 1D P TONA | Monthly  | &nbsp;&nbsp; (15142)<br>|
| Skylark Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2375429 | 09/09/27 | 0.24% | 1D P TONA | Monthly  | &nbsp;&nbsp; (16556)<br>|
| Skylark Holdings Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7415511 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (316082)<br>|
| &nbsp;&nbsp;&nbsp; Skyward Specialty Insurance Group, <br> Inc.<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202500 | 02/15/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (28)<br>|
| SkyWest, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1627488 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 48713 |
| Skyworks Solutions, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 515363 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (35994)<br>|
| SM Energy Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12540809 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 647404 |
| SMA Solar Technology AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 946907 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (44828)<br>|
| &nbsp;&nbsp;&nbsp; SmartCentres Real Estate Investment <br> Trust<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 486734 | 12/08/25 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (6342)<br>|
| SmartFinancial, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1260627 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (48132)<br>|
| Smartstop Self Storage REIT, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 575514 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (14021)<br>|
| SMC Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11797878 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 729165 |
| SMC Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8127427 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 502314 |
| Smith & Nephew PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2235617 | 01/04/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 38775 |
| Smith & Nephew PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1417418 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 65486 |
| Smiths Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4818367 | 08/17/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 19647 |
| Smiths Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11476264 | 03/22/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 196703 |
| Smiths Group PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 579178 | 08/19/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 9927 |
| Smiths Group PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9996708 | 08/19/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 171344 |
| Smiths Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7406498 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 300745 |
| Smiths Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4021049 | 04/18/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 68921 |
| Snam SpA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2257176 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 803 |
| Snam SpA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 469594 | 04/18/28 | 0.10% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1405 |
| Societe Generale SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16022521 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 2159348 |
| Societe Generale SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5908296 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 774420 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| SoftBank Corp. | Bank of America N.A. | $4457770 | 03/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; $5762 |
| SoftBank Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18098101 | 05/12/27 | 0.23% | 1D P TONA | Monthly  | &nbsp;&nbsp; 48025 |
| SoftBank Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5128986 | 09/09/27 | 0.23% | 1D P TONA | Monthly  | &nbsp;&nbsp; 12174 |
| SoftBank Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7818016 | 09/07/26 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; 10105 |
| SoftBank Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6085459 | 03/24/27 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; 8136 |
| Softcat PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7043809 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 50462 |
| Softcat PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1040055 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (22151)<br>|
| SOITEC | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145046 | 06/25/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (13804)<br>|
| SolarEdge Technologies, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 535691 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (30933)<br>|
| Solarworld AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; — |
| Solarworld AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | 03/24/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; — |
| Sompo Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18092642 | 03/15/28 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; 599185 |
| Sompo Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9515056 | 03/24/27 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; 321816 |
| Sonic Automotive, Inc., Class A | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 136174 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 278 |
| Sonic Healthcare Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8024867 | 02/15/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 61257 |
| Sonic Healthcare Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20106550 | 09/09/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (52429)<br>|
| Sonic Healthcare Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3030991 | 01/06/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; (7903)<br>|
| Sonic Healthcare Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17276776 | 01/07/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; (45050)<br>|
| Sonos, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2556167 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 11878 |
| Sonova Holding AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4666797 | 08/17/26 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (168832)<br>|
| Sony Group Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28966311 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 443659 |
| Sony Group Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36522280 | 09/07/26 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; 570314 |
| South32 Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9253362 | 02/15/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (187286)<br>|
| South32 Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8603343 | 02/15/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (174129)<br>|
| South32 Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1854650 | 09/07/26 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (44101)<br>|
| South32 Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11649169 | 03/22/27 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (218482)<br>|
| South32 Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7336853 | 01/06/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; (340046)<br>|
| South32 Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10297029 | 01/07/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; (471722)<br>|
| South32 Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3505036 | 09/03/29 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (83623)<br>|
| Southern Missouri Bancorp, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 127895 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3705)<br>|
| Southwest Airlines Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1578614 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (165021)<br>|
| SpareBank 1 Nord Norge | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 466775 | 12/08/25 | 0.26% | NOWA | Monthly  | &nbsp;&nbsp; (11489)<br>|
| SpareBank 1 SMN | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4519283 | 01/04/27 | 0.26% | NOWA | Monthly  | &nbsp;&nbsp; (19318)<br>|
| Sparebanken Norge | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1777201 | 12/11/26 | 0.28% | NOWA | Monthly  | &nbsp;&nbsp; 21844 |
| Spectrum Brands Holdings, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1120940 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (125975)<br>|
| Spectrum Brands Holdings, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4904410 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (72243)<br>|
| SPIE SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6114623 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 542290 |
| SPIE SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2282389 | 01/06/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 221913 |
| Sportradar Group AG, Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7638961 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8462 |
| Spotify Technology SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5144409 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (500495)<br>|
| Sprott, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1777708 | 12/08/25 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (72505)<br>|
| Sprout Social, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2569614 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (208282)<br>|
| Sprouts Farmers Market, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21764480 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1704827)<br>|
| SRG Global Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 443570 | 02/25/26 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; (4856)<br>|
| SS&C Technologies Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7214726 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6539 |
| SSAB AB, B Shares | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6426027 | 12/08/25 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (327179)<br>|
| St James's Place PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97786 | 08/17/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 11158 |
| St James's Place PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1370540 | 01/27/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 134671 |
| Stabilus SE | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148028 | 12/08/25 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1698 |
| Stadler Rail AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 671328 | 12/10/26 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (11031)<br>|
| Standard Motor Products, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7179849 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (380818)<br>|
| Standard Motor Products, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5446678 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (489436)<br>|
| Stantec, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 719686 | 02/15/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (4908)<br>|

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Stantec, Inc. | BNP Paribas SA | $362760 | 08/17/26 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; $(2474)<br>|
| Stantec, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2534366 | 08/18/26 | 0.20% | 1D CORRA | Monthly  | &nbsp;&nbsp; (17284)<br>|
| Stantec, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1186343 | 08/19/26 | 0.20% | 1D CORRA | Monthly  | &nbsp;&nbsp; (8090)<br>|
| Stantec, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2245599 | 12/08/25 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 32641 |
| Stantec, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6924574 | 04/18/28 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; (47223)<br>|
| Stantec, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5912237 | 09/04/29 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; (40320)<br>|
| Steelcase, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4497996 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 93338 |
| Stellantis NV | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15690451 | 12/08/25 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1563367)<br>|
| Stellantis NV | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6290789 | 12/08/25 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (503833)<br>|
| STERIS PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3957480 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (25614)<br>|
| Steven Madden Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4029788 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (442457)<br>|
| Stifel Financial Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4297993 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 143215 |
| Storebrand ASA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14089797 | 01/04/27 | 0.26% | NOWA | Monthly  | &nbsp;&nbsp; 37593 |
| Storebrand ASA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4449489 | 04/24/28 | 0.25% | NOWA | Monthly  | &nbsp;&nbsp; 25474 |
| Storytel AB | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2726412 | 01/04/27 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (251498)<br>|
| Stratasys Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1817029 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (45794)<br>|
| Stratasys Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1306236 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (84601)<br>|
| Strategic Education, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6386085 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (292182)<br>|
| Strategic Education, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1922448 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (161652)<br>|
| Stroeer SE & Co KGaA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6287499 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (106616)<br>|
| Stroeer SE & Co KGaA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1131151 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (19268)<br>|
| Sumitomo Bakelite Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 207882 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1989)<br>|
| Sumitomo Chemical Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16878754 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 425036 |
| Sumitomo Chemical Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20900245 | 09/09/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 522841 |
| Sumitomo Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3602990 | 09/07/26 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; 156850 |
| Sumitomo Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4394043 | 03/24/27 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; 188821 |
| Sumitomo Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1036663 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 47070 |
| Sumitomo Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11056151 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 312827 |
| Sumitomo Heavy Industries Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10067687 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; 449704 |
| Sumitomo Metal Mining Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1256186 | 02/26/26 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (37647)<br>|
| Sumitomo Metal Mining Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1211493 | 02/26/26 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (45742)<br>|
| &nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial Group, <br> Inc.<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24208055 | 09/07/26 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; 1061434 |
| &nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial Group, <br> Inc.<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6849494 | 03/24/27 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; 304771 |
| &nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial Group, <br> Inc.<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31825213 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1905279 |
| Sumitomo Mitsui Trust Group, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 390515 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 10571 |
| Sumitomo Mitsui Trust Group, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7874115 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 213139 |
| Sumitomo Mitsui Trust Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2001021 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 56837 |
| Sumitomo Mitsui Trust Group, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4951142 | 04/18/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 95199 |
| &nbsp;&nbsp;&nbsp; Sumitomo Realty & Development Co. <br> Ltd.<br>| Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 642672 | 02/26/26 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; 22158 |
| Sumitomo Rubber Industries Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11349403 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 230936 |
| Sumitomo Rubber Industries Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10290617 | 01/07/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 219923 |
| Sun Hung Kai Properties Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1542739 | 09/09/27 | 0.15% | HONIA | Monthly  | &nbsp;&nbsp; 31025 |
| Sun Hung Kai Properties Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4005299 | 01/06/27 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; 80549 |
| Sun Hung Kai Properties Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9762917 | 01/11/27 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; 196338 |
| Sun Life Financial, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150727 | 02/24/28 | 0.00% | 1D CORRA | Monthly  | &nbsp;&nbsp; (9)<br>|
| Sun Life Financial, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3165510 | 04/18/28 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; (12021)<br>|
| Suncor Energy, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1701987 | 08/18/26 | 0.20% | 1D CORRA | Monthly  | &nbsp;&nbsp; 17303 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Suncor Energy, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $15840592 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; $431745 |
| Suncor Energy, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20423025 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 556643 |
| &nbsp;&nbsp;&nbsp; Sunrise Communications AG, <br> Class A<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9979880 | 02/15/28 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (352609)<br>|
| &nbsp;&nbsp;&nbsp; Sunrise Communications AG, <br> Class A<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8095269 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (305371)<br>|
| Suntory Beverage & Food Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9810565 | 02/26/26 | 0.17% | 1D P TONA | Monthly  | &nbsp;&nbsp; (9033)<br>|
| Suntory Beverage & Food Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2784291 | 02/26/26 | 0.19% | 1D P TONA | Monthly  | &nbsp;&nbsp; (9304)<br>|
| Superloop Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 614118 | 02/15/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 67881 |
| Surge Energy, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1205520 | 02/15/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 124709 |
| Surge Energy, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 862411 | 04/21/28 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; 89215 |
| Suruga Bank Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5379271 | 05/12/27 | 0.22% | 1D P TONA | Monthly  | &nbsp;&nbsp; (89446)<br>|
| Suruga Bank Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3077053 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (12730)<br>|
| Suzuken Co. Ltd./Aichi Japan | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3213248 | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 192278 |
| Suzuken Co. Ltd./Aichi Japan | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2849484 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 170510 |
| Suzuken Co. Ltd./Aichi Japan | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1627886 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 152361 |
| Sveafastigheter AB | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 133026 | 07/29/26 | 0.26% | TN STIBOR | Monthly  | &nbsp;&nbsp; (8224)<br>|
| Swatch Group AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8113554 | 01/04/27 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (81584)<br>|
| Swedish Orphan Biovitrum AB | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2401978 | 08/17/26 | 0.25% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (186696)<br>|
| Swedish Orphan Biovitrum AB | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1612798 | 12/08/25 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (80061)<br>|
| Swire Pacific Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3406264 | 12/08/25 | 0.30% | 1D HIBOR | Monthly  | &nbsp;&nbsp; 114556 |
| Swisscom AG | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 211691 | 07/06/26 | 0.00% | SSARON | Monthly  | &nbsp;&nbsp; (462)<br>|
| Symrise AG, Class A | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 927762 | 07/06/26 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (984)<br>|
| Synaptics, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15006156 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (750308)<br>|
| Synaptics, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14630758 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1153017)<br>|
| Synchrony Financial | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 895048 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (10657)<br>|
| Sysco Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 217265 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1390)<br>|
| Sysmex Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7090785 | 09/09/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 198728 |
| Taikisha Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1118016 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 30426 |
| Taikisha Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 924557 | 03/24/27 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; 26804 |
| Taikisha Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 269897 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 9599 |
| Taikisha Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 872406 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 23415 |
| Take-Two Interactive Software, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15020006 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (248107)<br>|
| Takeuchi Manufacturing Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3254164 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (221500)<br>|
| Takeuchi Manufacturing Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4624632 | 05/12/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (122335)<br>|
| Takeuchi Manufacturing Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1092583 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 129933 |
| Takuma Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5847414 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 226332 |
| Talabat Holding PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2732679 | 08/19/26 | 0.75% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (189136)<br>|
| Talen Energy Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4854846 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 990693 |
| Tamron Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1221426 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 15292 |
| Tamron Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 692616 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 8671 |
| Tandem Diabetes Care, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1103408 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 20035 |
| Tandem Diabetes Care, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5613722 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 17794 |
| Tanger, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1437005 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (78300)<br>|
| Tanger, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1259864 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (56902)<br>|
| Tapestry, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10913699 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1872408 |
| Taylor Morrison Home Corp., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15197808 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1714928)<br>|
| Taylor Morrison Home Corp., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11696906 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (613265)<br>|
| Taylor Morrison Home Corp., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 698530 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (32579)<br>|
| Taylor Wimpey PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6316175 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (598760)<br>|
| Taylor Wimpey PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7328874 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (694762)<br>|
| TBC Bank Group PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1580155 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (8134)<br>|
| TBC Bank Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 755511 | 03/17/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (3889)<br>|
| TBC Bank Group PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3240943 | 08/19/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (16684)<br>|
| TBC Bank Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1141469 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 8304 |
| TBC Bank Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 873474 | 04/24/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (4497)<br>|
| TD SYNNEX Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191903 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1002 |
| TDK Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4268483 | 09/09/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 467022 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| TechMatrix Corp. | BNP Paribas SA | $1450365 | 03/24/27 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; $43413 |
| Technip Energies NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40979352 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1288835 |
| TechnipFMC PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31958320 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2067561 |
| Technology One Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7841762 | 05/12/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; 80609 |
| Technology One Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1484565 | 09/09/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; 15261 |
| Technology One Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3513592 | 08/19/26 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; 29083 |
| Technology One Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7621315 | 01/06/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; 78343 |
| Techtronic Industries Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 846420 | 08/19/26 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; 32467 |
| Techtronic Industries Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3768000 | 01/06/27 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; (13298)<br>|
| Techtronic Industries Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11400000 | 01/11/27 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; (40234)<br>|
| Techtronic Industries Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8760191 | 12/08/25 | 0.30% | 1D HIBOR | Monthly  | &nbsp;&nbsp; 746139 |
| Teck Resources Ltd., Class B | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18245625 | 10/20/25 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (2696006)<br>|
| Teck Resources Ltd., Class B | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32610874 | 01/06/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (4818640)<br>|
| Teijin Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 157445 | 02/26/26 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (318)<br>|
| Tel Aviv Stock Exchange Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2747555 | 04/06/26 | 0.60% | SHIR | Monthly  | &nbsp;&nbsp; 28414 |
| Tele2 AB | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5320464 | 01/04/27 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (14230)<br>|
| Telecom Italia SpA/Milano | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8021922 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (69614)<br>|
| Telecom Plus PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 320330 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (11650)<br>|
| Teleflex, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 266633 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 12638 |
| &nbsp;&nbsp;&nbsp; Telefonaktiebolaget LM Ericsson, <br> Class B<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9185523 | 12/08/25 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (1226265)<br>|
| Telefonica SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10567391 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 23227 |
| Telefonica SA | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32310226 | 02/10/26 | (0.10)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 181439 |
| Telefonica SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39335382 | 04/18/28 | 0.09% | 1D ESTR | Monthly  | &nbsp;&nbsp; 176241 |
| Television Francaise 1 SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1418274 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 46944 |
| TELUS Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26143260 | 02/15/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (234679)<br>|
| TELUS Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1402179 | 02/24/28 | 0.20% | 1D CORRA | Monthly  | &nbsp;&nbsp; (10626)<br>|
| Temenos AG, Registered Shares | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1551324 | 01/04/27 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; 358945 |
| Temenos AG, Registered Shares | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2912314 | 12/08/25 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; 754648 |
| Tenaris SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95732 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (861)<br>|
| Tenet Healthcare Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2529952 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 11820 |
| Teradata Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7282521 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (382423)<br>|
| Terex Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2373404 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (11669)<br>|
| TerraVest Industries, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 871973 | 12/08/25 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 7748 |
| Terumo Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17568913 | 09/07/26 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; 841593 |
| Terumo Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4652048 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; 216383 |
| Texas Capital Bancshares, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24165499 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (636769)<br>|
| Texas Instruments, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194191 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (33410)<br>|
| Texas Roadhouse, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6083864 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (100832)<br>|
| Textron, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1822038 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1287)<br>|
| TFI International, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21757636 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (314967)<br>|
| TFI International, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19309738 | 12/08/25 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (719812)<br>|
| TFI International, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3418907 | 12/08/25 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (146901)<br>|
| TG Therapeutics, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2999001 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (146221)<br>|
| Thales SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26066566 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1290636)<br>|
| Thales SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29783159 | 09/03/29 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1439298)<br>|
| Theravance Biopharma, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2479238 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (79559)<br>|
| THG PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1567515 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (63333)<br>|
| THK Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7057205 | 04/18/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 667140 |
| THK Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1493340 | 09/03/29 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 139792 |
| thyssenkrupp AG | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117397 | 07/06/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (2328)<br>|
| thyssenkrupp AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11214781 | 04/18/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (551634)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| T-Mobile US, Inc. | BNP Paribas SA | $666768 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(8756)<br>|
| TMX Group Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 178640 | 12/08/25 | 0.00% | CABROVER | Monthly  | &nbsp;&nbsp; (16)<br>|
| TMX Group Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2272054 | 09/04/29 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; (13331)<br>|
| Toa Corp./Tokyo | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2431686 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 118031 |
| Toagosei Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6870390 | 05/12/27 | 0.24% | 1D P TONA | Monthly  | &nbsp;&nbsp; 95357 |
| Tohoku Electric Power Co., Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4581969 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 4190 |
| Tohoku Electric Power Co., Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13344975 | 09/03/29 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; 12202 |
| TOKAI Holdings Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 657000 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 14962 |
| TOKAI Holdings Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 586080 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 15075 |
| Tokai Tokyo Financial Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1286831 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 61065 |
| Tokio Marine Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 602778 | 04/18/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (485)<br>|
| Tokyo Century Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8740193 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (70799)<br>|
| Tokyo Electron Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1230909 | 02/26/26 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (149854)<br>|
| Tokyo Gas Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10654613 | 09/03/29 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 306205 |
| Tokyo Tatemono Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3458665 | 09/07/26 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (46427)<br>|
| Tokyo Tatemono Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13784280 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; (143692)<br>|
| Tokyo Tatemono Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 602011 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (9597)<br>|
| Tokyo Tatemono Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1433603 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (22854)<br>|
| Tokyo Tatemono Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15933351 | 12/08/25 | 0.20% | 1D P TONA | Monthly  | &nbsp;&nbsp; (87)<br>|
| Tokyo Tatemono Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15086141 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (6355)<br>|
| Tokyotokeiba Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1149602 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 63460 |
| Tokyu Fudosan Holdings Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1611136 | 03/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 21322 |
| Tokyu Fudosan Holdings Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6505128 | 09/09/27 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; 337092 |
| Tokyu Fudosan Holdings Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6132124 | 12/08/25 | 0.17% | 1D P TONA | Monthly  | &nbsp;&nbsp; 208018 |
| Tokyu Fudosan Holdings Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20867365 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 707877 |
| Tokyu Fudosan Holdings Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2021749 | 09/03/29 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 26757 |
| Toll Brothers, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32148796 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2090091)<br>|
| Toll Brothers, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8516547 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 98996 |
| Tompkins Financial Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1900131 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (57269)<br>|
| Topaz Energy Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6208719 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 72508 |
| Topgolf Callaway Brands Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8336666 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 486465 |
| Torex Gold Resources, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 602688 | 02/15/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (56786)<br>|
| Torex Gold Resources, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2582325 | 02/15/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (238863)<br>|
| Toridoll Holdings Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2378436 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 45494 |
| Toro Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10777342 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (98856)<br>|
| Tosei Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1945982 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 92178 |
| Tosei Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1273371 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 55193 |
| Toshiba TEC Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 486626 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 9167 |
| Toshiba TEC Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2120539 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 46554 |
| Tosoh Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 332855 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 7375 |
| Tosoh Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2528777 | 09/07/26 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; 53058 |
| Tosoh Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2381536 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 52765 |
| Tosoh Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 553777 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 12269 |
| TotalEnergies SE, Class A | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1006850 | 07/06/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (7176)<br>|
| Totetsu Kogyo Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5122841 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 93553 |
| Towa Pharmaceutical Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5862290 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 186308 |
| Towa Pharmaceutical Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1191903 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 38210 |
| Toyo Tire Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 932627 | 02/26/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (19723)<br>|
| Toyo Tire Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5154270 | 04/18/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 140993 |
| Toyobo Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1583534 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; 57965 |
| Toyoda Gosei Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2288459 | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 96296 |
| Toyoda Gosei Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3933024 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 239242 |
| Toyota Motor Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 735949 | 12/08/25 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (8436)<br>|
| TP ICAP Group PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 277750 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 2908 |
| TP ICAP Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1923356 | 03/17/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 20136 |
| TP ICAP Group PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1680834 | 08/19/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 17597 |
| TP ICAP Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1697192 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 82484 |
| TP ICAP Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1047640 | 04/24/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 10968 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| TransAlta Corp. | Barclays Bank PLC | $3707964 | 10/20/25 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; $(6661)<br>|
| TransAlta Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6469755 | 12/08/25 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 1093416 |
| Transcontinental, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1596688 | 08/19/26 | 0.20% | 1D CORRA | Monthly  | &nbsp;&nbsp; (65171)<br>|
| Transcontinental, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 214413 | 04/21/28 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; (8752)<br>|
| Transcosmos, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2663932 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1361 |
| Transurban Group | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2475196 | 01/07/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; 36631 |
| Travelers Cos, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20178135 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 263717 |
| Travelers Cos, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9408062 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 353540 |
| Trelleborg AB | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15797810 | 02/15/28 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (729085)<br>|
| Trelleborg AB | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11280844 | 09/03/29 | 0.25% | TN STIBOR | Monthly  | &nbsp;&nbsp; (518227)<br>|
| Tri Pointe Homes, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2542602 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (152121)<br>|
| Tri Pointe Homes, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18466439 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1014266)<br>|
| TriCo Bancshares | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2527009 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (95214)<br>|
| Trimble, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1906326 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 106027 |
| TriNet Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8690666 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 186816 |
| Trinity Industries, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 214152 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (16894)<br>|
| Triple Flag Precious Metals Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3751174 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (152505)<br>|
| Tronox Holdings PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1125982 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (443115)<br>|
| Tronox Holdings PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1132272 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (497462)<br>|
| Truist Financial Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13571274 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (201872)<br>|
| Trupanion, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134887 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5884)<br>|
| Trusco Nakayama Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4727895 | 05/12/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 181676 |
| Trustpilot Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7232280 | 03/17/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (577802)<br>|
| Tryg A/S | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10965299 | 01/04/27 | 0.26% | DESTR | Monthly  | &nbsp;&nbsp; (48202)<br>|
| Tryg A/S | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6003363 | 04/18/28 | 0.25% | DESTR | Monthly  | &nbsp;&nbsp; (12951)<br>|
| TS Tech Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1692603 | 02/26/26 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (26004)<br>|
| TSI Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4718517 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (218884)<br>|
| Tsubakimoto Chain Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1898236 | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 261877 |
| Tsubakimoto Chain Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2151088 | 03/24/27 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; 296760 |
| Tsubakimoto Chain Co. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 124576 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 17186 |
| Tsubakimoto Chain Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2462457 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 421905 |
| Tsugami Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1108463 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 99363 |
| Tsukishima Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4647103 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 206865 |
| Turning Point Brands, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 158254 | 02/15/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5)<br>|
| Tutor Perini Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1586243 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (22090)<br>|
| Tutor Perini Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7642383 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (106427)<br>|
| Tutor Perini Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12978942 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 49340 |
| Tutor Perini Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6124356 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (85287)<br>|
| TV Asahi Holdings Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5951897 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (108332)<br>|
| U.S. Bancorp | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28798809 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (748669)<br>|
| U.S. Bancorp | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23250282 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1233280)<br>|
| UACJ Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3642560 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 375268 |
| Uber Technologies, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9164660 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (443275)<br>|
| Ubiquiti, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2534971 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (28405)<br>|
| Ubisoft Entertainment SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16594731 | 01/04/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 310213 |
| Ubisoft Entertainment SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11695447 | 04/24/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (153617)<br>|
| u-blox Holding AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2860899 | 12/10/26 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (215925)<br>|
| Udemy, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2156579 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 146017 |
| UFP Industries, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12724454 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (766298)<br>|
| UiPath, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1140333 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (13238)<br>|
| Ultra Clean Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1519458 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (91916)<br>|
| Ulvac, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35507374 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 618497 |
| Umicore SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33962558 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (3237795)<br>|
| Umicore SA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10614960 | 03/24/27 | 0.25% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1013504)<br>|
| U-Next Holdings Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 374053 | 12/08/25 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1540)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Unibail-Rodamco-Westfield | Citibank N.A. | $818181 | 07/06/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; $18695 |
| Unibail-Rodamco-Westfield | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6140381 | 04/18/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 357846 |
| Unicharm Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9797669 | 03/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 199683 |
| Unicharm Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9025748 | 03/24/27 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; 169215 |
| Union Pacific Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9437178 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (115547)<br>|
| Unipol Assicurazioni SpA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1702221 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 94668 |
| Unipol Assicurazioni SpA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 888652 | 12/08/25 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 61983 |
| Unipol Assicurazioni SpA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4222346 | 09/03/29 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 283536 |
| UNIQA Insurance Group AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8203668 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 708070 |
| United Airlines Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2108484 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 186958 |
| United Arrows Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1368851 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 18533 |
| United Fire Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1492354 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (55733)<br>|
| United Fire Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 887791 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (33465)<br>|
| United Internet AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5495710 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1591 |
| United Natural Foods, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9296777 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1689239 |
| United Natural Foods, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6001750 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1322546 |
| United Parcel Service, Inc., Class B | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2906679 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (321017)<br>|
| United States Lime & Minerals, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4384068 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (51342)<br>|
| United Therapeutics Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2874639 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (223784)<br>|
| United Therapeutics Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144567 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (9140)<br>|
| United Therapeutics Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2568520 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (172037)<br>|
| United Utilities Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1906616 | 08/17/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (59892)<br>|
| UnitedHealth Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28476315 | 12/08/25 | 0.19% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5297431)<br>|
| Universal Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18985071 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (145532)<br>|
| Universal Entertainment Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3264522 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 158739 |
| &nbsp;&nbsp;&nbsp; Universal Health Services, Inc., <br> Class B<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1388259 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 9921 |
| Universal Insurance Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4861379 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (182597)<br>|
| Universal Insurance Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3613676 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (281878)<br>|
| Universal Technical Institute, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10157268 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 310785 |
| Univest Financial Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 430510 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (30384)<br>|
| Univest Financial Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 605209 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (42714)<br>|
| Univest Financial Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 556585 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (39282)<br>|
| Univest Financial Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 422030 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (45092)<br>|
| Unum Group | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31982269 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (3445406)<br>|
| UOL Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7079736 | 12/24/27 | 0.00% | SORA | Monthly  | &nbsp;&nbsp; (67603)<br>|
| UOL Group Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3549005 | 01/06/27 | 0.30% | SORA | Monthly  | &nbsp;&nbsp; (28930)<br>|
| Upwork, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6208613 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (780615)<br>|
| Urban Edge Properties | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2515377 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6362)<br>|
| Urban Outfitters, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7621108 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 32534 |
| Ushio, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2137751 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 61537 |
| USS Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14150312 | 01/06/27 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (270743)<br>|
| UT Group Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9884119 | 03/24/27 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; 324451 |
| V2X, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4513141 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 11460 |
| V2X, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 734364 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (27596)<br>|
| Valeo SE | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1101741 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (33247)<br>|
| Valeo SE | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1306032 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (39412)<br>|
| Valeo SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11397908 | 04/18/28 | 0.16% | 1D ESTR | Monthly  | &nbsp;&nbsp; (373116)<br>|
| Valeo SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10146223 | 09/03/29 | 0.19% | 1D ESTR | Monthly  | &nbsp;&nbsp; (332142)<br>|
| &nbsp;&nbsp;&nbsp; Valiant Holding AG, Registered <br> Shares<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2052297 | 01/04/27 | 0.26% | SSARON | Monthly  | &nbsp;&nbsp; (43273)<br>|
| Vallourec SACA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 320574 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (3420)<br>|
| Valmet Oyj | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 329884 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 12 |
| Valmont Industries, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1866753 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 128785 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Valvoline, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $4629018 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; $(72426)<br>|
| Var Energi ASA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8514019 | 02/15/28 | 0.26% | NOWA | Monthly  | &nbsp;&nbsp; 258736 |
| Var Energi ASA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 504400 | 04/18/28 | 0.25% | NOWA | Monthly  | &nbsp;&nbsp; 16682 |
| Vault Minerals Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4271539 | 02/15/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (472232)<br>|
| Vault Minerals Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5504415 | 05/12/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (668236)<br>|
| Veeco Instruments, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1412452 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (19922)<br>|
| Veeva Systems, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5583931 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (19579)<br>|
| Ventas, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4910142 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 324457 |
| Ventia Services Group Pty Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 485905 | 02/15/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (2673)<br>|
| Ventia Services Group Pty Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1777067 | 03/22/27 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (9776)<br>|
| Ventia Services Group Pty Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2165399 | 08/19/26 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; (11912)<br>|
| Ventia Services Group Pty Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 597782 | 04/03/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (3288)<br>|
| Veradigm, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 246210 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 16057 |
| Verint Systems, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5923385 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 436334 |
| Verint Systems, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8700624 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 609333 |
| Verint Systems, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1091507 | 08/19/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 80404 |
| Verint Systems, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17880907 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (344123)<br>|
| VeriSign, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25816923 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1708156)<br>|
| VeriSign, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10152218 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (455153)<br>|
| Verizon Communications, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15994297 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 44509 |
| Vermilion Energy, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14452575 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 439417 |
| Vermilion Energy, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19711329 | 04/21/28 | 0.25% | 1D CORRA | Monthly  | &nbsp;&nbsp; 1550440 |
| Verra Mobility Corp., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12355813 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 108557 |
| Vestas Wind Systems A/S | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5303506 | 01/04/27 | 0.26% | DESTR | Monthly  | &nbsp;&nbsp; 16554 |
| Vestas Wind Systems A/S | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5613060 | 12/08/25 | 0.26% | DESTR | Monthly  | &nbsp;&nbsp; 755782 |
| Vestas Wind Systems A/S | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 437951 | 09/03/29 | 0.25% | DESTR | Monthly  | &nbsp;&nbsp; 49248 |
| Vestis Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4191559 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (88030)<br>|
| VF Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3315191 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2826)<br>|
| Viavi Solutions, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4006602 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (78178)<br>|
| Victoria's Secret & Co. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 896867 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (112155)<br>|
| &nbsp;&nbsp;&nbsp; Victory Capital Holdings, Inc., <br> Class A<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1753883 | 02/08/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 32403 |
| Viking Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3662171 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 84870 |
| Viking Holdings Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14337659 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 933651 |
| Visa, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8017389 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (259860)<br>|
| Visteon Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7885616 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 56385 |
| Visteon Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9695120 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 119202 |
| Visteon Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3488168 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 209014 |
| Vodafone Group PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24399423 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 391266 |
| Vodafone Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8523694 | 12/08/25 | 0.21% | 1D SONIA | Monthly  | &nbsp;&nbsp; 136344 |
| Volution Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2431278 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 109995 |
| Volvo Car AB, Class B | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 431842 | 08/17/26 | 0.26% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (14337)<br>|
| Vonovia SE | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12642 | 06/25/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (228)<br>|
| Vonovia SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2803018 | 09/03/29 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (26079)<br>|
| Vontier Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1234958 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 53806 |
| Voya Financial, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9036225 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (208665)<br>|
| VusionGroup | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 261019 | 06/25/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (22473)<br>|
| Wacom Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2662197 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (86046)<br>|
| Wacom Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2982568 | 03/24/27 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; (96400)<br>|
| Wacom Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 773786 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; (25010)<br>|
| Walker & Dunlop, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5293722 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 168956 |
| Wallenius Wilhelmsen ASA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 382375 | 02/15/28 | 0.26% | NOWA | Monthly  | &nbsp;&nbsp; 19746 |
| Wallenius Wilhelmsen ASA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1092248 | 04/24/28 | 0.25% | NOWA | Monthly  | &nbsp;&nbsp; 56405 |
| Walmart, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17390000 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 316554 |
| Warehouses De Pauw CVA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2834688 | 12/10/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (87486)<br>|
| Wartsila OYJ Abp | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 739090 | 08/19/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 108936 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Wartsila OYJ Abp | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $6888518 | 01/06/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; $477683 |
| Washington Trust Bancorp, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1521639 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (145113)<br>|
| Waste Connections, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 711736 | 02/05/27 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (19190)<br>|
| Waters Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18475054 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 83551 |
| Waystar Holding Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8172331 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (224589)<br>|
| WD-40 Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7596206 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (110430)<br>|
| WD-40 Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6180549 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (414690)<br>|
| WEB Travel Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 294804 | 05/12/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (11814)<br>|
| Webuild SpA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2670713 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 18553 |
| Webuild SpA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1882718 | 03/17/27 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 41995 |
| Webuild SpA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1905457 | 08/19/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 24364 |
| Webuild SpA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2004119 | 04/24/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 25626 |
| Weir Group PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10383516 | 02/15/28 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 228822 |
| Weir Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1348082 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 7057 |
| Wendy's Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1196037 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (101406)<br>|
| Wereldhave NV | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1567487 | 02/15/28 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; 42708 |
| Wesdome Gold Mines Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1111 | 08/18/26 | 0.20% | 1D CORRA | Monthly  | &nbsp;&nbsp; (64)<br>|
| Wesdome Gold Mines Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3627882 | 01/04/27 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; (217053)<br>|
| Wesfarmers Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2864898 | 01/07/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; 34832 |
| Wesfarmers Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2066903 | 09/03/29 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 32737 |
| West Pharmaceutical Services, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1940109 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 50534 |
| &nbsp;&nbsp;&nbsp; Westinghouse Air Brake Technologies <br> Corp.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 900953 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (20980)<br>|
| Westlake Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8756085 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (423241)<br>|
| WH Group Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7259947 | 02/15/28 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; 208042 |
| WH Group Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7524183 | 02/15/28 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; 215614 |
| WH Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12265131 | 05/13/27 | 0.00% | HONIA | Monthly  | &nbsp;&nbsp; (335571)<br>|
| WH Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9938400 | 09/09/27 | 0.00% | HONIA | Monthly  | &nbsp;&nbsp; (271912)<br>|
| WH Group Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3103338 | 01/06/27 | 0.30% | HONIA | Monthly  | &nbsp;&nbsp; (84907)<br>|
| Wheaton Precious Metals Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4189408 | 02/15/28 | 0.20% | CABROVER | Monthly  | &nbsp;&nbsp; 80533 |
| Whitestone REIT | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 767489 | 06/25/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (24228)<br>|
| Wickes Group PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2234576 | 01/04/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (3820)<br>|
| Wihlborgs Fastigheter AB | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3319216 | 01/18/27 | 0.28% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (93572)<br>|
| Willdan Group, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5750302 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 663149 |
| Willdan Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2943958 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 513677 |
| Winmark Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 662571 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 24711 |
| Winnebago Industries, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5856069 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (396773)<br>|
| WisdomTree Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 351017 | 02/15/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (119)<br>|
| Wise PLC, Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 184210 | 03/22/27 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (3463)<br>|
| Wise PLC, Class A | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150336 | 07/06/26 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (542)<br>|
| Wix.com Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6512962 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (781201)<br>|
| Wix.com Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3604236 | 04/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (265108)<br>|
| Wix.com Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3283344 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (522343)<br>|
| Wolters Kluwer NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4163142 | 08/17/26 | 0.26% | 1D ESTR | Monthly  | &nbsp;&nbsp; (20266)<br>|
| Workday, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15538845 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (564689)<br>|
| Workspace Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2644514 | 12/08/25 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; 5198 |
| World Acceptance Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4307179 | 04/21/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (145751)<br>|
| Worley Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 590032 | 02/25/26 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; (4385)<br>|
| Worley Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8791168 | 04/18/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; (97694)<br>|
| Worthington Enterprises, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5780841 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (41675)<br>|
| Xero Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3678527 | 02/15/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 97703 |
| Xero Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6345293 | 02/15/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 168534 |
| Xero Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6991231 | 09/07/26 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 185690 |
| Xero Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34621294 | 03/22/27 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 919557 |
| Xero Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2321137 | 08/19/26 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; 61650 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Xero Ltd. | Goldman Sachs Bank USA | $11295952 | 08/19/26 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; $300025 |
| Xero Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4969474 | 01/06/27 | 0.29% | 1D AONIA | Monthly  | &nbsp;&nbsp; (45439)<br>|
| Xero Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14527717 | 12/08/25 | 0.30% | 1D AONIA | Monthly  | &nbsp;&nbsp; 64853 |
| Xero Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6173992 | 04/18/28 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 163984 |
| Xero Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6397569 | 09/03/29 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 169922 |
| Xerox Holdings Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7862134 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2400446)<br>|
| XPO, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2876684 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (238965)<br>|
| YAMABIKO Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 304047 | 02/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2456 |
| YAMABIKO Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 333722 | 03/24/27 | 0.25% | 1D TONA | Monthly  | &nbsp;&nbsp; 381 |
| YAMABIKO Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93664 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 757 |
| YAMABIKO Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 252172 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2037 |
| Yamaguchi Financial Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3665312 | 12/08/25 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 343801 |
| Yamaguchi Financial Group, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3299817 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 137697 |
| Yamaha Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1158412 | 02/26/26 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (21850)<br>|
| Yamazen Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 670113 | 02/15/28 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; 23029 |
| Yamazen Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1056089 | 03/24/27 | 0.15% | 1D TONA | Monthly  | &nbsp;&nbsp; 50101 |
| Yamazen Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 375867 | 08/19/26 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 24772 |
| Yamazen Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 712503 | 04/03/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 21412 |
| Yara International ASA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6150056 | 08/17/26 | 0.26% | NOWA | Monthly  | &nbsp;&nbsp; (93619)<br>|
| Yara International ASA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4387808 | 01/04/27 | 0.26% | NOWA | Monthly  | &nbsp;&nbsp; (66793)<br>|
| Yara International ASA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26458460 | 01/06/27 | 0.26% | NOWA | Monthly  | &nbsp;&nbsp; (402762)<br>|
| Yaskawa Electric Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8314212 | 03/15/28 | 0.25% | 1D P TONA | Monthly  | &nbsp;&nbsp; 869909 |
| Yaskawa Electric Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20834885 | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1693506 |
| Yelp, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13883983 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (90360)<br>|
| Yoshinoya Holdings Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 617413 | 02/26/26 | 0.15% | 1D P TONA | Monthly  | &nbsp;&nbsp; (17055)<br>|
| Yum! Brands, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19382730 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (113623)<br>|
| Zealand Pharma A/S | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 786353 | 07/17/26 | 0.26% | DESTR | Monthly  | &nbsp;&nbsp; (37189)<br>|
| Zebra Technologies Corp., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10426690 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 347027 |
| Zeta Global Holdings Corp, Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5570623 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 10699 |
| Zigup PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2404801 | 12/10/26 | 0.25% | 1D SONIA | Monthly  | &nbsp;&nbsp; (59246)<br>|
| &nbsp;&nbsp;&nbsp; ZIM Integrated Shipping Services <br> Ltd.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2621519 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (122751)<br>|
| Zinzino AB | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 298088 | 07/29/26 | 0.26% | TN STIBOR | Monthly  | &nbsp;&nbsp; (11201)<br>|
| Zions Bancorp NA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16793149 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (954123)<br>|
| Zip Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5128400 | 03/22/27 | 0.25% | 1D AONIA | Monthly  | &nbsp;&nbsp; 548420 |
| ZipRecruiter, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1489327 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (147015)<br>|
| Zoetis, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1516133 | 12/23/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (54151)<br>|
| ZoomInfo Technologies, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11089359 | 12/08/25 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 732615 |
| Zscaler, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 453525 | 04/18/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5196)<br>|
| Zurich Insurance Group AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5212452 | 11/09/26 | 0.05% | SSARON | Monthly  | &nbsp;&nbsp; (12757)<br>|
| Zurich Insurance Group AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17207629 | 12/11/26 | 0.05% | SSARON | Monthly  | &nbsp;&nbsp; (56751)<br>|
| Total long positions of equity swaps | Total long positions of equity swaps |  |  |  |  |  | &nbsp;&nbsp; (2427489)<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> |
| 1&1 AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (288745) | 02/15/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 548 |
| 1&1 AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (605793) | 12/10/26 | (1.09)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 2576 |
| 1&1 AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1143677) | 03/24/27 | (0.87)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 4745 |
| 1&1 AG | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (104556) | 06/25/26 | (0.75)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 2008 |
| 1&1 AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1778406) | 01/04/27 | (0.52)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 7561 |
| 1&1 AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2067443) | 12/08/25 | (0.67)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 19858 |
| 1&1 AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (874644) | 04/24/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 3748 |
| 3i Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4182579) | 12/10/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 144963 |
| 3M Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7554552) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 368564 |
| A O Smith Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (260920) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 4590 |
| AAK AB | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9751325) | 12/08/25 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (182082)<br>|
| Aalberts NV | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2460590) | 03/24/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 242602 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Aalberts NV | Goldman Sachs Bank USA | $(2748317) | 08/19/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; $357828 |
| Aalberts NV | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (10698718) | 12/08/25 | (0.19)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1042217 |
| AAON, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8111024) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (800430)<br>|
| Abbott Laboratories | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (16739501) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 208232 |
| ABC-Mart, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (340727) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 9501 |
| ABN AMRO Bank NV | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (40126549) | 02/15/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (2050653)<br>|
| ABN AMRO Bank NV | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (49807062) | 02/15/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (2547325)<br>|
| ABN AMRO Bank NV | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (10645158) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (145811)<br>|
| ABN AMRO Bank NV | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (403633) | 08/19/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (20628)<br>|
| AcadeMedia AB | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (215) | 08/19/26 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (5)<br>|
| Acadia Realty Trust | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (11649763) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (390885)<br>|
| Accent Group Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (61709) | 02/15/28 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; 251 |
| Accent Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (136773) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (338)<br>|
| Accent Group Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (36051) | 04/03/28 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; 146 |
| Acciona SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (763179) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (54826)<br>|
| ACCO Brands Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (351995) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (9644)<br>|
| Accor SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3728236) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 318225 |
| Accor SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (12303754) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1016456 |
| Acerinox SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3264135) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 270617 |
| Ackermans & van Haaren NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (21138967) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (334261)<br>|
| ACM Research, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8483774) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (217827)<br>|
| Acom Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1683795) | 05/12/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (46733)<br>|
| Acushnet Holdings Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13088790) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 456918 |
| Addus HomeCare Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4225154) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 76003 |
| &nbsp;&nbsp;&nbsp; Adecco Group AG, Registered <br> Shares<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3142683) | 12/11/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (57079)<br>|
| &nbsp;&nbsp;&nbsp; Adecco Group AG, Registered <br> Shares<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3222813) | 01/04/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (58534)<br>|
| &nbsp;&nbsp;&nbsp; Adecco Group AG, Registered <br> Shares<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3690332) | 12/08/25 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (25048)<br>|
| &nbsp;&nbsp;&nbsp; Adecco Group AG, Registered <br> Shares<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2699731) | 12/08/25 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (33597)<br>|
| Adeia, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (531588) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 45768 |
| Adeia, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1631759) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 98284 |
| Adeia, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (51480) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4432 |
| Adeia, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (379643) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 32686 |
| Adeia, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1201630) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 103457 |
| ADMA Biologics, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (783331) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (7361)<br>|
| &nbsp;&nbsp;&nbsp; Advance Residence Investment <br> Corp.<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (292182) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1755)<br>|
| &nbsp;&nbsp;&nbsp; Advance Residence Investment <br> Corp.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1261204) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (8397)<br>|
| Advanced Energy Industries, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1826730) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 22854 |
| Advanced Micro Devices, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (499127) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (69649)<br>|
| Advanced Micro Devices, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9066350) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (547835)<br>|
| Advantest Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4654422) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 331981 |
| Adyen NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5688497) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 43936 |
| Adyen NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7986742) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 54170 |
| Aedifica SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1687289) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 21111 |
| Aedifica SA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (172562) | 03/24/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1470 |
| Aedifica SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2351387) | 12/08/25 | (0.30)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 620 |
| Aedifica SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7595796) | 04/24/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 19621 |
| Aehr Test Systems | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (514042) | 04/16/26 | (6.25)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 40200 |
| Aehr Test Systems | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (131698) | 06/25/26 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; — |
| Aeon Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3156972) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 7409 |
| AEON Financial Service Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (18721536) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (758065)<br>|
| AEON Financial Service Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2646612) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (101502)<br>|

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| AEON REIT Investment Corp. | Bank of America N.A. | $(6072082) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; $(74911)<br>|
| AEON REIT Investment Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1497692) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (11348)<br>|
| AEON REIT Investment Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1329308) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (10072)<br>|
| AEON REIT Investment Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1859403) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (38407)<br>|
| Aeroports de Paris SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6602158) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 50486 |
| Aeroports de Paris SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2797385) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 6379 |
| Aeroports de Paris SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (18372250) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 560671 |
| Aeroports de Paris SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4643214) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 78928 |
| AeroVironment, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1845119) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (26220)<br>|
| AeroVironment, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7976328) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1002726)<br>|
| Aeva Technologies, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3234633) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 969295 |
| Aeva Technologies, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2600171) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 725957 |
| Affirm Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2808795) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (102331)<br>|
| Affirm Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6187933) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 18767 |
| AFRY AB | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4065697) | 01/18/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 20172 |
| AFRY AB | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5167821) | 04/24/28 | 0.00% | TN STIBOR | Monthly  | &nbsp;&nbsp; 164328 |
| AGCO Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (12419564) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (928978)<br>|
| AGCO Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (13496971) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1404645)<br>|
| Agilysys, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2910228) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 73173 |
| AGNC Investment Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1228173) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (26884)<br>|
| AGNC Investment Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (22667857) | 12/23/25 | (0.38)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (145152)<br>|
| AGNC Investment Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (16188818) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (28142)<br>|
| Agnico Eagle Mines Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3319060) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 12808 |
| Agnico Eagle Mines Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (15204402) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 116781 |
| Aica Kogyo Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (613522) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (4511)<br>|
| Aiful Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1311869) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (25780)<br>|
| Ain Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (153103) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (856)<br>|
| Ain Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1457312) | 05/12/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (9149)<br>|
| Ain Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (987517) | 03/24/27 | (0.15)% | 1D TONA | Monthly  | &nbsp;&nbsp; (5519)<br>|
| Air Canada | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (12585268) | 02/15/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 1604451 |
| Air Canada | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6771632) | 02/15/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 863291 |
| Air Canada | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (874180) | 12/23/25 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 92360 |
| Air France-KLM | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (342222) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (15250)<br>|
| Air France-KLM | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (513528) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (22884)<br>|
| Air France-KLM | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1850465) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (82461)<br>|
| Air France-KLM | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10913165) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (486315)<br>|
| Air France-KLM | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2846978) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (118821)<br>|
| Air France-KLM | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (722745) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (28764)<br>|
| Air Lease Corp., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2416858) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 88673 |
| Air Lease Corp., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2618232) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 121244 |
| Air Lease Corp., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (10584651) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 554037 |
| Air Products and Chemicals, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (12473001) | 04/16/26 | 0.08% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (53521)<br>|
| Air Products and Chemicals, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (17740675) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 271253 |
| Air Water, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2641651) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (45503)<br>|
| Airbus SE | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4743693) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 134506 |
| Airbus SE | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; (18621456) | 08/19/26 | (0.05)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 409486 |
| Airbus SE | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6705673) | 08/19/26 | (0.05)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 147458 |
| Airbus SE | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6408978) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 176874 |
| Ajinomoto Co., Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8541631) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 20016 |
| Ajinomoto Co., Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2134745) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 5003 |
| Ajinomoto Co., Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2769223) | 02/26/26 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (45740)<br>|
| Akzo Nobel NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (14865014) | 12/10/26 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 606274 |
| Akzo Nobel NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (17293229) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1337846 |
| Akzo Nobel NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (32649519) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 2499453 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Albany International Corp., Class A | BNP Paribas SA | $(6843380) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $1379782 |
| Albany International Corp., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6526018) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1492634 |
| Alcon AG | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1685647) | 02/26/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 44853 |
| Alexandria Real Estate Equities, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (283495) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6131 |
| Alexandria Real Estate Equities, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (349307) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 18518 |
| Algonquin Power & Utilities Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4349596) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 67085 |
| Algonquin Power & Utilities Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1510665) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 23661 |
| Alimentation Couche-Tard, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2161189) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 113014 |
| ALK-Abello A/S | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (824282) | 01/04/27 | (0.26)% | DESTR | Monthly  | &nbsp;&nbsp; 14971 |
| Alkami Technology, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13573858) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 2763386 |
| Alleima AB | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3412707) | 02/15/28 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 419758 |
| Alleima AB | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1226750) | 01/18/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 50540 |
| Alliant Energy Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4257124) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 17367 |
| Allied Gold Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (183539) | 04/21/28 | 0.00% | 1D CORRA | Monthly  | &nbsp;&nbsp; 5144 |
| &nbsp;&nbsp;&nbsp; Allied Properties Real Estate <br> Investment Trust<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (383753) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 22 |
| &nbsp;&nbsp;&nbsp; Allreal Holding AG, Registered <br> Shares<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3551462) | 08/19/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 28414 |
| &nbsp;&nbsp;&nbsp; Allreal Holding AG, Registered <br> Shares<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2709692) | 01/04/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 41846 |
| Alpha & Omega Semiconductor Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3468802) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 342461 |
| Alpha & Omega Semiconductor Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2343802) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 209493 |
| Alphawave IP Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1657887) | 12/10/26 | (0.95)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 19282 |
| Alphawave IP Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (655166) | 12/08/25 | (1.00)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 9840 |
| AltaGas Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2485222) | 02/15/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (49568)<br>|
| Alten SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7979391) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 432096 |
| Alten SA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (801319) | 08/19/26 | (0.18)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 43428 |
| Alten SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (349787) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 7375 |
| Altri SGPS SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19296) | 02/15/28 | (1.75)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 531 |
| Altri SGPS SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (234480) | 12/10/26 | (0.90)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1458 |
| Altri SGPS SA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (270694) | 03/17/27 | (1.35)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 3674 |
| Altri SGPS SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (14412) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 33 |
| Altri SGPS SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1065) | 12/08/25 | (1.00)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 26 |
| Altri SGPS SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (53800) | 04/24/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1652 |
| Altria Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13535736) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (569302)<br>|
| Amadeus IT Group SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (544367) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 2625 |
| Amadeus IT Group SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (19442272) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 170648 |
| Amadeus IT Group SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (18291886) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 125746 |
| Ambu A/S, Class B | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1604610) | 02/15/28 | (0.26)% | 1W CIBOR | Monthly  | &nbsp;&nbsp; 36373 |
| Amcor PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5516257) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 264016 |
| Amentum Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8026005) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (232972)<br>|
| Amerant Bancorp, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (73278) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 189 |
| Amerant Bancorp, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1281408) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 41750 |
| Amerant Bancorp, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (779592) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 2014 |
| Ameresco, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3317515) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 400033 |
| Ameresco, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2599671) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (69409)<br>|
| American Coastal Insurance Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (77300) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1713 |
| American Coastal Insurance Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (90722) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1903 |
| American Electric Power Co., Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5092230) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (43308)<br>|
| American Financial Group, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (734478) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 9809 |
| American Healthcare REIT, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (876358) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (17347)<br>|
| American Homes 4 Rent, Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10189659) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 479720 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| American States Water Co. | Bank of America N.A. | $(3158355) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(12638)<br>|
| American Superconductor Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (332790) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (126899)<br>|
| American Superconductor Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1845788) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (849641)<br>|
| American Water Works Co., Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (12638043) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 386536 |
| American Woodmark Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5364333) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 306671 |
| AMG Critical Materials NV | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (323688) | 03/24/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (2820)<br>|
| AMG Critical Materials NV | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1756305) | 08/19/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (15299)<br>|
| AMG Critical Materials NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (835654) | 04/24/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (7279)<br>|
| Amotiv Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (360635) | 02/15/28 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (740)<br>|
| Amotiv Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (622653) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (4867)<br>|
| Amotiv Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (27685) | 03/22/27 | (0.50)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (57)<br>|
| Amotiv Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (486709) | 08/19/26 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (998)<br>|
| Amotiv Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2696) | 04/03/28 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (6)<br>|
| Amphastar Pharmaceuticals, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2057798) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 150237 |
| Amphenol Corp., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (11268415) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (894069)<br>|
| Amprius Technologies, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (676935) | 04/16/26 | (0.53)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 108986 |
| Amprius Technologies, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1049324) | 12/08/25 | (0.50)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 87302 |
| Amrize Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (391691) | 02/15/28 | 0.00% | SSARON | Monthly  | &nbsp;&nbsp; (78)<br>|
| Amrize Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (179704) | 08/17/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (965)<br>|
| Amrize Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1568922) | 01/04/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 14784 |
| Andlauer Healthcare Group, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (189923) | 01/04/27 | (1.50)% | CABROVER | Monthly  | &nbsp;&nbsp; 9 |
| Angi, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5388070) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 109222 |
| Anheuser-Busch InBev SA/NV | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (352322) | 04/12/27 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 46864 |
| Annaly Capital Management, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (34655989) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 118918 |
| Anritsu Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (225239) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 23677 |
| Ansell Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5395740) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 118648 |
| Ansell Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (11748091) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 102833 |
| Antero Midstream Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5211020) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (354883)<br>|
| Anycolor, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8095756) | 05/12/27 | (4.80)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (174864)<br>|
| Anycolor, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1134748) | 01/06/27 | (2.38)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (24510)<br>|
| Anycolor, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (952699) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (884)<br>|
| ANZ Group Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6949972) | 05/12/27 | (0.40)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (122160)<br>|
| ANZ Group Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10815365) | 09/09/27 | (0.40)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (65216)<br>|
| Aon PLC, Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (183386) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (872)<br>|
| Aoyama Trading Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1886830) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (23001)<br>|
| Aoyama Trading Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1708940) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (70434)<br>|
| Aoyama Trading Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (731362) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (30143)<br>|
| Aoyama Trading Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (412210) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (11017)<br>|
| Aozora Bank Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4567267) | 05/12/27 | (1.50)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (101166)<br>|
| Aozora Bank Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (139512) | 03/24/27 | (1.75)% | 1D TONA | Monthly  | &nbsp;&nbsp; (1333)<br>|
| Aozora Bank Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1875996) | 01/06/27 | (1.03)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (41554)<br>|
| Aozora Bank Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3053277) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (29180)<br>|
| APA Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9155690) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 540409 |
| APA Group | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (405915) | 02/15/28 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (2886)<br>|
| APA Group | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2237376) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (21341)<br>|
| APA Group | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3161933) | 09/09/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (30160)<br>|
| APA Group | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6653311) | 09/07/26 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (47298)<br>|
| APA Group | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1713004) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (12178)<br>|
| APA Group | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7015779) | 01/06/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (66921)<br>|
| APA Group | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8498089) | 01/07/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (81060)<br>|
| &nbsp;&nbsp;&nbsp; Apollo Commercial Real Estate <br> Finance, Inc.<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (865018) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 21055 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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; Apollo Commercial Real Estate <br> Finance, Inc.<br>| Barclays Bank PLC | $(1678562) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $20680 |
| &nbsp;&nbsp;&nbsp; Apollo Commercial Real Estate <br> Finance, Inc.<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1200337) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 29217 |
| &nbsp;&nbsp;&nbsp; Apollo Commercial Real Estate <br> Finance, Inc.<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1434423) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 34915 |
| &nbsp;&nbsp;&nbsp; Apollo Commercial Real Estate <br> Finance, Inc.<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1666419) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 40562 |
| Appfolio, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13829418) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (643594)<br>|
| Appier Group, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (343446) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (10447)<br>|
| Appier Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10726395) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (222990)<br>|
| Appier Group, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1135098) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 11564 |
| Applied Digital Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3783849) | 12/23/25 | (1.00)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (756770)<br>|
| Applied Digital Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1400950) | 04/16/26 | (0.95)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (443696)<br>|
| Applied Digital Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (868581) | 06/25/26 | (1.76)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (240764)<br>|
| Applied Digital Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (572860) | 01/04/27 | (1.13)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (114572)<br>|
| Applied Digital Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1913150) | 12/08/25 | (1.47)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (779184)<br>|
| Applied Digital Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1139081) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (340693)<br>|
| Applied Optoelectronics, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3783422) | 02/15/28 | (0.56)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 824227 |
| Applied Optoelectronics, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3934529) | 12/23/25 | (0.50)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 519627 |
| Applied Optoelectronics, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5272978) | 01/04/27 | (0.48)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 696393 |
| Applied Optoelectronics, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (951324) | 12/08/25 | (0.22)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 139691 |
| Applied Optoelectronics, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10647) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1407 |
| AptarGroup, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2577281) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 32870 |
| AptarGroup, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4467248) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (86354)<br>|
| Arbor Realty Trust, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (12500288) | 12/23/25 | (2.25)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 697986 |
| Archer Aviation, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5374056) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 884688 |
| Archer-Daniels-Midland Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (21300324) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 472828 |
| Arclands Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1137519) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (19415)<br>|
| Arclands Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5910260) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (100719)<br>|
| Arclands Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1353322) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (22991)<br>|
| Arclands Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (165094) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2326)<br>|
| Arclands Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (497294) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (7277)<br>|
| ARE Holdings, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (458316) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 49291 |
| Argenx SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5939955) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (682979)<br>|
| Ariake Japan Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (256538) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (374)<br>|
| Ariake Japan Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1243289) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 7450 |
| Ariake Japan Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (119423) | 03/24/27 | (0.15)% | 1D TONA | Monthly  | &nbsp;&nbsp; (174)<br>|
| Ariake Japan Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (238846) | 08/19/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (348)<br>|
| Aris Mining Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2408281) | 05/18/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 22253 |
| Aris Mining Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9454531) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 376720 |
| Aris Mining Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (586692) | 04/21/28 | 0.00% | 1D CORRA | Monthly  | &nbsp;&nbsp; 5421 |
| Arko Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (126026) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5492 |
| Arlo Technologies, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (762164) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1391)<br>|
| ARMOUR Residential REIT, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9630845) | 02/15/28 | (1.81)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 133923 |
| ARMOUR Residential REIT, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5738435) | 12/23/25 | (2.00)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 127322 |
| ARMOUR Residential REIT, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8536409) | 04/16/26 | (1.58)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 112506 |
| ARMOUR Residential REIT, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (27166518) | 01/04/27 | (1.63)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 609826 |
| ARMOUR Residential REIT, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2426896) | 12/08/25 | (1.00)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 50985 |
| Armstrong World Industries, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (495840) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (11842)<br>|
| Array Technologies, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8136685) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 645403 |
| Array Technologies, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (10136280) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1184402 |
| Arthur J Gallagher & Co. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (504910) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 34108 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(13089988) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; $1026062 |
| Arthur J Gallagher & Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (42552819) | 12/08/25 | (0.05)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3567824 |
| Arthur J Gallagher & Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6734452) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 474413 |
| Artience Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (270281) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (773)<br>|
| Artience Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (96632) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1340 |
| Artivion, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1282377) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 11512 |
| Artivion, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7758068) | 12/08/25 | (0.14)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (30665)<br>|
| Aryzta AG | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3355448) | 08/19/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 160036 |
| Aryzta AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1251966) | 01/04/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 45393 |
| Ashland, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5998280) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 267850 |
| Asics Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (10412369) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 272814 |
| Asics Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8162929) | 03/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 219141 |
| Asics Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1916561) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (25306)<br>|
| Asics Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2533759) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (33456)<br>|
| Asics Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1463478) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 55272 |
| Asics Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2521513) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (12788)<br>|
| Asics Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3149118) | 12/08/25 | (0.10)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 203404 |
| Asics Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2762076) | 12/08/25 | (0.06)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 178405 |
| ASM International NV | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1552131) | 03/24/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 71401 |
| Asmodee Group AB, Class B | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5360935) | 01/04/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 14666 |
| ASP Isotopes, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (123920) | 04/16/26 | (2.95)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (18533)<br>|
| ASP Isotopes, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1084347) | 12/08/25 | (3.00)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (218114)<br>|
| Aspen Insurance Holdings Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (185669) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 1847 |
| Associated British Foods PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2202036) | 03/22/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (84116)<br>|
| Associated British Foods PLC | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (24545981) | 07/06/26 | (0.20)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 173685 |
| Associated British Foods PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9651021) | 04/18/28 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (390018)<br>|
| Assura PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8293736) | 04/24/28 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 39333 |
| AST SpaceMobile, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4420728) | 01/06/27 | (0.38)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 212748 |
| Astera Labs, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1144263) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (119669)<br>|
| &nbsp;&nbsp;&nbsp; Aston Martin Lagonda Global <br> Holdings PLC<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1253797) | 02/15/28 | (5.00)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 160867 |
| &nbsp;&nbsp;&nbsp; Aston Martin Lagonda Global <br> Holdings PLC<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (29675) | 12/10/26 | (1.14)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 2081 |
| &nbsp;&nbsp;&nbsp; Aston Martin Lagonda Global <br> Holdings PLC<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (617355) | 08/19/26 | (5.00)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 79209 |
| &nbsp;&nbsp;&nbsp; Aston Martin Lagonda Global <br> Holdings PLC<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (106598) | 04/24/28 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 13677 |
| Astrana Health, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1891139) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 47143 |
| Astrana Health, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2783533) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 71606 |
| Astronics Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (686234) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (49060)<br>|
| Astronics Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (931303) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (21904)<br>|
| ATALAYA MINING COPPER SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (142519) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 6570 |
| ATI, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2384422) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 343512 |
| ATI, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (16398383) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2136707 |
| &nbsp;&nbsp;&nbsp; Atlanta Braves Holdings, Inc., <br> Class C<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (11909410) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 329202 |
| &nbsp;&nbsp;&nbsp; Atlanta Braves Holdings, Inc., <br> Class C<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9667813) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 259058 |
| Atlantic Union Bankshares Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (11334584) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 163028 |
| Atlantic Union Bankshares Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (36181173) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1615842 |
| Atlas Arteria Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5081796) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (19788)<br>|
| Atlas Arteria Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6056247) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (132367)<br>|
| Atlas Energy Solutions, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1185412) | 12/23/25 | (0.88)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 37954 |
| Atlas Energy Solutions, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3697483) | 04/16/26 | (0.68)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 96938 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Atlas Energy Solutions, Inc. | UBS AG | $(1624975) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $42602 |
| Atlassian Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (228060) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 9431 |
| Atmus Filtration Technologies, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5230757) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (80536)<br>|
| ATS Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (428203) | 08/18/26 | (0.15)% | 1D CORRA | Monthly  | &nbsp;&nbsp; (14421)<br>|
| ATS Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1856759) | 08/18/26 | (0.15)% | 1D CORRA | Monthly  | &nbsp;&nbsp; (62531)<br>|
| ATS Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6429692) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 1529 |
| ATS Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (992550) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 236 |
| AUB Group Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (299259) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (386)<br>|
| Auckland International Airport Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1374125) | 05/13/27 | (0.40)% | 1M BBR | Monthly  | &nbsp;&nbsp; 12656 |
| Auckland International Airport Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (539820) | 10/09/27 | (0.40)% | 1M BBR | Monthly  | &nbsp;&nbsp; 4972 |
| Auckland International Airport Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (773912) | 09/07/26 | (0.25)% | 1D NZOCO | Monthly  | &nbsp;&nbsp; (9889)<br>|
| Auckland International Airport Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1466892) | 03/22/27 | (0.25)% | 1D NZOCO | Monthly  | &nbsp;&nbsp; (18743)<br>|
| Auckland International Airport Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (174708) | 04/18/28 | 0.00% | 1M BBR | Monthly  | &nbsp;&nbsp; (2232)<br>|
| Auction Technology Group PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (746420) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (43294)<br>|
| Auction Technology Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (350728) | 03/17/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (20343)<br>|
| Auction Technology Group PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (781302) | 08/19/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (45317)<br>|
| Auction Technology Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (202970) | 04/24/28 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (11773)<br>|
| Aurora Innovation, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4856914) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (569753)<br>|
| Aurora Innovation, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1525451) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5269)<br>|
| Austal Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3861921) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (232020)<br>|
| Austal Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (375465) | 01/06/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (22558)<br>|
| AustAsia Group Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (175) | 08/19/26 | (2.25)% | HONIA | Monthly  | &nbsp;&nbsp; (4)<br>|
| AustAsia Group Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | 08/19/26 | (0.90)% | HONIA | Monthly  | &nbsp;&nbsp; (21)<br>|
| Auto Trader Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (13483561) | 04/18/28 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (99708)<br>|
| Auto Trader Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3237970) | 09/03/29 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (23835)<br>|
| Autoneum Holding AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (181) | 03/17/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 3 |
| Autoneum Holding AG | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (361) | 08/19/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 6 |
| Avadel Pharmaceuticals PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1533853) | 02/15/28 | (0.48)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (19210)<br>|
| Avadel Pharmaceuticals PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (430008) | 12/23/25 | (0.25)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 27570 |
| Avadel Pharmaceuticals PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (567142) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (7103)<br>|
| Avadel Pharmaceuticals PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1312870) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (213487)<br>|
| Avadel Pharmaceuticals PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (149603) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 9504 |
| Avanos Medical, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1267832) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 119277 |
| Avanos Medical, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1492203) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 47844 |
| Avantor, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3156361) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (152648)<br>|
| Avery Dennison Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9281157) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 710123 |
| Avis Budget Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7829021) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 867056 |
| Aviva PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6144941) | 12/10/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (94018)<br>|
| Aviva PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1693227) | 08/17/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (21221)<br>|
| Awa Bank Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (140652) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 741 |
| AXA SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (17463010) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (480518)<br>|
| AXA SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9141430) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (234648)<br>|
| AXA SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2170074) | 12/10/26 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (54878)<br>|
| AXA SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (26948508) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (736386)<br>|
| Axogen, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (849817) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 12711 |
| Axos Financial, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3322973) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (56766)<br>|
| Ayvens SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6207545) | 04/24/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 87285 |
| AZ-COM MARUWA Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4266171) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (140866)<br>|
| AZ-COM MARUWA Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (185292) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (6788)<br>|
| Azelis Group NV | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5095346) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 41556 |
| Azelis Group NV | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (515275) | 08/19/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 2101 |
| Azelis Group NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5432900) | 04/24/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 87784 |
| Azimut Holding SpA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13283) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (144)<br>|
| Azimut Holding SpA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (696480) | 12/10/26 | (0.10)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (2032)<br>|
| Azrieli Group Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3184897) | 08/19/26 | (0.54)% | SHIR | Monthly  | &nbsp;&nbsp; (36594)<br>|
| B&G Foods, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (288089) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1412)<br>|

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| B&G Foods, Inc. | Barclays Bank PLC | $(2724899) | 12/23/25 | (0.39)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $264087 |
| B&G Foods, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1313467) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 37350 |
| B&M European Value Retail SA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (570901) | 03/22/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 15138 |
| Bachem Holding AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3543088) | 04/02/30 | 0.00% | SSARON | Monthly  | &nbsp;&nbsp; (710436)<br>|
| Baker Hughes Co., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5021857) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 64240 |
| Balchem Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1450054) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 674 |
| &nbsp;&nbsp;&nbsp; Baldwin Insurance Group, Inc., <br> Class A<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2489439) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 261282 |
| &nbsp;&nbsp;&nbsp; Baldwin Insurance Group, Inc., <br> Class A<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6626318) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 645565 |
| &nbsp;&nbsp;&nbsp; Baldwin Insurance Group, Inc., <br> Class A<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2910547) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 305480 |
| &nbsp;&nbsp;&nbsp; Baldwin Insurance Group, Inc., <br> Class A<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8375270) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 662263 |
| &nbsp;&nbsp;&nbsp; Baldwin Insurance Group, Inc., <br> Class A<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3171377) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 323682 |
| &nbsp;&nbsp;&nbsp; Baloise Holding AG, Registered <br> Shares<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4303472) | 03/22/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 10834 |
| &nbsp;&nbsp;&nbsp; Baloise Holding AG, Registered <br> Shares<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5002308) | 12/08/25 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 10807 |
| Banco Comercial Portugues SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1260811) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (116672)<br>|
| Banco Comercial Portugues SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6130378) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (278905)<br>|
| Banco Comercial Portugues SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (18263) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 48 |
| Banco Comercial Portugues SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5974618) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (169364)<br>|
| Banco Comercial Portugues SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (248546) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (11666)<br>|
| Banco Santander SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (628686) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 554 |
| Bancorp, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; (12975127) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 761878 |
| Bancorp, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (14472862) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 207797 |
| Bank First Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (252474) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 9249 |
| Bank First Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (254126) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8525 |
| Bank First Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (107169) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 6291 |
| Bank First Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (615592) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 20897 |
| Bank of Montreal | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2096946) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 44684 |
| Bank of Nagoya Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (130710) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3146)<br>|
| Bank of Nagoya Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (132845) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1011)<br>|
| Bank of New York Mellon Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (23023908) | 12/08/25 | (0.05)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2090242)<br>|
| Banner Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1798961) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 64089 |
| &nbsp;&nbsp;&nbsp; Banque Cantonale Vaudoise, <br> Registered Shares<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2110908) | 08/19/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 14563 |
| &nbsp;&nbsp;&nbsp; Banque Cantonale Vaudoise, <br> Registered Shares<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3387241) | 08/19/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 23368 |
| &nbsp;&nbsp;&nbsp; Banque Cantonale Vaudoise, <br> Registered Shares<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1455406) | 01/04/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 36279 |
| &nbsp;&nbsp;&nbsp; Banque Cantonale Vaudoise, <br> Registered Shares<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2634518) | 01/06/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 65671 |
| Bapcor Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (316233) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 73863 |
| Bapcor Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2484088) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 653297 |
| Barratt Redrow PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (10385236) | 04/18/28 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 121639 |
| Barratt Redrow PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (10151966) | 09/03/29 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 118907 |
| Barrick Mining Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4484841) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 37853 |
| Barrick Mining Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9961252) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 102508 |
| BASF SE | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13892870) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 278065 |
| BASF SE | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (37700696) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (213936)<br>|
| BASF SE | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7421557) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 146704 |
| Bausch & Lomb Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4126184) | 12/23/25 | (1.00)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 181021 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Bausch & Lomb Corp. | SG Americas Securities LLC | $(1298514) | 12/08/25 | (1.50)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $34318 |
| Bausch & Lomb Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (222253) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1297 |
| BayCurrent, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2618160) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (189680)<br>|
| BayCurrent, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2916627) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (132378)<br>|
| Bayerische Motoren Werke AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (40264) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 223 |
| Bayerische Motoren Werke AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (643952) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 14315 |
| Bayerische Motoren Werke AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5972088) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 136793 |
| Bayerische Motoren Werke AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19203) | 03/24/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1193 |
| Bayerische Motoren Werke AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (592508) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 20134 |
| Bayerische Motoren Werke AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5273163) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 3394 |
| Bayerische Motoren Werke AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (10989234) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (341107)<br>|
| Bayerische Motoren Werke AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7015073) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 174164 |
| Bayerische Motoren Werke AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (11207946) | 04/24/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 221577 |
| Beach Energy Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (772591) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 56338 |
| Bechtle AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3664994) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 46286 |
| Bechtle AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7772597) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 208133 |
| Becton Dickinson & Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (12798372) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 218913 |
| Becton Dickinson & Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (21225662) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 446703 |
| Beijer Ref AB, Class B | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1426446) | 01/08/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (33594)<br>|
| Beijer Ref AB, Class B | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5254091) | 12/08/25 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (322918)<br>|
| Beijer Ref AB, Class B | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2177072) | 12/08/25 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (134164)<br>|
| Beijer Ref AB, Class B | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (290846) | 09/03/29 | 0.00% | TN STIBOR | Monthly  | &nbsp;&nbsp; (11654)<br>|
| Bekaert SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6439081) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 143680 |
| Bekaert SA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (79738) | 08/19/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1853 |
| Bel Fuse, Inc., Class B | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2042832) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (463299)<br>|
| Bellevue Gold Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (356813) | 02/15/28 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 47398 |
| Bellevue Gold Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2708363) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 372400 |
| Bendigo & Adelaide Bank Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9746376) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 28326 |
| Bendigo & Adelaide Bank Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6046179) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 232463 |
| Bentley Systems, Inc., Class B | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (16854012) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 60685 |
| Berkeley Group Holdings PLC | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4000259) | 06/25/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 6572 |
| Berkshire Hathaway, Inc., Class B | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2087377) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (7770)<br>|
| Berkshire Hathaway, Inc., Class B | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (26140638) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (97305)<br>|
| Berkshire Hills Bancorp, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1205489) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 55614 |
| BHP Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1506941) | 05/12/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (2462)<br>|
| BHP Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (429949) | 09/09/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (702)<br>|
| BHP Group Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2639295) | 09/07/26 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; 38387 |
| BHP Group Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9919181) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 150792 |
| Big Shopping Centers Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (577701) | 04/06/26 | (1.50)% | SHIR | Monthly  | &nbsp;&nbsp; 31248 |
| Big Shopping Centers Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (176520) | 06/17/27 | (1.75)% | SHIR | Monthly  | &nbsp;&nbsp; 9670 |
| Big Shopping Centers Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (163624) | 08/19/26 | (1.26)% | SHIR | Monthly  | &nbsp;&nbsp; 8963 |
| Big Shopping Centers Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1504158) | 05/23/27 | (0.75)% | SHIR | Monthly  | &nbsp;&nbsp; 81359 |
| Big Shopping Centers Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3185542) | 12/08/25 | (1.21)% | SHIR | Monthly  | &nbsp;&nbsp; 113477 |
| Bilfinger SE | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (556855) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (6462)<br>|
| Bill Holdings, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2550109) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 145881 |
| Bill Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1454074) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 132880 |
| Billerud Aktiebolag | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (524747) | 02/15/28 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 6804 |
| Biocartis Group NV | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10) | 08/19/26 | (14.14)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 10 |
| Biomerieux | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (68753) | 02/15/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 216 |
| Bio-Techne Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (270588) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 14671 |
| BJ's Restaurants, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4303242) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 462842 |
| BJ's Restaurants, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3081996) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 580851 |
| BKW AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (493513) | 02/15/28 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (9297)<br>|
| BKW AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2401484) | 01/04/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 28096 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| BKW AG | SG Americas Securities LLC | $(10297289) | 12/08/25 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; $(410639)<br>|
| Blackbaud, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1467177) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (106339)<br>|
| Blackbaud, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9116976) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (196153)<br>|
| BlackBerry Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3988429) | 01/04/27 | (0.16)% | CABROVER | Monthly  | &nbsp;&nbsp; 214591 |
| BlackBerry Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3279565) | 12/08/25 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 390829 |
| BlackLine, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7752430) | 12/08/25 | (0.14)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 444105 |
| BlackSky Technology, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (165672) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 7403 |
| &nbsp;&nbsp;&nbsp; Blackstone Mortgage Trust, Inc., <br> Class A<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (11473952) | 02/15/28 | (0.49)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 699631 |
| &nbsp;&nbsp;&nbsp; Blackstone Mortgage Trust, Inc., <br> Class A<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9683349) | 12/23/25 | (0.38)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 473452 |
| &nbsp;&nbsp;&nbsp; Blackstone Mortgage Trust, Inc., <br> Class A<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3976143) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 195726 |
| &nbsp;&nbsp;&nbsp; Blackstone Mortgage Trust, Inc., <br> Class A<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (12157269) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 752004 |
| Bloom Energy Corp., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5045361) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2699791)<br>|
| Bloomin' Brands, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3135371) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 93023 |
| Bloomin' Brands, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2801533) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 218338 |
| Blue Bird Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5386556) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (102951)<br>|
| Blue Bird Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8703531) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 78948 |
| BLUENORD ASA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (131894) | 12/11/26 | (1.06)% | NOWA | Monthly  | &nbsp;&nbsp; 3987 |
| BLUENORD ASA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (294888) | 12/08/25 | (1.15)% | NOWA | Monthly  | &nbsp;&nbsp; 14963 |
| BlueScope Steel Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3308350) | 09/09/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 202704 |
| BlueScope Steel Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4575584) | 09/07/26 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 102344 |
| BOC Hong Kong Holdings Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (12106146) | 12/15/25 | (0.30)% | HONIA | Monthly  | &nbsp;&nbsp; 588644 |
| BOC Hong Kong Holdings Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1198815) | 09/09/26 | (0.30)% | HONIA | Monthly  | &nbsp;&nbsp; 58291 |
| BOC Hong Kong Holdings Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1798043) | 02/25/26 | (0.05)% | HONIA | Monthly  | &nbsp;&nbsp; 62560 |
| Bodycote PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2618031) | 12/10/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (220771)<br>|
| Bodycote PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (286973) | 12/08/25 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (11488)<br>|
| Boeing Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (38967290) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1382492 |
| Boot Barn Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (11919350) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (287269)<br>|
| Boralex, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (36421223) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 1367460 |
| Boss Energy Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4096660) | 02/15/28 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 2189617 |
| Boss Energy Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7572835) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 4237901 |
| Bossard Holding AG, Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (692218) | 12/10/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 15931 |
| Bossard Holding AG, Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1159302) | 03/17/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 48123 |
| Boston Omaha Corp., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1842377) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 27246 |
| Boston Omaha Corp., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1990657) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 30481 |
| Boston Omaha Corp., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (377436) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 5530 |
| Boston Omaha Corp., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1344452) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 17596 |
| Boston Scientific Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25473) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 292 |
| Boyd Gaming Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (16037095) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (643463)<br>|
| Boyd Group Services, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (73293) | 08/18/26 | (0.20)% | 1D CORRA | Monthly  | &nbsp;&nbsp; 5931 |
| Boyd Group Services, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1702074) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 157330 |
| BP PLC | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (573130) | 06/25/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (490)<br>|
| Brambles Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1946188) | 09/09/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (29612)<br>|
| Brambles Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (13229621) | 09/07/26 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (144264)<br>|
| Brambles Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3864711) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (40609)<br>|
| Braze, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1318450) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 40667 |
| Bread Financial Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1363756) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (27693)<br>|
| Brenntag SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2551250) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 100830 |
| Brickworks Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1678596) | 02/15/28 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 33806 |
| Brickworks Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5366792) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 37095 |
| Brickworks Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (62502) | 03/22/27 | (0.75)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 256 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Brickworks Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(419415) | 01/06/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; $1717 |
| Brightspire Capital, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4012553) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (179641)<br>|
| Brightstar Lottery PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2085500) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 264335 |
| BrightView Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1698278) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (66382)<br>|
| BrightView Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3358749) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (131287)<br>|
| Bristow Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (172877) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8081 |
| Bristow Group, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (740421) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 28521 |
| British American Tobacco PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13367232) | 08/17/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (511385)<br>|
| British Land Co. PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (219065) | 09/03/29 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 956 |
| Brixmor Property Group, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (717002) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (19890)<br>|
| Brixmor Property Group, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2313778) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (18795)<br>|
| Broadridge Financial Solutions, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2503946) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 25380 |
| &nbsp;&nbsp;&nbsp; Brookfield Asset Management Ltd., <br> Class A<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1532648) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 12783 |
| Brookfield Wealth Solutions Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3234825) | 05/18/26 | (1.09)% | CABROVER | Monthly  | &nbsp;&nbsp; (166563)<br>|
| Brookfield Wealth Solutions Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (696471) | 02/24/28 | (1.31)% | 1D CORRA | Monthly  | &nbsp;&nbsp; 9665 |
| Brookfield Wealth Solutions Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3268520) | 12/08/25 | (1.35)% | CABROVER | Monthly  | &nbsp;&nbsp; 3517 |
| Brookfield Wealth Solutions Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2187912) | 04/21/28 | 0.00% | 1D CORRA | Monthly  | &nbsp;&nbsp; (133837)<br>|
| Brown & Brown, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (19514585) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2243919 |
| Brown & Brown, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (15656517) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 806517 |
| BRP, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (807694) | 08/18/26 | (0.15)% | 1D CORRA | Monthly  | &nbsp;&nbsp; (44392)<br>|
| BRP, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3946752) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (112996)<br>|
| BT Group PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4093104) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (255383)<br>|
| BT Group PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (444154) | 01/04/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 19314 |
| BT Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (15260137) | 12/08/25 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (884232)<br>|
| BT Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (22262792) | 12/08/25 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (1308120)<br>|
| BT Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6539948) | 09/03/29 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (397213)<br>|
| &nbsp;&nbsp;&nbsp; Bucher Industries AG, Registered <br> Shares<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1864809) | 12/10/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 78764 |
| &nbsp;&nbsp;&nbsp; Bucher Industries AG, Registered <br> Shares<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6930370) | 03/17/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 244746 |
| Bufab AB | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1388170) | 01/04/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (57503)<br>|
| Builders FirstSource, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4628504) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 130899 |
| Bumble, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13147885) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (153876)<br>|
| Bumble, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1512912) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (273197)<br>|
| Bunge Global SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (23986398) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (1293136)<br>|
| Bunka Shutter Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (88372) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (4721)<br>|
| Bunka Shutter Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (68435) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (4347)<br>|
| Bunzl PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1187144) | 09/03/29 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 26250 |
| Burford Capital Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6639349) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 501534 |
| Burford Capital Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3357832) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 398426 |
| Burlington Stores, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (22886709) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2044365)<br>|
| Burlington Stores, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4714321) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (359186)<br>|
| Business First Bancshares, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (141172) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 9740 |
| Business First Bancshares, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4338) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 395 |
| Business First Bancshares, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (284686) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 25930 |
| Business First Bancshares, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (532871) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 47421 |
| BWX Technologies, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4663664) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (186398)<br>|
| BWX Technologies, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9348072) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (485749)<br>|
| BXP, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (38636185) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3075569 |
| C Uyemura & Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (270889) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (4521)<br>|
| C Uyemura & Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (283488) | 08/19/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (4731)<br>|
| C&C Group PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (375030) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (17268)<br>|

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| C&C Group PLC | Goldman Sachs Bank USA | $(929589) | 08/19/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; $(42803)<br>|
| C3.ai, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (587139) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 19555 |
| Cactus, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7055306) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 336648 |
| Cadeler A/S | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (468772) | 02/15/28 | 0.00% | NOWA | Monthly  | &nbsp;&nbsp; (652)<br>|
| Cadeler A/S | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (304748) | 12/11/26 | (1.40)% | NOWA | Monthly  | &nbsp;&nbsp; (1269)<br>|
| Cadeler A/S | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (706230) | 01/04/27 | (0.26)% | NOWA | Monthly  | &nbsp;&nbsp; (2940)<br>|
| Cadence Design Systems, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11433707) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1275203)<br>|
| Cadre Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (809259) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (28106)<br>|
| Cadre Holdings, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1366194) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (47449)<br>|
| Cadre Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1770328) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (61485)<br>|
| CaixaBank SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3885198) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (368513)<br>|
| CaixaBank SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (33280567) | 12/08/25 | 0.10% | 1D ESTR | Monthly  | &nbsp;&nbsp; (2821075)<br>|
| Caleres, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3615316) | 12/08/25 | (0.13)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 26417 |
| Caleres, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6125135) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (155530)<br>|
| California Resources Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1495650) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 28473 |
| California Water Service Group | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3115557) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (35605)<br>|
| Calumet, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1050274) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 15911 |
| Camden National Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (398123) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 12388 |
| Camden National Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (463091) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 40287 |
| Cameco Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7997684) | 08/18/26 | (0.15)% | 1D CORRA | Monthly  | &nbsp;&nbsp; (3076)<br>|
| Cameco Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1991478) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 37011 |
| Cameco Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2224292) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 77472 |
| Canadian Apartment Properties REIT | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (789648) | 01/06/27 | (0.38)% | CABROVER | Monthly  | &nbsp;&nbsp; 25556 |
| &nbsp;&nbsp;&nbsp; Canadian Imperial Bank of <br> Commerce<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (20458560) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 404771 |
| &nbsp;&nbsp;&nbsp; Canadian Imperial Bank of <br> Commerce<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6071739) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 131368 |
| Canadian Utilities Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9473797) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 113497 |
| Canfor Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1646269) | 12/08/25 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 100240 |
| Capital One Financial Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (689374) | 04/16/26 | 0.05% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 729 |
| Capital Power Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1382982) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 30409 |
| &nbsp;&nbsp;&nbsp; CapitaLand Integrated Commercial <br> Trust<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1154472) | 02/22/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; 19519 |
| &nbsp;&nbsp;&nbsp; CapitaLand Integrated Commercial <br> Trust<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9865476) | 09/09/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; 166797 |
| &nbsp;&nbsp;&nbsp; CapitaLand Integrated Commercial <br> Trust<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17199) | 08/19/26 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; 215 |
| &nbsp;&nbsp;&nbsp; CapitaLand Integrated Commercial <br> Trust<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (70179) | 08/19/26 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; 876 |
| &nbsp;&nbsp;&nbsp; CapitaLand Integrated Commercial <br> Trust<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5544) | 01/06/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; 94 |
| &nbsp;&nbsp;&nbsp; CapitaLand Integrated Commercial <br> Trust<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10425) | 01/07/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; 176 |
| &nbsp;&nbsp;&nbsp; CapitaLand Investment <br> Ltd./Singapore<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1240831) | 02/22/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; 12148 |
| &nbsp;&nbsp;&nbsp; CapitaLand Investment <br> Ltd./Singapore<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3875725) | 09/09/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; 38034 |
| &nbsp;&nbsp;&nbsp; CapitaLand Investment <br> Ltd./Singapore<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1029399) | 08/19/26 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; (9518)<br>|
| &nbsp;&nbsp;&nbsp; CapitaLand Investment <br> Ltd./Singapore<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; (10575927) | 08/19/26 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; (97789)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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; CapitaLand Investment <br> Ltd./Singapore<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(2323926) | 01/06/27 | (0.32)% | SORA | Monthly  | &nbsp;&nbsp; $20545 |
| &nbsp;&nbsp;&nbsp; CapitaLand Investment <br> Ltd./Singapore<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (634110) | 01/07/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; 5606 |
| Capri Holdings Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9020555) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 618922 |
| Capstone Copper Corp | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4810427) | 02/15/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 55081 |
| CAR Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1935043) | 09/09/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (54835)<br>|
| CAR Group Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (387128) | 09/07/26 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (5517)<br>|
| CAR Group Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (269822) | 03/22/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; 2111 |
| CareTrust REIT, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8631904) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (277502)<br>|
| Carnival Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (736387) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1068 |
| Carrier Global Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (12979795) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1088293 |
| Cascades, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (192458) | 05/18/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 3966 |
| Cascades, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5639375) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 130398 |
| Castellum AB | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (626911) | 01/04/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 27248 |
| Castellum AB | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (15671010) | 01/08/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 681117 |
| Castellum AB | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (15766112) | 12/08/25 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 776561 |
| Castellum AB | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3102345) | 09/03/29 | 0.00% | TN STIBOR | Monthly  | &nbsp;&nbsp; 153821 |
| Catena AB | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (43422) | 02/15/28 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 2269 |
| Catena AB | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2759490) | 11/17/25 | (0.25)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 144175 |
| Caterpillar, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4201013) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (59170)<br>|
| Cathay General Bancorp | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4243312) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 107355 |
| Cava Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (16954479) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 354209 |
| CBIZ, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (44827105) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 7238366 |
| &nbsp;&nbsp;&nbsp; CCC Intelligent Solutions Holdings, <br> Inc.<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (662837) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2356 |
| &nbsp;&nbsp;&nbsp; CCC Intelligent Solutions Holdings, <br> Inc.<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6960067) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (127357)<br>|
| CDW Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (213876) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 9154 |
| CECO Environmental Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (565271) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (280284)<br>|
| CECO Environmental Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1154772) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (461765)<br>|
| CECO Environmental Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1183459) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (586807)<br>|
| CECO Environmental Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2040365) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (1011695)<br>|
| CECO Environmental Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (424334) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (169681)<br>|
| CECO Environmental Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2966833) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1537022)<br>|
| CECO Environmental Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1395402) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (691896)<br>|
| Celestica, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1703139) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 8412 |
| Cellnex Telecom SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (733145) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 25555 |
| Celsius Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9861152) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 36836 |
| Celsius Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5258059) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (118585)<br>|
| CenterPoint Energy, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (24845783) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1901818)<br>|
| CenterPoint Energy, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4661912) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (393267)<br>|
| Centerspace | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (586021) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 29746 |
| Central Japan Railway Co | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9519095) | 02/26/26 | (0.17)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (696302)<br>|
| Central Japan Railway Co | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6283883) | 02/26/26 | (0.17)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (255183)<br>|
| Central Japan Railway Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2210842) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (162338)<br>|
| Central Japan Railway Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (28910411) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1428058)<br>|
| Central Japan Railway Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7408838) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (347124)<br>|
| Centrus Energy Corp., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2309121) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 42252 |
| Centuria Industrial REIT | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (850086) | 05/12/27 | (0.40)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (17461)<br>|
| Centuria Industrial REIT | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (84127) | 04/03/28 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (2073)<br>|
| Ceribell, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (917379) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 78018 |
| Certara, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (281) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 15 |
| CF Industries Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1703707) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4644)<br>|

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| CF Industries Holdings, Inc. | SG Americas Securities LLC | $(20666827) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $797494 |
| CH Robinson Worldwide, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4745996) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (755691)<br>|
| Champion Iron Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (757936) | 02/15/28 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 71537 |
| Champion Iron Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4450212) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 841328 |
| Change Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3262843) | 05/12/27 | (1.81)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (13594)<br>|
| Change Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (827520) | 03/24/27 | (1.85)% | 1D TONA | Monthly  | &nbsp;&nbsp; 2865 |
| Change Holdings, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (453620) | 02/26/26 | (1.44)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 6103 |
| Change Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (280149) | 01/06/27 | (4.94)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1366)<br>|
| Change Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1380862) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (15154)<br>|
| Charter Hall Long Wale REIT | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4828493) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (46379)<br>|
| Chemometec A/S | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1634675) | 02/15/28 | (0.26)% | 1W CIBOR | Monthly  | &nbsp;&nbsp; 71755 |
| Chemometec A/S | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (404915) | 04/24/28 | 0.00% | DESTR | Monthly  | &nbsp;&nbsp; 17774 |
| Chesapeake Utilities Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2300839) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 40262 |
| Chesapeake Utilities Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6451727) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 81304 |
| Chesapeake Utilities Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (885957) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 16348 |
| Chevron Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (719110) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8980 |
| Chewy, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (513533) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5552)<br>|
| Chiba Bank Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10093087) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (322800)<br>|
| Chiba Bank Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13943052) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (469554)<br>|
| Chiba Bank Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1692653) | 12/08/25 | (0.22)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (89466)<br>|
| Chiba Bank Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (607301) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (32099)<br>|
| Chiba Kogyo Bank Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (173389) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 3563 |
| Chiba Kogyo Bank Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (103073) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 387 |
| Chiba Kogyo Bank Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (207569) | 03/24/27 | (0.15)% | 1D TONA | Monthly  | &nbsp;&nbsp; 4173 |
| Chiba Kogyo Bank Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (50033) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 665 |
| Chiba Kogyo Bank Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11067) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 206 |
| Chiba Kogyo Bank Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (209803) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2457 |
| Chiba Kogyo Bank Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (73620) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1543 |
| Chimera Investment Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (884282) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 28174 |
| Chimera Investment Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5598224) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 291939 |
| Chiyoda Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (684835) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (60962)<br>|
| Chiyoda Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3455463) | 05/12/27 | (0.16)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (367846)<br>|
| Chiyoda Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1620638) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (120664)<br>|
| Chiyoda Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1078631) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (96017)<br>|
| &nbsp;&nbsp;&nbsp; Chocoladefabriken Lindt & Spruengli <br> AG<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (587140) | 01/04/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 2251 |
| &nbsp;&nbsp;&nbsp; Choice Properties Real Estate <br> Investment Trust<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5528823) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 155261 |
| Christian Dior SE | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9571121) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (93175)<br>|
| Chugai Pharmaceutical Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1322044) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (77714)<br>|
| Chugai Pharmaceutical Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (347592) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2446 |
| Chugin Financial Group, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (280987) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3336)<br>|
| Chugoku Electric Power Co., Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3083783) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (31731)<br>|
| Chugoku Electric Power Co., Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1454832) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 15772 |
| Chugoku Marine Paints Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1516422) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (202805)<br>|
| Chugoku Marine Paints Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1259506) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (87942)<br>|
| Chugoku Marine Paints Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (337878) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (23632)<br>|
| Chugoku Marine Paints Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (387629) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (66313)<br>|
| Church & Dwight Co., Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4938285) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 84750 |
| Church & Dwight Co., Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (15800458) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 302996 |
| Churchill Downs, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (275388) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8858 |
| Cibus Nordic Real Estate AB | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (223281) | 08/19/26 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 12512 |
| Cibus Nordic Real Estate AB | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3763464) | 01/04/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 223421 |
| CIE Automotive SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (725885) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (42935)<br>|
| CIE Automotive SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4984416) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (378984)<br>|
| Cie de Saint-Gobain SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (12468658) | 02/15/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (145978)<br>|
| Cie de Saint-Gobain SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (10803408) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (120987)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Cie de Saint-Gobain SA | Barclays Bank PLC | $(9845220) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; $(162241)<br>|
| Cie de Saint-Gobain SA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; (10376734) | 08/19/26 | (0.04)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (121487)<br>|
| Cie de Saint-Gobain SA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; (25230202) | 08/19/26 | (0.04)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (295385)<br>|
| Cie de Saint-Gobain SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9701648) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (177215)<br>|
| Cie de Saint-Gobain SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13777129) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (240612)<br>|
| Cie de Saint-Gobain SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (808707) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (16109)<br>|
| Cie de Saint-Gobain SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (284903) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (5675)<br>|
| &nbsp;&nbsp;&nbsp; Cie Financiere Richemont SA, <br> Registered Shares<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2854971) | 04/02/30 | 0.00% | SSARON | Monthly  | &nbsp;&nbsp; 298392 |
| &nbsp;&nbsp;&nbsp; Cie Generale des Etablissements <br> Michelin SCA<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (901272) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 3321 |
| &nbsp;&nbsp;&nbsp; Cie Generale des Etablissements <br> Michelin SCA<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12744) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 8 |
| &nbsp;&nbsp;&nbsp; Cie Generale des Etablissements <br> Michelin SCA<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (10088584) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 167729 |
| Cincinnati Financial Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (963333) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 16171 |
| Citigroup, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; (23133600) | 08/18/26 | 0.40% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (759900)<br>|
| City Developments Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7248290) | 12/24/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; (103878)<br>|
| CK Asset Holdings Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1976908) | 02/15/28 | (0.15)% | HONIA | Monthly  | &nbsp;&nbsp; (46133)<br>|
| CK Asset Holdings Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3638137) | 12/15/25 | (0.30)% | HONIA | Monthly  | &nbsp;&nbsp; (84899)<br>|
| CK Asset Holdings Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (848525) | 09/09/26 | (0.30)% | HONIA | Monthly  | &nbsp;&nbsp; (19801)<br>|
| CK Asset Holdings Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25855) | 02/25/26 | 0.00% | HONIA | Monthly  | &nbsp;&nbsp; 653 |
| Clas Ohlson AB | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2163048) | 02/15/28 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (24484)<br>|
| Clas Ohlson AB | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (162487) | 12/08/25 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (6754)<br>|
| Clearfield, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3924755) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (46227)<br>|
| Clorox Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (445266) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5179 |
| Close Brothers Group PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1180270) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (12508)<br>|
| Close Brothers Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (947570) | 12/08/25 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 20233 |
| Cloudflare, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7707691) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (818819)<br>|
| Cloudflare, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (15973537) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1231920)<br>|
| CMS Energy Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (274164) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6202)<br>|
| CNH Industrial NV | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7884792) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 60374 |
| Coastal Financial Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (496906) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5517 |
| Coastal Financial Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (976886) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 10845 |
| Coats Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1440927) | 12/08/25 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 124525 |
| Cochlear Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1424211) | 02/15/28 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (80193)<br>|
| Cochlear Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (15025112) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (354958)<br>|
| Cochlear Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (22736858) | 09/09/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (540871)<br>|
| Coeur Mining, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7756308) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 388605 |
| Cofinimmo SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2698453) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 20687 |
| Cofinimmo SA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4460606) | 08/19/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (18395)<br>|
| Cofinimmo SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (18441879) | 04/24/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (73932)<br>|
| Cogeco Communications, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2285821) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 89248 |
| Coherent Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2628774) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (44978)<br>|
| Coinbase Global, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (19067691) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 504187 |
| Colgate-Palmolive Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (23556180) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 822097 |
| Colowide Co Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1850918) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (63658)<br>|
| Colowide Co Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (995806) | 02/26/26 | (0.53)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (859)<br>|
| &nbsp;&nbsp;&nbsp; Comet Holding AG, Registered <br> Shares<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6869434) | 03/17/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 1844903 |
| Comforia Residential REIT, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (827666) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (11067)<br>|
| Comforia Residential REIT, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (952424) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (8093)<br>|
| CommScope Holding Co., Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1784468) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (89109)<br>|
| Community Bank System, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4258933) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 279398 |
| Community Bank System, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9508044) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 773915 |
| &nbsp;&nbsp;&nbsp; CompuGroup Medical SE & Co. <br> KgaA, Class A<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (82233) | 03/24/27 | (0.45)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 275 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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; CompuGroup Medical SE & Co. <br> KgaA, Class A<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(3446384) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; $54117 |
| Comstock Resources, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6572492) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1471715 |
| CONMED Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4351854) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (282694)<br>|
| CONMED Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2951781) | 12/08/25 | (0.12)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 73161 |
| ConnectOne Bancorp, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1444519) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 31605 |
| ConnectOne Bancorp, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3879231) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 211704 |
| Consensus Cloud Solutions, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (169765) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 7357 |
| Constellation Energy Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1651555) | 12/23/25 | 0.13% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (156170)<br>|
| Constellation Energy Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (20406866) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2283085)<br>|
| ConvaTec Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1161334) | 04/18/28 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 29091 |
| Cooper Cos, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (12523356) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 289321 |
| Corcept Therapeutics, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (261753) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4693 |
| Core Laboratories, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2054372) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 130157 |
| Core Laboratories, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (314624) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 19933 |
| Cormedix, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (252764) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4116)<br>|
| Corning, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (17539006) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (988354)<br>|
| Corning, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2861305) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (511979)<br>|
| &nbsp;&nbsp;&nbsp; Corp. ACCIONA Energias <br> Renovables SA<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (15819001) | 04/24/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (243488)<br>|
| Corpay, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1251252) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 31738 |
| COSMO Pharmaceuticals NV | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (903081) | 01/04/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 63844 |
| Cosmos Pharmaceutical Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1049206) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (50343)<br>|
| Cosmos Pharmaceutical Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (758748) | 03/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (36406)<br>|
| Cosmos Pharmaceutical Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2397491) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (37670)<br>|
| Cosmos Pharmaceutical Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6061003) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (95231)<br>|
| Cosmos Pharmaceutical Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (981103) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 12009 |
| Cosmos Pharmaceutical Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1169777) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 14318 |
| CoStar Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (22474181) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3353626)<br>|
| Coty, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5065666) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 72072 |
| Coty, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3277453) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 46630 |
| Coty, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1661302) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 23636 |
| Coty, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8275374) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 150766 |
| Coty, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5515522) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 78473 |
| Cousins Properties, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7871652) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 376442 |
| Cover Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7922574) | 05/12/27 | (4.88)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (158421)<br>|
| Covivio SA/France | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (472995) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (14899)<br>|
| &nbsp;&nbsp;&nbsp; Cracker Barrel Old Country Store, <br> Inc.<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (231221) | 02/15/28 | (0.67)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 15833 |
| &nbsp;&nbsp;&nbsp; Cracker Barrel Old Country Store, <br> Inc.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3918080) | 01/04/27 | (0.23)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 316686 |
| &nbsp;&nbsp;&nbsp; Cracker Barrel Old Country Store, <br> Inc.<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (176656) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5226 |
| Crane NXT Co. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (927486) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (50081)<br>|
| Crane NXT Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (15746225) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (722702)<br>|
| CRE Logistics REIT, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (99633) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1363)<br>|
| CRE Logistics REIT, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1109788) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; 8739 |
| Credit Saison Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (279633) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2670)<br>|
| Credit Saison Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2000101) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (34069)<br>|
| Credit Saison Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4723973) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (80466)<br>|
| Crescent Energy Co., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4065764) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (465920)<br>|
| Crescent Energy Co., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (11965550) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 178590 |
| Crescent Energy Co., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6328470) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (725217)<br>|
| Crest Nicholson Holdings plc | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (929609) | 03/17/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 14795 |
| Crest Nicholson Holdings plc | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1550180) | 08/19/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 24671 |
| Crest Nicholson Holdings plc | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (247802) | 12/08/25 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 1685 |
| Croda International PLC | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8107316) | 02/10/26 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 1073828 |
| Croda International PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (453734) | 04/18/28 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 49051 |
| Croda International PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8134373) | 09/03/29 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 879372 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Crowdstrike Holdings, Inc., Class A | SG Americas Securities LLC | $(5860087) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $548891 |
| Crown Castle, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2421128) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 84662 |
| CSL Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1429086) | 09/07/26 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (14467)<br>|
| CSL Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2108736) | 03/22/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; 14243 |
| CSW Industrials, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (496225) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 46806 |
| CTO Realty Growth, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (730984) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 46826 |
| CTO Realty Growth, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (518227) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 23950 |
| CTP NV | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2325017) | 03/24/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (60782)<br>|
| CTP NV | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6810630) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (320680)<br>|
| CTS Eventim AG & Co. KGaA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4654142) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 170480 |
| CTS Eventim AG & Co. KGaA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4103) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 38 |
| CTS Eventim AG & Co. KGaA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2543158) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 125448 |
| CTS Eventim AG & Co. KGaA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7391574) | 12/08/25 | (0.15)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 332558 |
| Cummins, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6054056) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (75640)<br>|
| Cummins, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5788866) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (11443)<br>|
| Curbline Properties Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7288587) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4722)<br>|
| Customers Bancorp, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (776728) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (24482)<br>|
| CVB Financial Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (209009) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6241 |
| CVC Capital Partners PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (524509) | 08/19/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 18861 |
| CVC Capital Partners PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (64288) | 08/19/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 2312 |
| CVC Capital Partners PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5159991) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 65724 |
| CVC Capital Partners PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (21985098) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 280028 |
| CVC Capital Partners PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8098953) | 12/08/25 | (0.09)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 317771 |
| CVC Capital Partners PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8967585) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 329857 |
| CVS Group PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1784747) | 01/04/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (41407)<br>|
| CVS Health Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3370211) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (56281)<br>|
| Cybozu, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (242977) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2275)<br>|
| Cybozu, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (526106) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3955)<br>|
| Cybozu, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (595494) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (496)<br>|
| Cybozu, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (174186) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 136 |
| Daetwyler Holding AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (701682) | 02/15/28 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (128949)<br>|
| Daetwyler Holding AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (228214) | 12/10/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 3638 |
| Daetwyler Holding AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (237856) | 03/17/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (43711)<br>|
| Daetwyler Holding AG | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (384390) | 08/19/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (70640)<br>|
| Daicel Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2476186) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (81210)<br>|
| Daicel Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7872831) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (306018)<br>|
| Daicel Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2825326) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (175076)<br>|
| Daido Steel Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2617473) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (346423)<br>|
| Daiei Kankyo Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (525199) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (18784)<br>|
| Daiei Kankyo Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6677885) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (305285)<br>|
| Daiei Kankyo Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (686340) | 08/19/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (24547)<br>|
| Daiei Kankyo Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (270557) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (9676)<br>|
| Daifuku Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2781750) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (81511)<br>|
| Daifuku Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1973920) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (71628)<br>|
| Daiichi Sankyo Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1172790) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (39087)<br>|
| Daiichi Sankyo Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (367488) | 02/26/26 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2944)<br>|
| Daikin Industries Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (658528) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (5433)<br>|
| Daikin Industries Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (12758020) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (127743)<br>|
| Daikin Industries Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (10363588) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 121373 |
| Daimler Truck Holding AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3109559) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 54491 |
| Daimler Truck Holding AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9938006) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (304059)<br>|
| Daimler Truck Holding AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2863695) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 61680 |
| Daimler Truck Holding AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1557349) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 20646 |
| Daio Paper Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1575292) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (38642)<br>|
| Daiseki Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (322644) | 03/24/27 | 0.00% | 1D TONA | Monthly  | &nbsp;&nbsp; 1368 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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; Daishi Hokuetsu Financial Group, <br> Inc.<br>| Barclays Bank PLC | $(171396) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; $(4816)<br>|
| &nbsp;&nbsp;&nbsp; Daishi Hokuetsu Financial Group, <br> Inc.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (195201) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (5485)<br>|
| Daiwa House REIT Investment Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7246192) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (314381)<br>|
| Daiwa House REIT Investment Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2673554) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (112536)<br>|
| Daktronics, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (903813) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (13574)<br>|
| Daktronics, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (433617) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (6512)<br>|
| Daktronics, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1572498) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (29633)<br>|
| Daktronics, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2787059) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 86575 |
| Daktronics, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (254705) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3825)<br>|
| Dalata Hotel Group PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1431836) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (2245)<br>|
| Dalata Hotel Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1964525) | 03/24/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (2252)<br>|
| Dalata Hotel Group PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (693257) | 08/19/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1088)<br>|
| Danske Bank A/S | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5305218) | 05/11/26 | (0.26)% | DESTR | Monthly  | &nbsp;&nbsp; (21550)<br>|
| Danske Bank A/S | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3232070) | 08/19/26 | (0.01)% | DETNT/N | Monthly  | &nbsp;&nbsp; (49078)<br>|
| Danske Bank A/S | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2174357) | 09/03/29 | 0.00% | DESTR | Monthly  | &nbsp;&nbsp; 8176 |
| Dassault Aviation SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (413917) | 06/25/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1122)<br>|
| Dassault Aviation SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (634966) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1137)<br>|
| Datadog, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3321811) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 136566 |
| Datadog, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6196001) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 211157 |
| Dave & Buster's Entertainment, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5032094) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 323664 |
| Dave, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3784958) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (548338)<br>|
| Davide Campari-Milano NV | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6739092) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 242364 |
| Davide Campari-Milano NV | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1280123) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 29701 |
| Davide Campari-Milano NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3010500) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 63557 |
| Davide Campari-Milano NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (12774486) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 299710 |
| DCC PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (750810) | 03/22/27 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 4248 |
| Deep Yellow Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (327039) | 02/15/28 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 52329 |
| Deep Yellow Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2985094) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 579842 |
| Deere & Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (19179291) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (582641)<br>|
| Definity Financial Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2327382) | 02/15/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 60136 |
| Definity Financial Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2657329) | 08/19/26 | (0.20)% | 1D CORRA | Monthly  | &nbsp;&nbsp; 68661 |
| Definity Financial Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10613630) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 431038 |
| Denka Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (18035345) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (577079)<br>|
| Denka Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1591154) | 12/08/25 | (0.26)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (75504)<br>|
| Derichebourg SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1186683) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 562 |
| Descartes Systems Group, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1358710) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (39052)<br>|
| Deutsche Boerse AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (277454) | 02/15/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 511 |
| Deutsche Boerse AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (24845107) | 03/24/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 647994 |
| &nbsp;&nbsp;&nbsp; Deutsche Lufthansa AG, Registered <br> Shares<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1577375) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (7992)<br>|
| &nbsp;&nbsp;&nbsp; Deutsche Lufthansa AG, Registered <br> Shares<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1121078) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (22196)<br>|
| &nbsp;&nbsp;&nbsp; Deutsche Lufthansa AG, Registered <br> Shares<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7492653) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (34025)<br>|
| &nbsp;&nbsp;&nbsp; Deutsche Lufthansa AG, Registered <br> Shares<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4213140) | 12/08/25 | (0.33)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (64835)<br>|
| &nbsp;&nbsp;&nbsp; Deutsche Lufthansa AG, Registered <br> Shares<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1428417) | 12/08/25 | (0.31)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (21981)<br>|
| Dexcom, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4076410) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 335790 |
| Dexerials Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2381777) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (21083)<br>|
| Diageo PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (11140113) | 09/03/29 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 317492 |
| Diamondback Energy, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4321644) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5105)<br>|
| DiamondRock Hospitality Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1543296) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 54015 |
| DiamondRock Hospitality Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3196334) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 88563 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| DiaSorin SpA | Barclays Bank PLC | $(2959626) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; $116228 |
| DiaSorin SpA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4015113) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 198466 |
| D'ieteren Group | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5443425) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 237244 |
| D'ieteren Group | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2149794) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 95056 |
| D'ieteren Group | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (539908) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 2816 |
| D'ieteren Group | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7655929) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 338515 |
| D'ieteren Group | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6711441) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 296754 |
| Digital Arts, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3320172) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (47354)<br>|
| Digital Arts, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (907752) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (6820)<br>|
| Dillard's, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5625085) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 207763 |
| Dime Community Bancshares, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (535130) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8058 |
| Dine Brands Global, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (683439) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 28947 |
| Dine Brands Global, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6072823) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 257214 |
| Dine Brands Global, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2185702) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 273213 |
| Disco Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (23122796) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (667085)<br>|
| Disco Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5115729) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (144642)<br>|
| Disco Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1528912) | 12/08/25 | (0.01)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (96483)<br>|
| Disco Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4169761) | 12/08/25 | (0.11)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (263136)<br>|
| Distribution Solutions Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (318696) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (15500)<br>|
| Distribution Solutions Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (87780) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6176)<br>|
| Distribution Solutions Group, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (344484) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (24237)<br>|
| Distribution Solutions Group, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (373352) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (26268)<br>|
| Dof Group ASA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (995412) | 03/17/27 | (0.25)% | NOWA | Monthly  | &nbsp;&nbsp; (24336)<br>|
| Dof Group ASA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1120) | 12/08/25 | (0.26)% | NOWA | Monthly  | &nbsp;&nbsp; (61)<br>|
| Dollar Tree, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5623297) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (284823)<br>|
| Dollar Tree, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5159895) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (287667)<br>|
| Dollarama, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3327263) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (64110)<br>|
| Domain Holdings Australia Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3261048) | 05/12/27 | (0.40)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 476 |
| Domain Holdings Australia Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1264134) | 01/06/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (176)<br>|
| Dometic Group AB | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1561309) | 02/15/28 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (41145)<br>|
| Dominion Energy, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (38916464) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 39908 |
| Domino's Pizza, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (12524455) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 342032 |
| Donnelley Financial Solutions, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (815159) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 116828 |
| Donnelley Financial Solutions, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4019615) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 545175 |
| Douglas Dynamics, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (158053) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3499 |
| Dowlais Group PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (151942) | 01/04/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 2746 |
| Dowlais Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2386055) | 12/08/25 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (58069)<br>|
| Dr Ing hc F Porsche AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (10089398) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (263239)<br>|
| Dr Ing hc F Porsche AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3716160) | 03/24/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (90171)<br>|
| Dr Ing hc F Porsche AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2910119) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (39628)<br>|
| Dr Martens PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2069724) | 08/19/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (39125)<br>|
| Drax Group PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7468053) | 01/27/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (92941)<br>|
| Drax Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (12655025) | 12/08/25 | (0.02)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (258629)<br>|
| Drax Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (428487) | 09/03/29 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (7399)<br>|
| Dream Finders Homes, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5855116) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 689557 |
| Dream Finders Homes, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3894525) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 135113 |
| &nbsp;&nbsp;&nbsp; Dream Industrial Real Estate <br> Investment Trust<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1866301) | 12/23/25 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 44285 |
| &nbsp;&nbsp;&nbsp; Dream Industrial Real Estate <br> Investment Trust<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2323908) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 55144 |
| &nbsp;&nbsp;&nbsp; Dream Industrial Real Estate <br> Investment Trust<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5661970) | 12/08/25 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 113580 |
| &nbsp;&nbsp;&nbsp; Dream Industrial Real Estate <br> Investment Trust<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (172241) | 04/21/28 | 0.00% | 1D CORRA | Monthly  | &nbsp;&nbsp; 5219 |
| Driven Brands Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1892846) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 76316 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Driven Brands Holdings, Inc. | UBS AG | $(3594745) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $72937 |
| DSV A/S | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (19019363) | 05/11/26 | (0.26)% | DESTR | Monthly  | &nbsp;&nbsp; 360485 |
| DSV A/S | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8977819) | 11/09/26 | (0.26)% | DESTR | Monthly  | &nbsp;&nbsp; 170162 |
| DSV A/S | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (22342824) | 08/17/26 | (0.25)% | DESTR | Monthly  | &nbsp;&nbsp; 1064394 |
| DSV A/S | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2219729) | 01/04/27 | (0.26)% | DESTR | Monthly  | &nbsp;&nbsp; 42072 |
| DSV A/S | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10525097) | 01/06/27 | (0.26)% | DESTR | Monthly  | &nbsp;&nbsp; 199489 |
| DTE Energy Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5405930) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (21957)<br>|
| DTE Energy Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2851707) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (60301)<br>|
| DTE Energy Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (10991933) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (11247)<br>|
| DTE Midstream LLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (169058) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (4350)<br>|
| Duolingo, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (182042) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 8767 |
| Duskin Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (97800) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 116 |
| Duskin Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5958979) | 05/12/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (171348)<br>|
| Duskin Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (330174) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2801 |
| Duskin Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1801552) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (51803)<br>|
| Duskin Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (731936) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (7293)<br>|
| Dynex Capital, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2556653) | 02/15/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 43909 |
| Dynex Capital, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1629771) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8541 |
| Dynex Capital, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6389364) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 38371 |
| Dynex Capital, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2760118) | 06/25/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 61173 |
| Dynex Capital, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11947165) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 233997 |
| Dynex Capital, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4724409) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 44344 |
| East Japan Railway Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (224020) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1039)<br>|
| East Japan Railway Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (206952) | 03/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (959)<br>|
| East Japan Railway Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8197743) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (219453)<br>|
| East Japan Railway Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6752456) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (168635)<br>|
| East Japan Railway Co. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (187423) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (5485)<br>|
| East Japan Railway Co. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (843363) | 02/26/26 | (0.17)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (22577)<br>|
| East West Bancorp, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3607230) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 288353 |
| Eastern Bankshares, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (15356354) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 575154 |
| Eastern Bankshares, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (742855) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3913 |
| Eastern Bankshares, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3492996) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 43568 |
| EastGroup Properties, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6453357) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 125685 |
| Eastman Chemical Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4903013) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 476707 |
| easyJet PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (536933) | 03/22/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (6603)<br>|
| Eaton Corp PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3896875) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 8510 |
| eBay, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1786287) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (283502)<br>|
| EchoStar Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3628960) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (366574)<br>|
| EchoStar Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1030820) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (104127)<br>|
| Eckert & Ziegler SE | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (873631) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 8300 |
| Eckert & Ziegler SE | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (475058) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (14396)<br>|
| Eckert & Ziegler SE | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (68738) | 08/19/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 653 |
| Eckert & Ziegler SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (394382) | 04/24/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 3747 |
| Ecovyst, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3096757) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 10753 |
| Ecovyst, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2592227) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (27383)<br>|
| Edenred SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (386236) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 18779 |
| Edenred SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (115650) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 4188 |
| Edgewell Personal Care Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (10355884) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (53636)<br>|
| Edgewell Personal Care Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2358476) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 34995 |
| EDP Renovaveis SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4531717) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (12512)<br>|
| EDP Renovaveis SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2460484) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 61094 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| EDP Renovaveis SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(1143526) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; $28394 |
| EDP Renovaveis SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9006) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 224 |
| EDP Renovaveis SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2636197) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (12530)<br>|
| EDP Renovaveis SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7629456) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (25415)<br>|
| Edwards Lifesciences Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1029426) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (30791)<br>|
| eGuarantee, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1346511) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (30560)<br>|
| eGuarantee, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1952324) | 05/12/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (38538)<br>|
| eGuarantee, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (863645) | 03/24/27 | (0.15)% | 1D TONA | Monthly  | &nbsp;&nbsp; (18432)<br>|
| eGuarantee, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1174428) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (21476)<br>|
| Elanco Animal Health, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8064171) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 675165 |
| Elders Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1629318) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (100569)<br>|
| Elders Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1019698) | 01/06/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (62940)<br>|
| Eldorado Gold Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (487531) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 3737 |
| Electronic Arts, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2395888) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (26263)<br>|
| Element Fleet Management Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8648244) | 02/15/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (70154)<br>|
| Element Fleet Management Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1263351) | 08/18/26 | (0.20)% | 1D CORRA | Monthly  | &nbsp;&nbsp; (10248)<br>|
| Element Fleet Management Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; (12138668) | 08/18/26 | (0.20)% | 1D CORRA | Monthly  | &nbsp;&nbsp; (98468)<br>|
| Element Fleet Management Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6705985) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (14919)<br>|
| Element Fleet Management Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (23643934) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (52601)<br>|
| Element Fleet Management Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (267119) | 12/08/25 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (11843)<br>|
| elf Beauty, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3159359) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (410656)<br>|
| elf Beauty, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2427259) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (91917)<br>|
| Eli Lilly & Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (37870861) | 12/23/25 | 0.10% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1773947 |
| Elia Group SA/NV | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4743442) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (69005)<br>|
| Elia Group SA/NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (258529) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1753)<br>|
| Elkem ASA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (140161) | 03/17/27 | 0.00% | NOWA | Monthly  | &nbsp;&nbsp; 557 |
| Elkem ASA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (81582) | 04/24/28 | 0.00% | NOWA | Monthly  | &nbsp;&nbsp; 2035 |
| Elme Communities | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (43503) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 2907 |
| Embecta Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (465875) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (28205)<br>|
| Embecta Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1344727) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 66670 |
| Embecta Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (276450) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (16737)<br>|
| Embecta Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (756121) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (45778)<br>|
| Embecta Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (378764) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (22931)<br>|
| Emerson Electric Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5526136) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (230239)<br>|
| Emerson Electric Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (17838115) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (144593)<br>|
| Ence Energia y Celulosa SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (749311) | 02/15/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 31876 |
| Ence Energia y Celulosa SA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (150430) | 03/17/27 | (0.78)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 6399 |
| Ence Energia y Celulosa SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (905424) | 01/04/27 | (0.55)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 39719 |
| Ence Energia y Celulosa SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (413815) | 12/08/25 | (0.65)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 11740 |
| Endeavour Group Ltd./Australia | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2066533) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (12666)<br>|
| Endeavour Group Ltd./Australia | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (863423) | 09/09/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 8001 |
| Endeavour Silver Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7185835) | 12/23/25 | (1.00)% | CABROVER | Monthly  | &nbsp;&nbsp; 651565 |
| Endeavour Silver Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3906696) | 01/04/27 | (0.23)% | CABROVER | Monthly  | &nbsp;&nbsp; 354234 |
| Endeavour Silver Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4666335) | 12/08/25 | (0.22)% | CABROVER | Monthly  | &nbsp;&nbsp; 163665 |
| Energix-Renewable Energies Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (231490) | 05/23/27 | (0.75)% | SHIR | Monthly  | &nbsp;&nbsp; 7384 |
| Energy Fuels Inc/Canada | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1539241) | 08/18/26 | (0.95)% | 1D CORRA | Monthly  | &nbsp;&nbsp; (282629)<br>|
| Energy Fuels Inc/Canada | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10261322) | 01/04/27 | (0.98)% | CABROVER | Monthly  | &nbsp;&nbsp; (57463)<br>|

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Energy Recovery, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(1890630) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; $28343 |
| Enerpac Tool Group Corp., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2117946) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (32953)<br>|
| Enerpac Tool Group Corp., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8181469) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (345415)<br>|
| Enghouse Systems Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (207047) | 05/18/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 3982 |
| Enghouse Systems Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3457223) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 116454 |
| Eni SpA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2167454) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (120490)<br>|
| Eni SpA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1824006) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (98868)<br>|
| Enlight Renewable Energy Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2680795) | 02/15/28 | (2.00)% | SHIR | Monthly  | &nbsp;&nbsp; 9269 |
| Enlight Renewable Energy Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2363745) | 04/06/26 | (2.01)% | SHIR | Monthly  | &nbsp;&nbsp; 89409 |
| Enlight Renewable Energy Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (153883) | 05/23/27 | (0.75)% | SHIR | Monthly  | &nbsp;&nbsp; 5821 |
| Enovix Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1123204) | 02/15/28 | (3.93)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 94432 |
| Enovix Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8276816) | 12/23/25 | (2.88)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 726827 |
| Enovix Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (182714) | 04/16/26 | (3.50)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 15361 |
| Enovix Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1098930) | 01/04/27 | (2.88)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 96502 |
| Enovix Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2232693) | 12/08/25 | (3.50)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6645 |
| &nbsp;&nbsp;&nbsp; Enovix Corp., (Expires 10/01/26, <br> Strike Price USD 10.50)<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | 02/15/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (51216)<br>|
| &nbsp;&nbsp;&nbsp; Enovix Corp., (Expires 10/01/26, <br> Strike Price USD 10.50)<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (466842) | 12/23/25 | (4.75)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 90954 |
| &nbsp;&nbsp;&nbsp; Enovix Corp., (Expires 10/01/26, <br> Strike Price USD 10.50)<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | 04/16/26 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (8331)<br>|
| &nbsp;&nbsp;&nbsp; Enovix Corp., (Expires 10/01/26, <br> Strike Price USD 10.50)<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (78770) | 01/04/27 | (77.65)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 15347 |
| Ensign Group, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1997979) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (124821)<br>|
| Ensign Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2410481) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (131569)<br>|
| Entain PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2643279) | 12/08/25 | 0.10% | 1D SONIA | Monthly  | &nbsp;&nbsp; (239961)<br>|
| Entegris, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5511779) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 440439 |
| Enviri Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3921076) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (84563)<br>|
| Enviri Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (85199) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2660 |
| Eos Energy Enterprises, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (218141) | 01/04/27 | (6.43)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 11938 |
| Epiroc AB, Class B | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1078494) | 01/18/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 35793 |
| Epiroc AB, Class B | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2915927) | 08/17/26 | (0.25)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 195605 |
| Epiroc AB, Class B | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (672216) | 12/08/25 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 38013 |
| Epiroc AB, Class B | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1099244) | 04/18/28 | 0.00% | TN STIBOR | Monthly  | &nbsp;&nbsp; 73429 |
| Epiroc AB, Class B | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4530878) | 09/03/29 | 0.00% | TN STIBOR | Monthly  | &nbsp;&nbsp; 281236 |
| EQT AB | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (12353485) | 01/18/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (33954)<br>|
| EQT AB | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (11146773) | 08/17/26 | (0.25)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 275552 |
| EQT AB | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7249236) | 12/08/25 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 15292 |
| EQT AB | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (14671835) | 12/08/25 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (57764)<br>|
| EQT Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2370316) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 20957 |
| EQT Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (12628719) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 253372 |
| Equinor ASA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (15893247) | 03/18/27 | (0.25)% | NOWA | Monthly  | &nbsp;&nbsp; (10544)<br>|
| Equinor ASA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (12108793) | 09/03/29 | 0.00% | NOWA | Monthly  | &nbsp;&nbsp; (8033)<br>|
| Equinox Gold Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (15460281) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 650749 |
| Equinox Gold Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2356983) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 104120 |
| Equity LifeStyle Properties, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1664297) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (1839)<br>|
| Equity Residential | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13406609) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 899771 |
| Eramet SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1615013) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 71482 |
| Eramet SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1413845) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 188277 |
| ERG SpA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13795396) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 328376 |
| ERG SpA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1206171) | 03/17/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (16027)<br>|
| ERG SpA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (530270) | 08/19/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (17125)<br>|
| ERG SpA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1333499) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (44228)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Erie Indemnity Co. | Citibank N.A. | $(196977) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $4251 |
| ERO Copper Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1629907) | 08/19/26 | (0.15)% | 1D CORRA | Monthly  | &nbsp;&nbsp; 91098 |
| Erste Group Bank AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3424831) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (241245)<br>|
| Erste Group Bank AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9282907) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (511737)<br>|
| Erste Group Bank AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (21317602) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1144029)<br>|
| Esco Technologies, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7449827) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (241419)<br>|
| ES-Con Japan Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (622285) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 34670 |
| ES-Con Japan Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1531050) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 71345 |
| ES-Con Japan Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (389513) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 18151 |
| ES-Con Japan Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (276809) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 15503 |
| Esquire Financial Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (192984) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2279 |
| Esquire Financial Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (438476) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 24945 |
| Esquire Financial Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (161855) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4804 |
| Esquire Financial Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (291867) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 13815 |
| Essex Property Trust, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9555649) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 770411 |
| EssilorLuxottica SA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3807942) | 08/19/26 | (0.18)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (288709)<br>|
| EssilorLuxottica SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (16365832) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1240816)<br>|
| EssilorLuxottica SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (20961807) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1589250)<br>|
| Essity AB, Class B | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9984586) | 01/08/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 189982 |
| Essity AB, Class B | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6798237) | 12/08/25 | (0.15)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 608315 |
| Essity AB, Class B | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6698248) | 09/03/29 | 0.00% | TN STIBOR | Monthly  | &nbsp;&nbsp; 517769 |
| Esso SA Francaise | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (23793) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1357 |
| Establishment Labs Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4072317) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 122254 |
| Establishment Labs Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1506896) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 68301 |
| Estee Lauder Cos, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (18624615) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1693543)<br>|
| Eurazeo SE | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (735556) | 08/19/26 | (0.18)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 115017 |
| Eurazeo SE | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (259097) | 08/19/26 | (0.18)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 40514 |
| Eurazeo SE | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5773150) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1076128 |
| Eurazeo SE | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4771855) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 889484 |
| Eurazeo SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1927586) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 273169 |
| Eurofins Scientific SE | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (618023) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (70002)<br>|
| Eurofins Scientific SE | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1156246) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (10042)<br>|
| Eurofins Scientific SE | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2161049) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (77253)<br>|
| Eurofins Scientific SE | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (450467) | 06/25/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (4208)<br>|
| Everest Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11866137) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 42955 |
| Everest Group Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (17851812) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 274025 |
| Evergy, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (233975) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2143)<br>|
| Eversource Energy | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (14597242) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 103628 |
| Exchange Income Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (836481) | 05/18/26 | (0.85)% | CABROVER | Monthly  | &nbsp;&nbsp; 4567 |
| Exchange Income Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4165866) | 12/08/25 | (0.85)% | CABROVER | Monthly  | &nbsp;&nbsp; 79753 |
| Exelon Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (12456610) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (458382)<br>|
| EXOR NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (50370) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 833 |
| EXOR NV | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5294876) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 264317 |
| EXOR NV | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (23509009) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1122794 |
| EXOR NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2823781) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 163503 |
| Expro Group Holdings NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1635871) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (417061)<br>|
| Expro Group Holdings NV | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (787594) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (112752)<br>|
| Extra Space Storage, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5950921) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 522777 |
| Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8140880) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 53901 |
| Ezaki Glico Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5416711) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (141374)<br>|
| Ezaki Glico Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (299621) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (9162)<br>|

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| F&G Annuities & Life, Inc. | Barclays Bank PLC | $(1477341) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(25397)<br>|
| F&G Annuities & Life, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (30) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2)<br>|
| F&G Annuities & Life, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1535427) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (50149)<br>|
| F&G Annuities & Life, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (559747) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (35439)<br>|
| Fabege AB | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1282549) | 11/17/25 | (0.25)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (9926)<br>|
| Fabege AB | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (565251) | 01/04/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 19296 |
| Fabrinet | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2612361) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (199234)<br>|
| FactSet Research Systems, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (308707) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 9353 |
| Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2072075) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 7960 |
| Farmland Partners, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (454824) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 34840 |
| Fast Retailing Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (15051605) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (260886)<br>|
| Fast Retailing Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4611961) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 6013 |
| Fast Retailing Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (13429104) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (144717)<br>|
| Fast Retailing Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3244868) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (110458)<br>|
| Fastenal Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4689968) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 94636 |
| FB Financial Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1021140) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 7371 |
| FB Financial Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1153797) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 12813 |
| FCC Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (250192) | 03/24/27 | (0.15)% | 1D TONA | Monthly  | &nbsp;&nbsp; (2716)<br>|
| FCC Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (135289) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 807 |
| Federal Signal Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3990314) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (669993)<br>|
| Ferrari NV | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (103100) | 03/22/27 | (0.10)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 13206 |
| Ferrari NV | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1859138) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 180532 |
| Ferrotec Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11246180) | 05/12/27 | (0.17)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 222940 |
| Ferrovial SE | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (10503648) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (26165)<br>|
| Ferrovial SE | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3301130) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (12556)<br>|
| Ferrovial SE | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3583837) | 03/22/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 7838 |
| Ferrovial SE | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (14593565) | 12/08/25 | 0.06% | 1D ESTR | Monthly  | &nbsp;&nbsp; (35794)<br>|
| Fidelis Insurance Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1613502) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 91653 |
| Fidelis Insurance Holdings Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (666666) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 27090 |
| Fidelis Insurance Holdings Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3173641) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 128961 |
| Financial Institutions, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (303404) | 06/25/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5757 |
| Financial Institutions, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (407135) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 8064 |
| Financial Institutions, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (108545) | 12/08/25 | (0.75)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2532 |
| Fincantieri SpA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7135324) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (101531)<br>|
| Fincantieri SpA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (779661) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (10457)<br>|
| First Advantage Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4740620) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (164432)<br>|
| First Advantage Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4782848) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (241176)<br>|
| First Advantage Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3273942) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3983)<br>|
| First BanCorp/Puerto Rico | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (860980) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 12116 |
| &nbsp;&nbsp;&nbsp; First Capital Real Estate Investment <br> Trust<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (759453) | 02/15/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (3695)<br>|
| &nbsp;&nbsp;&nbsp; First Capital Real Estate Investment <br> Trust<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3077211) | 12/23/25 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 50473 |
| First Commonwealth Financial Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1568511) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1656)<br>|
| First Commonwealth Financial Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1533397) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 25572 |
| First Commonwealth Financial Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (480039) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2603 |
| First Horizon Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1605166) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (44630)<br>|
| First Majestic Silver Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (644496) | 10/20/25 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 55090 |
| First Majestic Silver Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2195212) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 187640 |
| First Merchants Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1364399) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 68662 |
| First National Financial Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (768074) | 02/15/28 | (2.37)% | CABROVER | Monthly  | &nbsp;&nbsp; (105816)<br>|
| First National Financial Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (779397) | 12/23/25 | (1.25)% | CABROVER | Monthly  | &nbsp;&nbsp; (92161)<br>|
| First National Financial Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (370637) | 05/18/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (51062)<br>|
| First National Financial Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (103637) | 02/24/28 | (0.89)% | 1D CORRA | Monthly  | &nbsp;&nbsp; (11403)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| First National Financial Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(1790723) | 01/04/27 | (0.68)% | CABROVER | Monthly  | &nbsp;&nbsp; $(211748)<br>|
| First National Financial Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1518924) | 04/21/28 | 0.00% | 1D CORRA | Monthly  | &nbsp;&nbsp; (209260)<br>|
| First Solar, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (11826359) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (661070)<br>|
| First Solar, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (15787128) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (257104)<br>|
| Firstsun Capital Bancorp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (139794) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 14090 |
| &nbsp;&nbsp;&nbsp; Fisher & Paykel Healthcare Corp. <br> Ltd.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (232913) | 10/09/27 | (0.40)% | 1M BBR | Monthly  | &nbsp;&nbsp; (698)<br>|
| &nbsp;&nbsp;&nbsp; Fisher & Paykel Healthcare Corp. <br> Ltd.<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1252180) | 03/22/27 | (0.25)% | 1D NZOCO | Monthly  | &nbsp;&nbsp; (47685)<br>|
| &nbsp;&nbsp;&nbsp; Fisher & Paykel Healthcare Corp. <br> Ltd.<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (475461) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (9459)<br>|
| Fixstars Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (279499) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (19202)<br>|
| Fixstars Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (282307) | 05/12/27 | (0.53)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (11012)<br>|
| Fixstars Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (295190) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (16966)<br>|
| Fixstars Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (109210) | 02/26/26 | (0.75)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1570 |
| Fixstars Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (67148) | 01/06/27 | (0.81)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (127)<br>|
| Fixstars Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (101328) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (10348)<br>|
| Fletcher Building Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3933769) | 02/15/28 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (34443)<br>|
| Fletcher Building Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3526946) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 1842 |
| Fletcher Building Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (143169) | 01/06/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (2205)<br>|
| Fletcher Building Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1132) | 04/03/28 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (17)<br>|
| Flow Traders Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1643993) | 08/19/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 64631 |
| Flowers Foods, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3906226) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (22307)<br>|
| FLSmidth & Co A/S | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3821360) | 04/24/28 | 0.00% | DESTR | Monthly  | &nbsp;&nbsp; (7646)<br>|
| Fluence Energy, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1185417) | 02/15/28 | (0.85)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 28496 |
| Fluence Energy, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2636792) | 12/23/25 | (0.75)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 493405 |
| Fluence Energy, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1831789) | 04/16/26 | (0.75)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 86338 |
| Fluence Energy, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1390704) | 01/04/27 | (0.88)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 284679 |
| Fluor Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (14015515) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (771480)<br>|
| Flutter Entertainment PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2611542) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3612)<br>|
| FMC Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (903976) | 04/16/26 | 0.05% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 50913 |
| FMC Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7466168) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 420502 |
| &nbsp;&nbsp;&nbsp; Forbo Holding AG, Registered <br> Shares<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2192809) | 01/04/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 296727 |
| Ford Motor Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (28347985) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 304000 |
| Fortescue Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (139402) | 09/07/26 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 10205 |
| Fortis Inc/Canada | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (20721876) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (286974)<br>|
| Fortive Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (15851302) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 914205 |
| Fortum OYJ | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (837569) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (22240)<br>|
| Fortum OYJ | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (15696682) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 105882 |
| Fortum OYJ | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (15094760) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (338065)<br>|
| Fortum OYJ | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (375321) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 4646 |
| Forward Air Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1861321) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (173411)<br>|
| Four Corners Property Trust, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8632733) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 332155 |
| Franklin BSP Realty Trust, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2855212) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 119193 |
| Franklin Electric Co., Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7646849) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (163778)<br>|
| Franklin Electric Co., Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1112162) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (55167)<br>|
| &nbsp;&nbsp;&nbsp; Fraport AG Frankfurt Airport Services <br> Worldwide<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7312449) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (120660)<br>|
| &nbsp;&nbsp;&nbsp; Fraport AG Frankfurt Airport Services <br> Worldwide<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9967757) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 86438 |
| &nbsp;&nbsp;&nbsp; Fraport AG Frankfurt Airport Services <br> Worldwide<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4350602) | 03/24/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (71788)<br>|

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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; Fraport AG Frankfurt Airport Services <br> Worldwide<br>| UBS AG | $(12460125) | 04/24/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; $(125096)<br>|
| Frasers Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (792272) | 12/10/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (5503)<br>|
| Freee KK | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (189748) | 02/15/28 | (1.40)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (14528)<br>|
| Freee KK | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (430554) | 05/12/27 | (1.74)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (12940)<br>|
| Freee KK | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6278256) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (188694)<br>|
| Freehold Royalties Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1312191) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (12913)<br>|
| Freenet AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10581234) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (220426)<br>|
| Fresenius SE & Co. KGaA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5023750) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (29492)<br>|
| Fresenius SE & Co. KGaA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (137623) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 541 |
| Fresenius SE & Co. KGaA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (242067) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (8423)<br>|
| Fresh Del Monte Produce, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1775014) | 12/08/25 | (0.13)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (246276)<br>|
| Freshpet, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (10893781) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 312447 |
| Fresnillo PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2923288) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 107333 |
| Fresnillo PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2017117) | 08/17/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 96065 |
| FTAI Aviation Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1049177) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (153259)<br>|
| FTI Consulting, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (11971868) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6663)<br>|
| FTI Consulting, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (11007309) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (182889)<br>|
| FUCHS SE | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4618805) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 781120 |
| Fuji Corp/Aichi | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (803157) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (28)<br>|
| Fuji Electric Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1280921) | 02/26/26 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 13107 |
| Fuji Electric Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1371666) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 14359 |
| Fuji Media Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (468907) | 09/09/27 | (0.82)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 37512 |
| Fuji Seal International, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9181) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (5)<br>|
| Fuji Seal International, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1017256) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (4211)<br>|
| Fuji Seal International, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (176646) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 277 |
| FUJIFILM Holdings Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (295040) | 03/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2575 |
| FUJIFILM Holdings Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2933648) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 21439 |
| FUJIFILM Holdings Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1655967) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2811 |
| Fujikura Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7329443) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2228403)<br>|
| Fujikura Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (187401) | 03/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (56976)<br>|
| Fujikura Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8448599) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1794860)<br>|
| Fujikura Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2396289) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (509079)<br>|
| Fujikura Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2072944) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (642353)<br>|
| Fujikura Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5736873) | 12/08/25 | (0.14)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1777711)<br>|
| Fujita Kanko, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1111067) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 53428 |
| Fujita Kanko, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1471429) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 107631 |
| Fujita Kanko, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (411088) | 08/19/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 21431 |
| Fujita Kanko, Inc. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (354828) | 02/10/26 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 13878 |
| Fujita Kanko, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1114969) | 01/06/27 | (0.26)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 85163 |
| Fujita Kanko, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1310690) | 12/08/25 | (1.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 51264 |
| Fujita Kanko, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (331486) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 18369 |
| Fukuyama Transporting Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (215988) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (7816)<br>|
| Fukuyama Transporting Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (366923) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (11639)<br>|
| Fukuyama Transporting Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (353853) | 08/19/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (12805)<br>|
| Fukuyama Transporting Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (376830) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (13636)<br>|
| Fulton Financial Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1969579) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 66215 |
| Furukawa Electric Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5181167) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (979806)<br>|
| Furukawa Electric Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3327122) | 03/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (629189)<br>|
| Furukawa Electric Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1572066) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (288306)<br>|
| Furukawa Electric Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1102488) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (202189)<br>|
| Furuno Electric Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (94035) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (4032)<br>|
| Furuno Electric Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (106881) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2724)<br>|
| Furuya Metal Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (141089) | 02/26/26 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 285 |
| Fuso Chemical Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1606381) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (31356)<br>|
| Fuso Chemical Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (78879) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (6124)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Fuso Chemical Co. Ltd. | UBS AG | $(13312) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; $(855)<br>|
| Futu Holdings Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2968623) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 199771 |
| G Mining Ventures Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (609390) | 02/15/28 | (2.45)% | CABROVER | Monthly  | &nbsp;&nbsp; 9603 |
| G Mining Ventures Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (746977) | 04/21/28 | 0.00% | 1D CORRA | Monthly  | &nbsp;&nbsp; 11771 |
| Galaxy Digital, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1790209) | 02/24/28 | (1.28)% | 1D CORRA | Monthly  | &nbsp;&nbsp; 59546 |
| Galderma Group AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10323761) | 01/04/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (22187)<br>|
| Galderma Group AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (524385) | 12/08/25 | 0.10% | SSARON | Monthly  | &nbsp;&nbsp; 22114 |
| Galenica AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9426082) | 12/10/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 285880 |
| Galenica AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (11814782) | 03/17/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 264802 |
| Galp Energia SGPS SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1572234) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (58232)<br>|
| Galp Energia SGPS SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4087279) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (86710)<br>|
| Gaming and Leisure Properties, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (11162570) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 444434 |
| Garrett Motion, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (523956) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (93801)<br>|
| Garrett Motion, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3701895) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (455961)<br>|
| Garrett Motion, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (293046) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (52462)<br>|
| Garrett Motion, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (568606) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (101794)<br>|
| Garrett Motion, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1221953) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (218758)<br>|
| Gates Industrial Corp PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (144442) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1828)<br>|
| GATX Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8164805) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 270885 |
| GE HealthCare Technologies, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1360528) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 91959 |
| GE HealthCare Technologies, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (10262185) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 524794 |
| GE Vernova, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4661099) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (713002)<br>|
| GE Vernova, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1801285) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (278628)<br>|
| Geberit AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (218468) | 12/08/25 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 130 |
| Geberit AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3425710) | 04/18/28 | 0.00% | SSARON | Monthly  | &nbsp;&nbsp; 9677 |
| Gen Digital, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (290075) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3314 |
| GeneDx Holdings Corp., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3197006) | 12/23/25 | (0.25)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (831854)<br>|
| GeneDx Holdings Corp., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6637312) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1308365)<br>|
| Generac Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9295783) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1857618)<br>|
| General Electric Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (11423720) | 12/08/25 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (735573)<br>|
| General Electric Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4379197) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (173321)<br>|
| General Mills, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (27257990) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1503817 |
| Genpact Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (252931) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 11405 |
| Genting Singapore Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (304458) | 02/22/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; 3124 |
| Genting Singapore Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2759384) | 09/09/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; 28317 |
| Genting Singapore Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (28870) | 03/22/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; 102 |
| Genuine Parts Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13891519) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 445984 |
| &nbsp;&nbsp;&nbsp; Georg Fischer AG, Registered <br> Shares<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4748070) | 11/09/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (141690)<br>|
| &nbsp;&nbsp;&nbsp; Georg Fischer AG, Registered <br> Shares<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (405078) | 08/19/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 4469 |
| &nbsp;&nbsp;&nbsp; Georg Fischer AG, Registered <br> Shares<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (142699) | 08/19/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 1574 |
| &nbsp;&nbsp;&nbsp; Georg Fischer AG, Registered <br> Shares<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (713358) | 01/04/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (21288)<br>|
| &nbsp;&nbsp;&nbsp; Georg Fischer AG, Registered <br> Shares<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3113924) | 01/06/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (92825)<br>|
| &nbsp;&nbsp;&nbsp; Georg Fischer AG, Registered <br> Shares<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (990960) | 12/08/25 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (10445)<br>|
| German American Bancorp, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (948982) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 29207 |
| German American Bancorp, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1124731) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 64570 |
| German American Bancorp, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (803945) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 46341 |
| Gestamp Automocion SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (681120) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (25731)<br>|
| Gestamp Automocion SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (626517) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (33230)<br>|
| Gestamp Automocion SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7188247) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (289088)<br>|
| Getlink SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5861342) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (37852)<br>|

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Getlink SE | UBS AG | $(2784451) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; $(17982)<br>|
| Gibson Energy, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5136181) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (97955)<br>|
| Gibson Energy, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3857409) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (9624)<br>|
| GigaCloud Technology, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3508008) | 01/04/27 | (0.43)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 81546 |
| Gildan Activewear, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6179603) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 79724 |
| Gildan Activewear, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (954285) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 14957 |
| Gilead Sciences, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3988924) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 66634 |
| Glanbia PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5792153) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 103110 |
| Glanbia PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9923539) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (21422)<br>|
| Glaukos Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9172508) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 977601 |
| Glenveagh Properties PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (170685) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1182 |
| Glenveagh Properties PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1695170) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (78749)<br>|
| Global Business Travel Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (822674) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5150)<br>|
| Global Business Travel Group, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3566324) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (86129)<br>|
| Global Net Lease, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7091708) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 60355 |
| Global-e Online Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (239766) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6688 |
| Globalstar, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7631343) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 914964 |
| GMO Payment Gateway, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6389207) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 158279 |
| GMO Payment Gateway, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8165105) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 195313 |
| Godo Steel Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12699) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 82 |
| Godo Steel Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (195000) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1817)<br>|
| Godo Steel Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (236273) | 03/24/27 | (0.95)% | 1D TONA | Monthly  | &nbsp;&nbsp; 1607 |
| Godo Steel Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (61137) | 02/26/26 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 124 |
| Godo Steel Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (132500) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1235)<br>|
| Godo Steel Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (77603) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (619)<br>|
| Gogo, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1529371) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (25242)<br>|
| Golar LNG Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7472865) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 131979 |
| Gold Road Resources Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3210661) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 40153 |
| Goldman Sachs Group, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (230916) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2262 |
| Goodman Group | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (15304859) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 131732 |
| Goodman Group | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (29663917) | 09/09/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 257972 |
| GoodRx Holdings, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1583753) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 41847 |
| Goosehead Insurance, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (288320) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 863 |
| GPT Group | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1676502) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (6202)<br>|
| GPT Group | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7506115) | 09/09/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (28274)<br>|
| GPT Group | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4293663) | 09/07/26 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (23588)<br>|
| GPT Group | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1215824) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (3296)<br>|
| Graham Holdings Co, Class B | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1018290) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (21766)<br>|
| Graphic Packaging Holding Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2413478) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 44078 |
| Greatland Resources Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7426095) | 03/17/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 2029353 |
| Greatland Resources Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (404746) | 01/04/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 112362 |
| Green Brick Partners, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7720661) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 224063 |
| Green Brick Partners, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2324049) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 76680 |
| Greenlight Capital Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (151462) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2963 |
| Greif, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2329311) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 58707 |
| Greif, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1648499) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 115523 |
| Groupe Bruxelles Lambert NV | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (109455) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 4620 |
| GS Yuasa Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (294685) | 05/12/27 | (0.16)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (8607)<br>|
| GS Yuasa Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4034882) | 03/24/27 | (0.15)% | 1D TONA | Monthly  | &nbsp;&nbsp; 23890 |
| GSK PLC | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1662837) | 06/25/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 26931 |
| GSK PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (259389) | 09/03/29 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 4559 |
| G-Tekt Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (74957) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (210)<br>|
| G-Tekt Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (93724) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1305 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| G-Tekt Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(17203) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; $(48)<br>|
| Guess?, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1425383) | 02/15/28 | (0.71)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (70176)<br>|
| Guess?, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2987289) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 89173 |
| Guess?, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1267571) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (62407)<br>|
| Guess?, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1767473) | 01/04/27 | (0.23)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 52760 |
| Guess?, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1219253) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 44287 |
| Guess?, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2683364) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (132111)<br>|
| GungHo Online Entertainment, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1307429) | 05/12/27 | (0.18)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (53696)<br>|
| Gunma Bank Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (330202) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (8772)<br>|
| Gunze Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (656446) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (25133)<br>|
| Gunze Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (852135) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (44812)<br>|
| Gunze Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (220849) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (12256)<br>|
| GXO Logistics, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (33244) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 784 |
| GXO Logistics, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (12312740) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 136723 |
| H & M Hennes & Mauritz AB | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (566788) | 08/17/26 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 29768 |
| H & M Hennes & Mauritz AB | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (343988) | 11/17/25 | (0.41)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 22918 |
| H & M Hennes & Mauritz AB | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (305742) | 08/17/26 | (0.41)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 14634 |
| H & M Hennes & Mauritz AB | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (480421) | 12/08/25 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 19367 |
| H & M Hennes & Mauritz AB | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (37320) | 04/18/28 | 0.00% | TN STIBOR | Monthly  | &nbsp;&nbsp; 2994 |
| H&R Real Estate Investment Trust | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1478400) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 29993 |
| H.U. Group Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3220040) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (95434)<br>|
| Hachijuni Bank Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1403209) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (29958)<br>|
| Hakuhodo DY Holdings, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (478206) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 15483 |
| Haleon PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (14369313) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 308102 |
| Haleon PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (16302298) | 02/15/28 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 368807 |
| Haleon PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2211007) | 03/22/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 70412 |
| Haleon PLC | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3015905) | 02/10/26 | (0.05)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 130168 |
| Haleon PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (145352) | 09/03/29 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 3890 |
| Hamamatsu Photonics | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1146333) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2166)<br>|
| Hamamatsu Photonics | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (372268) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2428)<br>|
| &nbsp;&nbsp;&nbsp; Hamilton Insurance Group Ltd., <br> Class B<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2148351) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 7990 |
| &nbsp;&nbsp;&nbsp; Hamilton Insurance Group Ltd., <br> Class B<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5687055) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (101534)<br>|
| Hamilton Lane, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (974133) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (34093)<br>|
| Hamilton Lane, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (15687316) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (694833)<br>|
| Hancock Whitney Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1555231) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (40070)<br>|
| Hanesbrands, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9563830) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1169825 |
| Hanesbrands, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7485033) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 511506 |
| Hang Seng Bank Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6789358) | 02/15/28 | (0.30)% | HONIA | Monthly  | &nbsp;&nbsp; 498002 |
| Hang Seng Bank Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5794298) | 02/15/28 | 0.00% | HONIA | Monthly  | &nbsp;&nbsp; 425014 |
| Hang Seng Bank Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2994611) | 04/18/28 | 0.00% | HONIA | Monthly  | &nbsp;&nbsp; 219656 |
| Hang Seng Bank Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1130250) | 09/03/29 | 0.00% | HONIA | Monthly  | &nbsp;&nbsp; 82904 |
| Hankyu Hanshin Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1091269) | 03/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1892 |
| Hankyu Hanshin Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (30211750) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1281141)<br>|
| Hankyu Hanshin Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (12635430) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (481396)<br>|
| Hankyu Hanshin Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (709435) | 01/07/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (30716)<br>|
| Hankyu Hanshin Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (310936) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (12228)<br>|
| Hankyu Hanshin REIT, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (500492) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 4126 |
| Hankyu Hanshin REIT, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (220571) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 435 |
| Hannover Rueck SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8731414) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (78891)<br>|
| Hannover Rueck SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (113679) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 229 |
| Harley-Davidson, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (27768702) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 274780 |
| Harmonic Drive Systems, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4060337) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (497451)<br>|
| Harmonic Drive Systems, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1673458) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (68891)<br>|
| Harmonic, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (399738) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 22183 |
| Harmonic, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (988293) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 73127 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Harvey Norman Holdings Ltd. | Barclays Bank PLC | $(1317482) | 05/12/27 | (0.40)% | 1D AONIA | Monthly  | &nbsp;&nbsp; $(24288)<br>|
| Hawaiian Electric Industries, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6030442) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (138049)<br>|
| Hawkins, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (325545) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (12118)<br>|
| Hawkins, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (803314) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (29904)<br>|
| Hawkins, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (480603) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (17891)<br>|
| Hays PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (510317) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 25307 |
| Hays PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3046713) | 08/19/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 163082 |
| Hayward Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5454190) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (292301)<br>|
| HBX Group International PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (94897) | 03/17/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 20426 |
| HCI Group, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (226801) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (2585)<br>|
| HCI Group, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1161595) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (11100)<br>|
| Healthcare Realty Trust, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1730095) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 58758 |
| Healthpeak Properties, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6877927) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 548651 |
| HealthStream, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1006490) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 19734 |
| HealthStream, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1801263) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 43181 |
| HealthStream, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (122084) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2925 |
| Hecla Mining Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7359241) | 12/08/25 | (0.13)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (197475)<br>|
| Heineken Holding NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (428872) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1788 |
| Heiwa Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1387948) | 05/12/27 | (0.60)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (34913)<br>|
| Helia Group Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1879127) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 40247 |
| Helios Technologies, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1281077) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2449)<br>|
| Helios Technologies, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3538054) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (262040)<br>|
| Hensoldt AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1625136) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 68052 |
| Hensoldt AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (704816) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 52284 |
| Herbalife Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1001155) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 41715 |
| Herbalife Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1385142) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 11941 |
| Herbalife Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2691358) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 23201 |
| Hertz Global Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (225291) | 04/16/26 | (0.58)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 38471 |
| Hertz Global Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5455610) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 931618 |
| Hewlett Packard Enterprise Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (15938599) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 47665 |
| Hexagon Composites ASA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2028059) | 01/04/27 | (0.26)% | NOWA | Monthly  | &nbsp;&nbsp; (27887)<br>|
| Hexagon Composites ASA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (89795) | 12/08/25 | (0.26)% | NOWA | Monthly  | &nbsp;&nbsp; 4005 |
| Hexatronic Group AB | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (85320) | 02/15/28 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 2152 |
| Hexatronic Group AB | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (551169) | 01/18/27 | (0.68)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (28786)<br>|
| Hexatronic Group AB | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1608510) | 11/17/25 | (0.80)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 40569 |
| Hexatronic Group AB | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (251725) | 01/04/27 | (0.88)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (8527)<br>|
| Hexatronic Group AB | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (489694) | 12/08/25 | (0.71)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (154)<br>|
| Hexcel Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (880526) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 13389 |
| Hexpol AB | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2833861) | 01/18/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 73987 |
| HighPeak Energy, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11548) | 02/15/28 | (8.94)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1403)<br>|
| HighPeak Energy, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1843822) | 12/23/25 | (8.25)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (357724)<br>|
| HighPeak Energy, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (46939) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5702)<br>|
| Highwoods Properties, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (17309506) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1048212 |
| Hikma Pharmaceuticals PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (269148) | 08/17/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 3775 |
| Hikma Pharmaceuticals PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3056762) | 01/04/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 42870 |
| Hikma Pharmaceuticals PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10730066) | 01/27/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 144972 |
| Hikma Pharmaceuticals PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (13566157) | 12/08/25 | (0.22)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 129336 |
| Hillman Solutions Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5678489) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 147220 |
| Hilton Grand Vacations, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3182649) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 242098 |
| Hilton Worldwide Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (18769520) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 428290 |
| Hims & Hers Health, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1570921) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (489395)<br>|
| Hims & Hers Health, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4298345) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1511795)<br>|
| Hino Motors Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6640060) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 198510 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Hippo Holdings, Inc. | UBS AG | $(422264) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $9806 |
| Hisamitsu Pharmaceutical Co., Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (185930) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 182 |
| HKT Trust & HKT Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (145325) | 02/15/28 | (0.15)% | HONIA | Monthly  | &nbsp;&nbsp; 464 |
| Hms Networks Ab | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (987204) | 02/15/28 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (12950)<br>|
| Hms Networks Ab | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1529122) | 11/17/25 | (0.25)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (5565)<br>|
| Hms Networks Ab | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (347511) | 04/24/28 | 0.00% | TN STIBOR | Monthly  | &nbsp;&nbsp; (4572)<br>|
| Hochschild Mining PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1213075) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (20639)<br>|
| Hochschild Mining PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1500171) | 03/17/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (21199)<br>|
| Hoegh Autoliners ASA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6937) | 12/11/26 | (1.00)% | NOWA | Monthly  | &nbsp;&nbsp; (459)<br>|
| Hoegh Autoliners ASA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7008) | 03/17/27 | (1.43)% | NOWA | Monthly  | &nbsp;&nbsp; (389)<br>|
| Hoegh Autoliners ASA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (726) | 02/26/26 | (1.50)% | NOWA | Monthly  | &nbsp;&nbsp; (27)<br>|
| Hogy Medical Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (213064) | 05/12/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (52172)<br>|
| Hogy Medical Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (767056) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (192845)<br>|
| Hoist Finance AB | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (99768) | 02/15/28 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 5841 |
| Hoist Finance AB | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (53468) | 11/17/25 | (0.25)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 3131 |
| Hokkaido Electric Power Co., Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (137090) | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 508 |
| Hokuetsu Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (493027) | 02/15/28 | (8.00)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (6288)<br>|
| Hokuetsu Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (102326) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1305)<br>|
| Holcim AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1256629) | 02/15/28 | 0.00% | SSARON | Monthly  | &nbsp;&nbsp; 3678 |
| Holmen AB | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1283143) | 12/08/25 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 28844 |
| Holmen AB | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8083953) | 09/03/29 | 0.00% | TN STIBOR | Monthly  | &nbsp;&nbsp; 269896 |
| Hologic, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3975664) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (63071)<br>|
| HomeCo Daily Needs REIT | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (171559) | 05/12/27 | (0.40)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (4032)<br>|
| Honda Motor Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11201675) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (578893)<br>|
| Honda Motor Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (18524271) | 09/09/26 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (424647)<br>|
| Honda Motor Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (22071352) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (500047)<br>|
| Honest Co., Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (352406) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 17577 |
| Hong Kong & China Gas Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4063620) | 02/15/28 | 0.00% | HONIA | Monthly  | &nbsp;&nbsp; (129641)<br>|
| Hong Kong & China Gas Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4349046) | 02/15/28 | (0.15)% | HONIA | Monthly  | &nbsp;&nbsp; (136976)<br>|
| Hong Kong & China Gas Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (666516) | 01/06/27 | (0.30)% | HONIA | Monthly  | &nbsp;&nbsp; (7369)<br>|
| Hong Kong & China Gas Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (390101) | 04/18/28 | 0.00% | HONIA | Monthly  | &nbsp;&nbsp; (12445)<br>|
| Hong Kong & China Gas Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4348195) | 09/03/29 | 0.00% | HONIA | Monthly  | &nbsp;&nbsp; (138720)<br>|
| Horace Mann Educators Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (738106) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (28753)<br>|
| Horace Mann Educators Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2073380) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (58861)<br>|
| Horace Mann Educators Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1629046) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (38470)<br>|
| Hoshino Resorts REIT, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (591944) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (6624)<br>|
| Hoshizaki Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (12690154) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (150886)<br>|
| Hoshizaki Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (12392329) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (143951)<br>|
| Hoshizaki Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3200656) | 12/08/25 | (0.21)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (117469)<br>|
| Hoshizaki Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2516924) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (92375)<br>|
| Hoshizaki Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (579979) | 04/18/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 4700 |
| Host Hotels & Resorts, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7578753) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 345116 |
| Host Hotels & Resorts, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (21693286) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 616744 |
| House Foods Group, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1225070) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 76684 |
| Howden Joinery Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8056155) | 03/22/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (579652)<br>|
| Howden Joinery Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (864611) | 09/03/29 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (63621)<br>|
| Howmet Aerospace, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5697119) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 150675 |
| Howmet Aerospace, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7010826) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 260642 |
| Hoya Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1769985) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (21525)<br>|
| Hoya Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1047061) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (63170)<br>|
| HP, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (389042) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 13149 |
| HSBC Holdings PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6816223) | 12/08/25 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 204756 |
| HSBC Holdings PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2077706) | 09/03/29 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 47134 |
| Hufvudstaden AB | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (841684) | 02/15/28 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 13590 |
| Hufvudstaden AB | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (589464) | 08/19/26 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 9518 |
| Humana, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1253721) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (74338)<br>|
| Hyakugo Bank Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1458352) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (16575)<br>|

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Hyakugo Bank Ltd. | BNP Paribas SA | $(233050) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; $(901)<br>|
| Hyakugo Bank Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (201675) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 6304 |
| Hyakugo Bank Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (145245) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2148)<br>|
| Hyakugo Bank Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (395787) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (24137)<br>|
| Hyakujushi Bank Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (107447) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1092)<br>|
| Hyakujushi Bank Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (94423) | 03/24/27 | 0.00% | 1D TONA | Monthly  | &nbsp;&nbsp; (959)<br>|
| Hyatt Hotels Corp., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1665670) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 65660 |
| Hyatt Hotels Corp., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (20674758) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 824490 |
| Hyatt Hotels Corp., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (481500) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 23206 |
| Hydro One Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4571290) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (12346)<br>|
| Hyster-Yale, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1562128) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (56644)<br>|
| Hyster-Yale, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (303018) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 504 |
| I3 Verticals, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2114827) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 62046 |
| I3 Verticals, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8017905) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 65318 |
| iA Financial Corp., Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1606179) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 66736 |
| iA Financial Corp., Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3560229) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 224197 |
| IAC, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1125878) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 17500 |
| IAMGOLD Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1341766) | 08/18/26 | (0.15)% | 1D CORRA | Monthly  | &nbsp;&nbsp; 36264 |
| IAMGOLD Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7906243) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 574362 |
| IAMGOLD Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8057906) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 439571 |
| Iberdrola SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4586807) | 02/15/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (56205)<br>|
| Iberdrola SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (160454)<br>|
| Iberdrola SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (24758156) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 246242 |
| Iberdrola SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (22088900) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 210779 |
| Ibiden Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1228775) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 10791 |
| Ibiden Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1305573) | 03/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 11465 |
| Ibiden Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9858336) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (202719)<br>|
| Ibiden Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2196267) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (45162)<br>|
| Ibiden Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (65690) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2253 |
| Ibotta, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2591179) | 12/23/25 | (0.25)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 224612 |
| Ibotta, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (42742) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 431 |
| Ibstock PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3582984) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 13132 |
| Ibstock PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3462118) | 03/17/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 20133 |
| Ibstock PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (425661) | 08/19/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 2815 |
| Ibstock PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (578477) | 04/24/28 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 3826 |
| ICADE | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6815538) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 43850 |
| Ichibanya Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (794254) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (51220)<br>|
| Ichibanya Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2907493) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (79761)<br>|
| Ichibanya Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (486018) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (31342)<br>|
| Ichibanya Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1885942) | 01/06/27 | (0.26)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (51737)<br>|
| Ichor Holdings Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2387151) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 171522 |
| ICL Group Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1891742) | 02/15/28 | (1.50)% | SHIR | Monthly  | &nbsp;&nbsp; 150888 |
| ICON PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3017240) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (186880)<br>|
| IDEXX Laboratories, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2827272) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 144502 |
| IES Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (199182) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (28548)<br>|
| IES Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2085085) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (298844)<br>|
| IES Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1458275) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (287303)<br>|
| IHI Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1146111) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (112220)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| IHI Corp. | Barclays Bank PLC | $(11495422) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; $(475426)<br>|
| IHI Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2635623) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (304194)<br>|
| Iino Kaiun Kaisha Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7098863) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 141919 |
| IMCD NV | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (10742494) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1351379 |
| IMCD NV | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2098095) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 280969 |
| IMCD NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1795136) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 252914 |
| IMCD NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3625582) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 494224 |
| IMCD NV | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6059139) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 818432 |
| IMCD NV | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1838932) | 03/24/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 248920 |
| IMCD NV | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2654575) | 08/19/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 355491 |
| IMCD NV | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3921052) | 08/19/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 525093 |
| IMCD NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7180122) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 962017 |
| IMCD NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5909093) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 785780 |
| Independent Bank Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (12362397) | 12/08/25 | (0.14)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 465964 |
| Indivior PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3140673) | 02/15/28 | (0.92)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (984268)<br>|
| Indivior PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (442264) | 12/23/25 | (0.38)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (109883)<br>|
| Indivior PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (279578) | 04/16/26 | (0.53)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (87618)<br>|
| Indivior PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1004018) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (249453)<br>|
| Indivior PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (456573) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (137428)<br>|
| Indra Sistemas SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (491201) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 26880 |
| Indra Sistemas SA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (157392) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 7520 |
| Indra Sistemas SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6493860) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 355362 |
| Industria de Diseno Textil SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2392699) | 06/25/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 54933 |
| &nbsp;&nbsp;&nbsp; Industrial & Infrastructure Fund <br> Investment Corp.<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (155968) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 505 |
| Informa PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1295527) | 08/17/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (41709)<br>|
| Informa PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2877844) | 12/08/25 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (99692)<br>|
| Infratil Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4875507) | 05/13/27 | (0.40)% | 1M BBR | Monthly  | &nbsp;&nbsp; (59927)<br>|
| Infratil Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1363008) | 10/09/27 | (0.40)% | 1M BBR | Monthly  | &nbsp;&nbsp; (16753)<br>|
| Infratil Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6995941) | 09/07/26 | (0.25)% | 1D NZOCO | Monthly  | &nbsp;&nbsp; (423263)<br>|
| Infratil Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1083511) | 03/22/27 | (0.25)% | 1D NZOCO | Monthly  | &nbsp;&nbsp; (59438)<br>|
| Infratil Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (423607) | 08/19/26 | (0.40)% | 1D NZOCO | Monthly  | &nbsp;&nbsp; (30175)<br>|
| Infratil Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (226534) | 08/19/26 | (0.40)% | 1D NZOCO | Monthly  | &nbsp;&nbsp; (16137)<br>|
| Infratil Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3947912) | 01/06/27 | (0.40)% | 1D NZOCO | Monthly  | &nbsp;&nbsp; (31636)<br>|
| Infratil Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3194901) | 01/07/27 | (0.41)% | 1D NZOCO | Monthly  | &nbsp;&nbsp; (39270)<br>|
| Infratil Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2735198) | 12/08/25 | (0.25)% | 1D NZOCO | Monthly  | &nbsp;&nbsp; (130795)<br>|
| Infratil Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1185235) | 12/08/25 | (0.25)% | 1D NZOCO | Monthly  | &nbsp;&nbsp; (65926)<br>|
| ING Groep NV | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (192464) | 03/24/27 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1196 |
| ING Groep NV | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5643280) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 15066 |
| Ingersoll Rand, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (28552950) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 856851 |
| Ingles Markets, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4220506) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 203621 |
| Ingles Markets, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (281350) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 13331 |
| Inmode Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (991232) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 48159 |
| Inmode Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2054282) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 60099 |
| Innodata, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (567571) | 02/15/28 | (0.65)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (69763)<br>|
| Innodata, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (244475) | 12/23/25 | (0.50)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (30959)<br>|
| Innodata, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (360419) | 04/16/26 | (0.42)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (47598)<br>|
| Innodata, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (404925) | 06/25/26 | (0.21)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (54314)<br>|
| Innodata, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (595312) | 01/04/27 | (0.48)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (100600)<br>|
| Innodata, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (138429) | 12/08/25 | (0.50)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (10899)<br>|
| Innodata, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (849515) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (104592)<br>|
| Innovex International, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (285104) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (10439)<br>|
| Innovex International, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8100315) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (141310)<br>|
| Innoviva, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (236884) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3690 |
| Insignia Financial Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (834519) | 05/12/27 | (0.40)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 1899 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Insource Co. Ltd. | Barclays Bank PLC | $(65938) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; $2563 |
| Insource Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1914002) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; 108705 |
| Insource Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (66552) | 08/19/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 3780 |
| Intact Financial Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4095156) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 82125 |
| Intact Financial Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (15829023) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 861439 |
| Integra LifeSciences Holdings Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1387973) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (165516)<br>|
| Integra LifeSciences Holdings Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4530591) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (48791)<br>|
| Integral Diagnostics Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (149022) | 05/12/27 | (0.40)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 2899 |
| Interface, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (102228) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1438 |
| Interface, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (826825) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 12665 |
| &nbsp;&nbsp;&nbsp; International Business Machines <br> Corp.<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (15494132) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1697204 |
| &nbsp;&nbsp;&nbsp; International Consolidated Airlines <br> Group SA<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4706781) | 08/17/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (38395)<br>|
| &nbsp;&nbsp;&nbsp; International Consolidated Airlines <br> Group SA<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (255478) | 12/08/25 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (452)<br>|
| &nbsp;&nbsp;&nbsp; International Flavors & Fragrances, <br> Inc.<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (495615) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 14244 |
| &nbsp;&nbsp;&nbsp; International Flavors & Fragrances, <br> Inc.<br>| Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (515959) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 25923 |
| International Paper Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (314574) | 02/15/28 | (0.75)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 9544 |
| International Paper Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (630683) | 02/15/28 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 19135 |
| International Paper Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11462953) | 08/17/26 | (0.75)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 246470 |
| International Paper Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (15184979) | 12/10/26 | (0.75)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 326499 |
| International Paper Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (33445149) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2556319 |
| International Paper Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8303831) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 683107 |
| International Paper Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9690020) | 09/03/29 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 293990 |
| Internet Initiative Japan, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3385211) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (110244)<br>|
| Internet Initiative Japan, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (739567) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (28402)<br>|
| Interparfums SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1335217) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 67107 |
| Interparfums SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2349882) | 04/24/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 154392 |
| Interparfums, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2308605) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 22632 |
| Interpump Group SpA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5531584) | 08/19/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (249538)<br>|
| Interpump Group SpA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (798582) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (19603)<br>|
| &nbsp;&nbsp;&nbsp; InterRent Real Estate Investment <br> Trust<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1673105) | 02/15/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 12533 |
| &nbsp;&nbsp;&nbsp; InterRent Real Estate Investment <br> Trust<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1295084) | 05/18/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 9329 |
| &nbsp;&nbsp;&nbsp; InterRent Real Estate Investment <br> Trust<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (18282557) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 82416 |
| &nbsp;&nbsp;&nbsp; InterRent Real Estate Investment <br> Trust<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9074366) | 12/08/25 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 66700 |
| Intuitive Surgical, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4548490) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 398607 |
| InvenTrust Properties Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4555643) | 12/08/25 | (0.14)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (145180)<br>|
| Invesco Mortgage Capital, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1265076) | 02/15/28 | (1.61)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (10134)<br>|
| Invesco Mortgage Capital, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10294965) | 12/23/25 | (0.63)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (206277)<br>|
| Invesco Mortgage Capital, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9201080) | 04/16/26 | (0.84)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (129399)<br>|
| Invesco Mortgage Capital, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2733405) | 06/25/26 | (0.63)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (33708)<br>|
| Invesco Mortgage Capital, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (12514130) | 01/04/27 | (0.43)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (228450)<br>|
| Invesco Mortgage Capital, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2508064) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (20091)<br>|
| Investor AB | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (17921853) | 02/15/28 | (0.05)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 329430 |
| Investor AB | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7700093) | 02/15/28 | (0.05)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 141539 |
| Investor AB | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (406786) | 08/17/26 | (0.25)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 7477 |
| Inwido AB | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (290210) | 02/15/28 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 289 |
| IonQ, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5844436) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 662811 |
| IonQ, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2206494) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 85131 |
| IPG Photonics Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3995947) | 12/08/25 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (103457)<br>|
| IPH Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (496006) | 05/12/27 | (0.40)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 2512 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Isetan Mitsukoshi Holdings Ltd. | Barclays Bank PLC | $(117376) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; $1489 |
| Israel Corp. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (41752) | 06/17/27 | (1.05)% | SHIR | Monthly  | &nbsp;&nbsp; 1147 |
| Israel Corp. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2096054) | 08/19/26 | (0.64)% | SHIR | Monthly  | &nbsp;&nbsp; 150142 |
| Israel Corp. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (123393) | 05/23/27 | (0.75)% | SHIR | Monthly  | &nbsp;&nbsp; 7779 |
| ISS A/S | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5208569) | 02/18/26 | (0.26)% | DESTR | Monthly  | &nbsp;&nbsp; (31286)<br>|
| ISS A/S | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1222239) | 06/17/26 | (0.25)% | DESTR | Monthly  | &nbsp;&nbsp; (26042)<br>|
| Isuzu Motors Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2650617) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 50248 |
| ITOCHU Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5335784) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (271398)<br>|
| ITOCHU Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3278448) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (130970)<br>|
| ITOCHU Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4014838) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (160388)<br>|
| Ivanhoe Mines Ltd., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (918468) | 02/15/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 4229 |
| Ivanhoe Mines Ltd., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (680656) | 10/20/25 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 70043 |
| Ivanhoe Mines Ltd., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1157668) | 08/18/26 | (0.20)% | 1D CORRA | Monthly  | &nbsp;&nbsp; 5330 |
| Ivanhoe Mines Ltd., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13900774) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 1430453 |
| Ivanhoe Mines Ltd., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9544955) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 982219 |
| Iveco Group NV | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5574545) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (883289)<br>|
| Iveco Group NV | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2923590) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (463244)<br>|
| Iveco Group NV | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3033376) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (480640)<br>|
| Iveco Group NV | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9346432) | 03/22/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1331705)<br>|
| Iveco Group NV | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5908720) | 08/19/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (936239)<br>|
| Iveco Group NV | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2756962) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (25714)<br>|
| Iwatani Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3986851) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (134252)<br>|
| Iwatani Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1621483) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (55148)<br>|
| Iyogin Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2182112) | 05/12/27 | (0.82)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (83871)<br>|
| Iyogin Holdings, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (479651) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2052 |
| Izumi Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1693040) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (62663)<br>|
| Izumi Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4611454) | 05/12/27 | (0.17)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (139892)<br>|
| Izumi Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1825330) | 02/26/26 | (0.16)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 156 |
| Izumi Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (332918) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (10223)<br>|
| J & J Snack Foods Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (13944441) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 498678 |
| J Front Retailing Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (468976) | 02/26/26 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2576 |
| J Front Retailing Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (377276) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 3887 |
| J M Smucker Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7781537) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 144511 |
| J M Smucker Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7403311) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (58751)<br>|
| Jaccs Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (584030) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1101 |
| Jaccs Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (112852) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1689 |
| Jack Henry & Associates, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (22451645) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1274865 |
| Jack in the Box, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10821856) | 12/23/25 | (0.63)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2061798 |
| Jack in the Box, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (207545) | 04/16/26 | (0.46)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4635 |
| Jack in the Box, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2049256) | 01/04/27 | (0.38)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 395559 |
| Jack in the Box, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2318423) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 189149 |
| James Hardie Industries PLC, CDI | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (219188) | 03/22/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; 2437 |
| Janus International Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (208975) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 7974 |
| Janus International Group, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3795535) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (13333)<br>|
| Japan Airport Terminal Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3432066) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (75626)<br>|
| Japan Airport Terminal Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1040998) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 8430 |
| &nbsp;&nbsp;&nbsp; Japan Elevator Service Holdings Co. <br> Ltd.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7078846) | 05/12/27 | (0.17)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 111317 |
| Japan Excellent, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1347802) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (29757)<br>|
| Japan Excellent, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (90016) | 12/08/25 | (0.50)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3425)<br>|
| Japan Excellent, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (444450) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (13503)<br>|
| Japan Investment Adviser Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1257829) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (17735)<br>|
| Japan Investment Adviser Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1684943) | 05/12/27 | (0.18)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (44615)<br>|
| Japan Investment Adviser Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (42009) | 03/24/27 | (0.40)% | 1D TONA | Monthly  | &nbsp;&nbsp; (591)<br>|

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Japan Investment Adviser Co. Ltd. | Citibank N.A. | $(93524) | 02/26/26 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; $(196)<br>|
| Japan Investment Adviser Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (82818) | 08/19/26 | (0.48)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1164)<br>|
| Japan Investment Adviser Co. Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22016) | 02/10/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2327)<br>|
| Japan Investment Adviser Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (888072) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (23568)<br>|
| Japan Investment Adviser Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1152533) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (121814)<br>|
| Japan Investment Adviser Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (427294) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (6008)<br>|
| Japan Logistics Fund, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (136844) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 283 |
| Japan Logistics Fund, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (504541) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 12303 |
| Japan Logistics Fund, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1342310) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2777 |
| Japan Real Estate Investment Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (12064138) | 05/12/27 | (0.18)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (336035)<br>|
| Japan Real Estate Investment Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (19799927) | 09/09/27 | (0.18)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (551507)<br>|
| Japan Real Estate Investment Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (439173) | 02/26/26 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1177 |
| Japan Real Estate Investment Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (31114) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1330)<br>|
| Japan Real Estate Investment Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (199908) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (8546)<br>|
| Japan Steel Works Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3779262) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (581342)<br>|
| Japan Steel Works Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2785001) | 03/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (428400)<br>|
| Japan Steel Works Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6431578) | 05/12/27 | (0.18)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (291276)<br>|
| Japan Steel Works Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (18673227) | 09/09/27 | (0.18)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (835386)<br>|
| Japan Steel Works Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1652231) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (68573)<br>|
| Japan Steel Works Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3280504) | 12/08/25 | (0.21)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (420150)<br>|
| Jardine Cycle & Carriage Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7541761) | 01/06/27 | (2.00)% | SORA | Monthly  | &nbsp;&nbsp; 67559 |
| JBG SMITH Properties | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1025196) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (135341)<br>|
| JBG SMITH Properties | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7288748) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1527682)<br>|
| JBT Marel Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8334472) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (380276)<br>|
| JD Sports Fashion PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3763279) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (50025)<br>|
| JD Sports Fashion PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (196124) | 08/17/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (2607)<br>|
| JD Sports Fashion PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1364626) | 03/22/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (18140)<br>|
| JD Sports Fashion PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (759102) | 08/19/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (10091)<br>|
| JD Sports Fashion PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1509443) | 08/19/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (20065)<br>|
| JD Sports Fashion PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (99241) | 12/08/25 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 3844 |
| JD Sports Fashion PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4450337) | 12/08/25 | (0.12)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 172386 |
| JD Sports Fashion PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5465909) | 04/18/28 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (72657)<br>|
| JD Sports Fashion PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3009911) | 09/03/29 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (40010)<br>|
| JDE Peet's NV | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (382508) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (27889)<br>|
| JDE Peet's NV | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (415261) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (30277)<br>|
| JDE Peet's NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (840445) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (61277)<br>|
| JET2 PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (285433) | 12/10/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 8289 |
| JetBlue Airways Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2185416) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (65917)<br>|
| JFE Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (824618) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 23762 |
| JFE Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2048437) | 03/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 59028 |
| JFE Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (14356838) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 93044 |
| JFE Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (23015254) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 185081 |
| JFE Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1966790) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 34090 |
| JFrog Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (935583) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8650 |
| JGC Holdings Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5275134) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (385065)<br>|
| JGC Holdings Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3598672) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (194761)<br>|
| JMDC, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1179155) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (6888)<br>|
| JMDC, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9709687) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (336793)<br>|
| JMDC, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (443319) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3708)<br>|
| Johnson Service Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (184721) | 03/17/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (3839)<br>|
| Johnson Service Group PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (126659) | 01/04/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (1446)<br>|
| Johnson Service Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (277102) | 12/08/25 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (5162)<br>|
| Judges Scientific PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1099519) | 12/10/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 289063 |
| Jungheinrich AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1681256) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 292037 |
| Juroku Financial Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (128895) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1290 |
| Juroku Financial Group, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (162966) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 4322 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Juroku Financial Group, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(45287) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; $453 |
| Justsystems Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3269008) | 05/12/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (57678)<br>|
| JVCKenwood Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (305530) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (17904)<br>|
| JVCKenwood Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1159540) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (90702)<br>|
| JVCKenwood Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (501248) | 03/24/27 | (0.15)% | 1D TONA | Monthly  | &nbsp;&nbsp; (29374)<br>|
| JVCKenwood Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (379671) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (18888)<br>|
| Kadant, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (10118536) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (181694)<br>|
| Kadokawa Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1048243) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 20883 |
| Kadokawa Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (269466) | 03/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2304 |
| Kadokawa Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1316149) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 33769 |
| Kadokawa Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (824354) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 13152 |
| Kadokawa Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3124237) | 12/08/25 | (0.32)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 149020 |
| Kadokawa Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2366769) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 112890 |
| Kagome Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4770094) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (129458)<br>|
| Kajima Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3376117) | 03/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (100914)<br>|
| Kajima Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3648147) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (31794)<br>|
| Kansai Paint Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (350887) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (15855)<br>|
| Kansai Paint Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10019999) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (394604)<br>|
| Karman Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7693080) | 04/16/26 | (0.60)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (145312)<br>|
| Karoon Energy Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3377894) | 02/15/28 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 74621 |
| Karoon Energy Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (18482164) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 691769 |
| Karoon Energy Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1678266) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 34418 |
| Karoon Energy Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (469470) | 01/06/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 17945 |
| Katitas Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1626472) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (31904)<br>|
| Kato Sangyo Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (208781) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3780)<br>|
| Kawasaki Heavy Industries Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4156196) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (211179)<br>|
| Kawasaki Heavy Industries Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (824218) | 02/26/26 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (8358)<br>|
| KBC Ancora | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (410305) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (2755)<br>|
| KBC Group NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10440457) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (366050)<br>|
| KBC Group NV | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (15345921) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (560108)<br>|
| KDX Realty Investment Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1436862) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (15007)<br>|
| KeePer Technical Laboratory Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (592082) | 05/12/27 | (3.69)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3927)<br>|
| KeePer Technical Laboratory Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (67586) | 08/19/26 | (3.77)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1516)<br>|
| KeePer Technical Laboratory Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2033674) | 01/06/27 | (2.68)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (13490)<br>|
| KeePer Technical Laboratory Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (177414) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3980)<br>|
| Keikyu Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (582537) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 5951 |
| Keio Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2024668) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (29985)<br>|
| Keio Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1311508) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 4002 |
| Keisei Electric Railway Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1329598) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (10180)<br>|
| Keisei Electric Railway Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1098796) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 23283 |
| Kemira OYJ | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (699461) | 03/24/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (3101)<br>|
| Kemira OYJ | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3425147) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1515)<br>|
| Kemira OYJ | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8879611) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 233843 |
| Kenvue, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6710953) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 296641 |
| Keppel Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5850237) | 02/22/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; (182726)<br>|
| Keppel Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1599586) | 09/09/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; (49961)<br>|
| Keppel Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6674285) | 01/06/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; (208464)<br>|
| Keppel Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (630636) | 01/07/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; (19697)<br>|
| Kering SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (18111165) | 06/25/26 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1815815)<br>|
| Kering SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9336139) | 07/06/26 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (578979)<br>|
| Kering SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5201790) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (274606)<br>|

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Keyera Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(193780) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; $956 |
| KH Neochem Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2231713) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (134133)<br>|
| KH Neochem Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (230621) | 08/19/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (11642)<br>|
| Kikkoman Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (126670) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (4226)<br>|
| Kikkoman Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (14607757) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (397832)<br>|
| Kikkoman Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13915117) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (189135)<br>|
| Kikkoman Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (680106) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (22691)<br>|
| Kikkoman Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (72261) | 08/19/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2411)<br>|
| Kikkoman Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (146793) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (4308)<br>|
| Kikkoman Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (151324) | 04/18/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (5049)<br>|
| Kilroy Realty Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1241049) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 673 |
| Kilroy Realty Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9394060) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (255298)<br>|
| Kilroy Realty Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8032) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 107 |
| Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (243434) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 1297 |
| Kingfisher PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (881376) | 03/22/27 | (0.10)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 3199 |
| Kingspan Group PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (31098) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (688)<br>|
| Kingspan Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5808412) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (62433)<br>|
| Kinsale Capital Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4591115) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 422628 |
| Kintetsu Group Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (27568963) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1374125)<br>|
| KION Group AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6864684) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (449593)<br>|
| KION Group AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1458561) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (23905)<br>|
| KION Group AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7851043) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (157224)<br>|
| Kiyo Bank Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1175100) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (47413)<br>|
| Kiyo Bank Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (616814) | 08/19/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (25369)<br>|
| KKR & Co., Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1951703) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (12323)<br>|
| KKR & Co., Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8221474) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 203987 |
| KLA Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7720334) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 330328 |
| Klaviyo, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1857537) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 52120 |
| Klaviyo, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2812624) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 193756 |
| Knowles Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2594353) | 12/08/25 | (0.12)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (319989)<br>|
| Knowles Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1219007) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (194123)<br>|
| Kobayashi Pharmaceutical Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (176538) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2816)<br>|
| Kobayashi Pharmaceutical Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (21095817) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (584953)<br>|
| Kobe Bussan Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1710538) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 110117 |
| Kobe Bussan Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6289871) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 311591 |
| Kobe Bussan Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6032112) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 298822 |
| Kobe Bussan Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (253196) | 12/08/25 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 26847 |
| Kobe Steel Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (945848) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (22115)<br>|
| Kobe Steel Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (97698) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2284)<br>|
| Kobe Steel Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (178240) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (5244)<br>|
| Koei Tecmo Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (14032513) | 05/12/27 | (0.58)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 558787 |
| Kokusai Electric Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1098953) | 02/15/28 | (5.00)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 21873 |
| Kokusai Electric Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9139641) | 05/12/27 | (0.81)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 110269 |
| Kokusai Electric Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7868447) | 09/09/27 | (0.81)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 94932 |
| Kokusai Electric Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (163088) | 01/07/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1968 |
| Kokusai Electric Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4024600) | 04/18/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (5621)<br>|
| Komatsu Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (266819) | 02/26/26 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3811)<br>|
| KOMEDA Holdings Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1804208) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (44642)<br>|
| Konami Group Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3543001) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (27454)<br>|
| Konami Group Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6035789) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (195536)<br>|
| Kongsberg Gruppen ASA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4439538) | 02/03/27 | (0.26)% | NOWA | Monthly  | &nbsp;&nbsp; 69579 |
| Koninklijke Philips NV | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11029576) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (432991)<br>|
| Koninklijke Philips NV | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3837661) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (142028)<br>|
| Koninklijke Philips NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2589203) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (76128)<br>|
| Koninklijke Vopak NV | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7813376) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (264218)<br>|
| Koninklijke Vopak NV | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (12259407) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (225632)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Kosaido Holdings Co. Ltd. | Bank of America N.A. | $(209839) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; $7069 |
| Kosaido Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (397448) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (4455)<br>|
| Kosaido Holdings Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (195410) | 08/19/26 | (0.60)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 6583 |
| Kotobuki Spirits Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11320343) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 249120 |
| Kotobuki Spirits Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (369991) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (963)<br>|
| Kraft Heinz Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (36352028) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (455741)<br>|
| Krosaki Harima Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (57848) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 593 |
| Krosaki Harima Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (824922) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1840)<br>|
| Krosaki Harima Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (67510) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; 1094 |
| Krosaki Harima Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (198593) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1636 |
| Kulicke & Soffa Industries, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7651939) | 12/08/25 | (0.14)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 849293 |
| Kulicke & Soffa Industries, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2345031) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 160070 |
| Kumiai Chemical Industry Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (257811) | 05/12/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3060)<br>|
| Kumiai Chemical Industry Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (675206) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 4703 |
| Kura Sushi USA, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (394047) | 12/23/25 | (0.50)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2713)<br>|
| Kura Sushi USA, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1316783) | 04/16/26 | (0.37)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (275260)<br>|
| Kura Sushi USA, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (892314) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (6144)<br>|
| Kurabo Industries Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (284045) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (23779)<br>|
| Kurabo Industries Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (410497) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (35317)<br>|
| Kurabo Industries Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (220913) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (17916)<br>|
| Kurabo Industries Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (162762) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (12379)<br>|
| Kurabo Industries Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (70923) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3380)<br>|
| Kurabo Industries Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (225390) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (24054)<br>|
| Kurabo Industries Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (125718) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (12272)<br>|
| Kusuri no Aoki Holdings Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6432621) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (104759)<br>|
| Kusuri no Aoki Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3309682) | 05/12/27 | (0.16)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 9050 |
| KYB Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1413345) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (16025)<br>|
| KYB Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3132228) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (104811)<br>|
| Kyoei Steel Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (637871) | 05/12/27 | (0.18)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 19966 |
| Kyoei Steel Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (194328) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 6083 |
| Kyoei Steel Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (437627) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (9276)<br>|
| Kyoto Financial Group, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (212251) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1219)<br>|
| Kyoto Financial Group, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8355148) | 03/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (48001)<br>|
| Kyoto Financial Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3566948) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (45773)<br>|
| Kyoto Financial Group, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (406478) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (5991)<br>|
| Kyoto Financial Group, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3333826) | 02/26/26 | (0.17)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 15984 |
| Kyowa Kirin Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3646168) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (139871)<br>|
| Kyowa Kirin Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (132120) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2729)<br>|
| Kyudenko Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1426900) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (47120)<br>|
| Kyudenko Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1717296) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (25893)<br>|
| Kyushu Electric Power Co., Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (187596) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 542 |
| Kyushu Electric Power Co., Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (139585) | 03/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 403 |
| Kyushu Electric Power Co., Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (778476) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (12291)<br>|
| Kyushu Electric Power Co., Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (192817) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 3104 |
| Kyushu Railway Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (228354) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1381)<br>|
| Kyushu Railway Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2152864) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (11490)<br>|
| L E Lundbergforetagen AB | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (961321) | 02/15/28 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 9387 |
| L E Lundbergforetagen AB | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2069) | 02/15/28 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 20 |
| L E Lundbergforetagen AB | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3891194) | 08/17/26 | (0.25)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 37996 |
| Laboratorios Farmaceuticos Rovi SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3065380) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (68930)<br>|
| Lam Research Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2174236) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 125502 |
| Land Securities Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (12088457) | 12/08/25 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 271743 |
| Landis&Gyr Group AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5440256) | 12/08/25 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (664956)<br>|
| Lantheus Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9491514) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 150888 |
| Lantheus Holdings, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2921622) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 362057 |
| Lantheus Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4870076) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 641533 |
| Lantheus Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4652829) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 528935 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| LANXESS AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(1331181) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; $72985 |
| LANXESS AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (10072804) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 810472 |
| Las Vegas Sands Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8444639) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (430192)<br>|
| LaSalle Logiport REIT | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3546395) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (120847)<br>|
| Lasertec Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1747347) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 185743 |
| Laureate Education, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1057057) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 27469 |
| Laurentian Bank of Canada | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1745171) | 02/15/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 3392 |
| Laurentian Bank of Canada | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2351662) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 6090 |
| La-Z-Boy, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8634059) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 724292 |
| LCI Industries | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10515374) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 497719 |
| Legacy Housing Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (594513) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8381 |
| Legacy Housing Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (69248) | 12/08/25 | (0.50)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2734 |
| Legacy Housing Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (31008) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 437 |
| Legrand SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (30052423) | 02/15/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (4084666)<br>|
| Legrand SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (15187097) | 02/15/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (2116449)<br>|
| Legrand SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (284287) | 06/25/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (5957)<br>|
| Legrand SA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2642231) | 07/06/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (143813)<br>|
| Leidos Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (387460) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4140 |
| Lemonade, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1385896) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 43810 |
| Lennox International, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4551218) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 288218 |
| Leo Lithium Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10965) | 08/19/26 | (1.27)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 6627 |
| Leonardo DRS, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1007564) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 119986 |
| Levi Strauss & Co., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3043281) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 183033 |
| &nbsp;&nbsp;&nbsp; Liberty Media Corp.-Liberty Live, <br> Class C<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3024963) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (236591)<br>|
| &nbsp;&nbsp;&nbsp; Liberty Media Corp-Liberty Formula <br> One, Class C<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7621139) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 144964 |
| Life360, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1498099) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 2297 |
| Life360, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1371450) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (7170)<br>|
| Lifedrink Co. Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (71931) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (11711)<br>|
| Lifedrink Co., Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (223273) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (17198)<br>|
| Lifedrink Co., Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17257) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (2160)<br>|
| Lifedrink Co., Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (152700) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (13091)<br>|
| Lifedrink Co., Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (120741) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (19658)<br>|
| LIFENET INSURANCE CO. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1729222) | 05/12/27 | (1.49)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (79345)<br>|
| LIFENET INSURANCE CO. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1244236) | 03/24/27 | (1.50)% | 1D TONA | Monthly  | &nbsp;&nbsp; (124186)<br>|
| LIFENET INSURANCE CO. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1552686) | 02/26/26 | (1.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (57453)<br>|
| LIFENET INSURANCE CO. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2980552) | 01/06/27 | (1.35)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (136727)<br>|
| LIFENET INSURANCE CO. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (738754) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (68421)<br>|
| Lifestyle Communities Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (360853) | 02/15/28 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 5527 |
| Lifestyle Communities Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1004755) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 37039 |
| Lifestyle Communities Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (794632) | 01/06/27 | (0.84)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 34697 |
| Ligand Pharmaceuticals, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1967966) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 28740 |
| Limbach Holdings, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (943145) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 47713 |
| Limbach Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (885569) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 44800 |
| Linamar Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1588307) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 11999 |
| Lincoln National Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11896393) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (1244811)<br>|
| Lindab International AB | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (250525) | 11/17/25 | (0.25)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (6953)<br>|
| Lindab International AB | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1780286) | 01/04/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (6566)<br>|
| Linde PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11842982) | 12/23/25 | 0.10% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 295058 |
| Lineage, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3065714) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 35117 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Lineage, Inc. | SG Americas Securities LLC | $(188485) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $1602 |
| Liquidia Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (949707) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 13506 |
| Liquidia Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (855411) | 12/23/25 | (0.50)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 24846 |
| Liquidia Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2304846) | 01/04/27 | (0.23)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (222098)<br>|
| Liquidity Services, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (161984) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6430 |
| Lixil Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5293390) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (87897)<br>|
| Lixil Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (36522861) | 05/12/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1655896)<br>|
| LKQ Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6760949) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 937441 |
| Loar Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1996791) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 24355 |
| Logista Integral SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8521994) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (91442)<br>|
| LondonMetric Property PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2764219) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 37463 |
| LondonMetric Property PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3467286) | 01/04/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 77159 |
| LondonMetric Property PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8269344) | 12/08/25 | (0.22)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 159064 |
| LondonMetric Property PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2078532) | 12/08/25 | (0.22)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 39760 |
| LondonMetric Property PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5024449) | 09/03/29 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 62524 |
| Lonza Group AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8767843) | 12/08/25 | 0.10% | SSARON | Monthly  | &nbsp;&nbsp; (165904)<br>|
| Lonza Group AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (16605372) | 12/08/25 | 0.09% | SSARON | Monthly  | &nbsp;&nbsp; (310759)<br>|
| Lotus Bakeries NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (828237) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 16613 |
| Lotus Bakeries NV | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1043924) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 20940 |
| Lotus Bakeries NV | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5090206) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 102102 |
| Lotus Bakeries NV | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2406447) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 123756 |
| Lotus Bakeries NV | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4634639) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 238344 |
| Lotus Bakeries NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1667087) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 26931 |
| Lotus Bakeries NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (335136) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 5414 |
| LPL Financial Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2833866) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (14203)<br>|
| LSI Industries, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (58950) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2519)<br>|
| LSI Industries, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (270323) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (11552)<br>|
| LSI Industries, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1055220) | 12/08/25 | (0.24)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (38241)<br>|
| LTC Properties, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13274023) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 499151 |
| Lumen Technologies, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (576291) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8925 |
| Lumen Technologies, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6217982) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 109810 |
| Lumentum Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (504805) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (38770)<br>|
| Lumine Group, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3278251) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (48035)<br>|
| LyondellBasell Industries NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2847833) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 176855 |
| &nbsp;&nbsp;&nbsp; M&A Research Institute Holdings, <br> Inc.<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1937973) | 02/15/28 | (1.00)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (11133)<br>|
| &nbsp;&nbsp;&nbsp; M&A Research Institute Holdings, <br> Inc.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (965053) | 05/12/27 | (0.90)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (4106)<br>|
| &nbsp;&nbsp;&nbsp; M&A Research Institute Holdings, <br> Inc.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (648788) | 01/06/27 | (0.75)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2114)<br>|
| M&G PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4531403) | 12/08/25 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (79999)<br>|
| M3, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (621048) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (13570)<br>|
| M3, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (534390) | 03/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (11677)<br>|
| M3, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8900729) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (79851)<br>|
| M3, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9928897) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (111839)<br>|
| Macerich Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6859452) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (299914)<br>|
| Macerich Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9798414) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 404754 |
| Macerich Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3975895) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (130236)<br>|
| Macy's, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1829414) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 53434 |
| &nbsp;&nbsp;&nbsp; Madison Square Garden Sports <br> Corp.<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8695636) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 87793 |
| Madrigal Pharmaceuticals, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (313713) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 10901 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Magellan Financial Group Ltd. | Barclays Bank PLC | $(2742601) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; $(94881)<br>|
| Mainfreight Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (255484) | 03/22/27 | (0.25)% | 1D NZOCO | Monthly  | &nbsp;&nbsp; 26323 |
| Mainfreight Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1083097) | 08/19/26 | (0.40)% | 1D NZOCO | Monthly  | &nbsp;&nbsp; 111592 |
| Makita Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1252337) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (41712)<br>|
| Makita Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4009565) | 03/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (129535)<br>|
| Makita Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (166313) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (10148)<br>|
| Makita Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8358639) | 09/09/26 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (275580)<br>|
| Makita Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3743174) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (92537)<br>|
| Mandatum Oyj | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1632550) | 08/19/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (71035)<br>|
| Mandatum Oyj | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4688293) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (73579)<br>|
| Manhattan Associates, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (534145) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5424 |
| Mani, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (146384) | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 700 |
| Manulife Financial Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10612960) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (248286)<br>|
| Manulife Financial Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1737451) | 12/08/25 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (38269)<br>|
| Maplebear, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5818092) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 231745 |
| Maplebear, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5611598) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 148151 |
| Mapletree Logistics Trust | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2974) | 08/19/26 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; 39 |
| Mapletree Logistics Trust | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (211553) | 01/06/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; 8000 |
| MARA Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (380577) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 11991 |
| Marathon Petroleum Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3972495) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 215040 |
| MarineMax, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (139866) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 13334 |
| Markel Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (15620906) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (77897)<br>|
| Marks & Spencer Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8288882) | 08/17/26 | (0.15)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 22654 |
| Marks & Spencer Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5890070) | 04/18/28 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (154264)<br>|
| Marqeta, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1200298) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 26765 |
| Marqeta, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5448223) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 188730 |
| Marriott International, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11998290) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 402170 |
| Marriott International, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (16075303) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 926185 |
| Marriott Vacations Worldwide Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1660788) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 76960 |
| Mars Group Holdings Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (128913) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2809)<br>|
| Mars Group Holdings Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (146407) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1042)<br>|
| Marshalls PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1848993) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 339164 |
| Marten Transport Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (878148) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 64875 |
| Marten Transport Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (225801) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 24942 |
| Marten Transport Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2778518) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 205268 |
| Martin Marietta Materials, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8970667) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (61273)<br>|
| Martinrea International, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (387351) | 08/19/26 | (0.20)% | 1D CORRA | Monthly  | &nbsp;&nbsp; 9979 |
| Marubeni Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (540040) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (27083)<br>|
| Marubeni Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2602719) | 03/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (130525)<br>|
| Marubeni Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (479277) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (22329)<br>|
| Marubeni Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9851340) | 09/09/26 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (494038)<br>|
| Marubeni Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (16197294) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (812284)<br>|
| Maruichi Steel Tube Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (727151) | 05/12/27 | (0.56)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (529)<br>|
| Maruwa Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2385456) | 02/26/26 | (0.16)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (236877)<br>|
| Maruwa Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3209622) | 02/26/26 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 225588 |
| Maruwa Co. Ltd./Aichi | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (494330) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (18080)<br>|
| Maruwa Co. Ltd./Aichi | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (29113541) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2046242 |
| Maruwa Co. Ltd./Aichi | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (15796211) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1026749 |
| Maruwa Co. Ltd./Aichi | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (581565) | 08/19/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (21270)<br>|
| Maruwa Co. Ltd./Aichi | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3644968) | 12/08/25 | (0.17)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (273461)<br>|
| Maruwa Co. Ltd./Aichi | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2771992) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (212042)<br>|
| Maruzen Showa Unyu Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (282975) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (12532)<br>|
| Maruzen Showa Unyu Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (526154) | 05/12/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (17198)<br>|
| Maruzen Showa Unyu Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (182445) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (8205)<br>|
| Maruzen Showa Unyu Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (208626) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (10621)<br>|
| Maruzen Showa Unyu Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (133005) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (5216)<br>|
| Marzetti Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (740055) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 5551 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Masco Corp. | Citibank N.A. | $(858592) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(24782)<br>|
| Masimo Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (201057) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 53 |
| Masterbrand, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7733977) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 251015 |
| Mastercard, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (995710) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (13739)<br>|
| Mastercard, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2173018) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (29984)<br>|
| Mastercard, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8321862) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (59628)<br>|
| Matador Resources Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6422524) | 12/08/25 | (0.14)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 261645 |
| Matas A/S | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1156636) | 02/15/28 | (0.26)% | 1W CIBOR | Monthly  | &nbsp;&nbsp; 34582 |
| Matas A/S | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1471628) | 06/17/26 | (0.25)% | DESTR | Monthly  | &nbsp;&nbsp; 41072 |
| Matas A/S | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1858185) | 01/04/27 | (0.26)% | DESTR | Monthly  | &nbsp;&nbsp; 3254 |
| Matsui Securities Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7931942) | 05/12/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (370589)<br>|
| Matsui Securities Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (834716) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (39234)<br>|
| MatsukiyoCocokara & Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6481282) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 195617 |
| MatsukiyoCocokara & Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8744755) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 263932 |
| MatsukiyoCocokara & Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6800723) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (70181)<br>|
| MatsukiyoCocokara & Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5451147) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (56254)<br>|
| Mattel, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (621593) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 10440 |
| &nbsp;&nbsp;&nbsp; Matthews International Corp., <br> Class A<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (747840) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 33744 |
| &nbsp;&nbsp;&nbsp; Matthews International Corp., <br> Class A<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1220501) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 74635 |
| Max Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (126157) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1153)<br>|
| Max Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (304632) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (6940)<br>|
| Max Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (51405) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2199)<br>|
| Mazda Motor Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (781780) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 10631 |
| McCormick & Co. Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (859911) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8819 |
| McCormick & Co. Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (831638) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8657 |
| MDA Space Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1302780) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (2240)<br>|
| Mebuki Financial Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4018048) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (135250)<br>|
| Mebuki Financial Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8191890) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (276283)<br>|
| Mebuki Financial Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (490113) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (37453)<br>|
| Mebuki Financial Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (766148) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (58547)<br>|
| Medibank Pvt Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (219424) | 05/12/27 | (0.39)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (4214)<br>|
| Medibank Pvt Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (133051) | 09/07/26 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; 83 |
| Medical Properties Trust, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1263947) | 02/15/28 | (1.36)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (15528)<br>|
| Medical Properties Trust, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3079379) | 01/04/27 | (1.53)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 189392 |
| Medical Properties Trust, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2144428) | 12/08/25 | (0.75)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 55765 |
| Medley, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (441684) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 24351 |
| Medley, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (14847186) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 187329 |
| MEG Energy Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5514294) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (39613)<br>|
| MEG Energy Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1421262) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 12558 |
| Megaport Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1054792) | 05/12/27 | (0.40)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (12290)<br>|
| Megmilk Snow Brand Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (248459) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (998)<br>|
| Megmilk Snow Brand Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (304356) | 02/26/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 3874 |
| MEIJI Holdings Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1774302) | 03/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 31254 |
| MEIJI Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3456386) | 09/09/27 | (0.18)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (9489)<br>|
| Meiko Electronics Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5065252) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (423145)<br>|
| Meiko Electronics Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (396970) | 02/26/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (4859)<br>|
| Melexis NV | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1454221) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 117268 |
| Melexis NV | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (346783) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 30136 |
| Melia Hotels International SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2238460) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (46192)<br>|
| Melia Hotels International SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5961967) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (278789)<br>|

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Menora Mivtachim Holdings Ltd. | BNP Paribas SA | $(197632) | 06/17/27 | (0.75)% | SHIR | Monthly  | &nbsp;&nbsp; $6125 |
| Mercari, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1876129) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 98703 |
| Mercari, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1138561) | 03/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 59899 |
| Mercari, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11575008) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 579376 |
| Mercari, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (12347109) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 646610 |
| Mercari, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3152566) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 378866 |
| Mercari, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1028312) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 123579 |
| Merck KGaA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3334975) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 48137 |
| Mercury General Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (258810) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1477 |
| Meridian Energy Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2096933) | 10/09/27 | (0.40)% | 1M BBR | Monthly  | &nbsp;&nbsp; 25920 |
| Meridian Energy Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3225143) | 09/07/26 | (0.25)% | 1D NZOCO | Monthly  | &nbsp;&nbsp; 52117 |
| Meridian Energy Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (403454) | 03/22/27 | (0.25)% | 1D NZOCO | Monthly  | &nbsp;&nbsp; 4959 |
| Meridian Energy Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2172278) | 12/08/25 | (0.26)% | 1D NZOCO | Monthly  | &nbsp;&nbsp; 93498 |
| Meridian Energy Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2008235) | 12/08/25 | (0.29)% | 1D NZOCO | Monthly  | &nbsp;&nbsp; 95449 |
| Meridian Energy Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1865532) | 09/03/29 | 0.00% | 1M BBR | Monthly  | &nbsp;&nbsp; 29341 |
| MeridianLink, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1132624) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (709)<br>|
| MeridianLink, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (505067) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (316)<br>|
| MeridianLink, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (247279) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (155)<br>|
| Merit Medical Systems, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3553257) | 12/08/25 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1)<br>|
| Merlin Properties Socimi SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1715306) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (102334)<br>|
| Meta Platforms, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (13122812) | 04/16/26 | 0.15% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1244609)<br>|
| Meta Platforms, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (11269354) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1268108)<br>|
| Metallus, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (639539) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 809 |
| Metallus, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1700099) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 104046 |
| Metallus, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (766685) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 969 |
| Metropole Television SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5577831) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 102621 |
| Metropolitan Bank Holding Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1454006) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 42078 |
| Metso OYJ | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1480665) | 08/19/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 59983 |
| Metso OYJ | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (290277) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 15945 |
| Metso OYJ | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9685872) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 240034 |
| MFA Financial, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1190439) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 18057 |
| MGE Energy, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1139944) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 7864 |
| MGE Energy, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5354178) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 36934 |
| MGM Resorts International | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3695420) | 12/08/25 | (0.12)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 105386 |
| MGP Ingredients, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2480879) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 261352 |
| Micronics Japan Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6843289) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (93564)<br>|
| Micronics Japan Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (465911) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (432)<br>|
| Micronics Japan Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (891353) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (12187)<br>|
| Micronics Japan Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1397057) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (38405)<br>|
| MicroStrategy, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8560833) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 492690 |
| &nbsp;&nbsp;&nbsp; Mid-America Apartment Communities, <br> Inc.<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3604209) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 167231 |
| &nbsp;&nbsp;&nbsp; Mid-America Apartment Communities, <br> Inc.<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3136751) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 182610 |
| Middleby Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5720742) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 110505 |
| Middlesex Water Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1200021) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 30249 |
| Middlesex Water Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1032512) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 53144 |
| Middlesex Water Co. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (768192) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 25616 |
| Middlesex Water Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1018803) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 23748 |
| MidWestOne Financial Group, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (284086) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 19592 |
| MidWestOne Financial Group, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (171239) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4788 |
| Millrose Properties, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (27371368) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 1071038 |
| MinebeaMitsumi, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (694546) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (53027)<br>|
| MinebeaMitsumi, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8273323) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (623578)<br>|
| Mineral Resources Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (384082) | 05/12/27 | (0.40)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 41406 |
| Minerals Technologies, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4794361) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 143175 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Minto Apartment REIT | Barclays Bank PLC | $(961658) | 12/23/25 | (3.75)% | CABROVER | Monthly  | &nbsp;&nbsp; $51982 |
| Minto Apartment REIT | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (353630) | 08/18/26 | (1.00)% | 1D CORRA | Monthly  | &nbsp;&nbsp; 17068 |
| Minto Apartment REIT | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1001542) | 01/04/27 | (2.00)% | CABROVER | Monthly  | &nbsp;&nbsp; 54137 |
| Mirion Technologies, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (823152) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (15621)<br>|
| Mitek Systems, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1595028) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 57939 |
| Mitek Systems, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (722283) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 26237 |
| Mitsubishi Chemical Group Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (549473) | 02/26/26 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 3706 |
| Mitsubishi Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8212533) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (169902)<br>|
| Mitsubishi Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4316894) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (89308)<br>|
| Mitsubishi Electric Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2229066) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (67391)<br>|
| &nbsp;&nbsp;&nbsp; Mitsubishi Estate Logistics REIT <br> Investment Corp.<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1003182) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (6470)<br>|
| &nbsp;&nbsp;&nbsp; Mitsubishi Estate Logistics REIT <br> Investment Corp.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (618694) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (10844)<br>|
| Mitsubishi Motors Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3986203) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (72245)<br>|
| Mitsubishi Motors Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (142784) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 4043 |
| Mitsubishi Pencil Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (430186) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (5784)<br>|
| Mitsubishi Pencil Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (14895) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (186)<br>|
| Mitsuboshi Belting Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (693733) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (32786)<br>|
| Mitsuboshi Belting Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (395216) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (16876)<br>|
| Mitsuboshi Belting Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (180474) | 08/19/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (7706)<br>|
| Mitsuboshi Belting Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (300239) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (14189)<br>|
| Mitsuboshi Belting Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (53554) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3614)<br>|
| Mitsui E&S Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11591214) | 05/12/27 | (0.50)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (348993)<br>|
| Mitsui E&S Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5414357) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (163018)<br>|
| Mitsui Fudosan Logistics Park, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7830069) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 99827 |
| Mitsui Fudosan Logistics Park, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11464316) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 111969 |
| Mitsui Fudosan Logistics Park, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (260753) | 08/19/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 3324 |
| Mitsui Fudosan Logistics Park, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (91636) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2474 |
| Mitsui OSK Lines Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5101011) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (324013)<br>|
| Mitsui-Soko Holdings Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5413977) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (172615)<br>|
| Mitsui-Soko Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6907541) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (282274)<br>|
| Mitsui-Soko Holdings Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (276824) | 03/24/27 | (0.15)% | 1D TONA | Monthly  | &nbsp;&nbsp; (9002)<br>|
| Mitsui-Soko Holdings Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (523470) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (6607)<br>|
| Mitsui-Soko Holdings Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1641418) | 12/08/25 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (47552)<br>|
| Mitsui-Soko Holdings Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (903452) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (29379)<br>|
| Mizrahi Tefahot Bank Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6344050) | 02/15/28 | (0.60)% | SHIR | Monthly  | &nbsp;&nbsp; 250557 |
| Mizrahi Tefahot Bank Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (513051) | 07/20/26 | (0.55)% | SHIR | Monthly  | &nbsp;&nbsp; 16019 |
| Mizrahi Tefahot Bank Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2129020) | 12/08/25 | (0.70)% | SHIR | Monthly  | &nbsp;&nbsp; 128043 |
| Mizuho Leasing Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12715) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (343)<br>|
| Mizuho Leasing Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (499740) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (4906)<br>|
| Mizuno Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (763003) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (18468)<br>|
| Mizuno Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1038334) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (30953)<br>|
| Mizuno Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1294355) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (31779)<br>|
| Mizuno Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (928430) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 10337 |
| Mizuno Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (400809) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (12697)<br>|
| Mizuno Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (267713) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (10994)<br>|
| Modine Manufacturing Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3941141) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1710782)<br>|
| Modine Manufacturing Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6294392) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2269545)<br>|
| Mohawk Industries, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2758333) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (127548)<br>|
| Molina Healthcare, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (801088) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 9843 |
| Monarch Casino & Resort, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (608539) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8591 |
| Moncler SpA | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (278933) | 06/25/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 5284 |
| Monday.com Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9686935) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 850647 |
| Mondelez International, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (68904355) | 12/08/25 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3535627 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Mondi PLC | Barclays Bank PLC | $(6080786) | 08/17/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; $656541 |
| Mondi PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (196462) | 12/10/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 21212 |
| Mondi PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (11628538) | 12/08/25 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 1603307 |
| Mondi PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6445926) | 12/08/25 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 889648 |
| Money Forward, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (29386638) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (4545000)<br>|
| MongoDB, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5638502) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (314219)<br>|
| MongoDB, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (20893182) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2213074)<br>|
| Monogatari Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2042626) | 05/12/27 | (0.17)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (28567)<br>|
| Monolithic Power Systems, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (17391837) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 211123 |
| MonotaRO Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7511069) | 05/12/27 | (0.17)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (94265)<br>|
| MonotaRO Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8138432) | 09/09/27 | (0.17)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (95486)<br>|
| MonotaRO Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2099554) | 12/08/25 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 80250 |
| MonotaRO Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (866483) | 12/08/25 | (0.16)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 33119 |
| MONY Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (176545) | 03/17/27 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 557 |
| Morgan Advanced Materials PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (257930) | 12/08/25 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (9212)<br>|
| Morgan Advanced Materials PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1903628) | 04/24/28 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (16553)<br>|
| Mori Hills REIT Investment Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (110679) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1384)<br>|
| Mori Hills REIT Investment Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2172892) | 05/12/27 | (0.18)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (22285)<br>|
| Morinaga Milk Industry Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1416776) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 31482 |
| Morinaga Milk Industry Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3543999) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (44282)<br>|
| MOS Food Services, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1001757) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (24398)<br>|
| Mosaic Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8190836) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (25097)<br>|
| Msa Safety, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (16723953) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (705528)<br>|
| Msa Safety, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (20792688) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (422223)<br>|
| MSCI, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (838551) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (23136)<br>|
| MTR Corp. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3048764) | 02/15/28 | (0.30)% | HONIA | Monthly  | &nbsp;&nbsp; (59276)<br>|
| MTR Corp. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1062127) | 02/15/28 | (0.30)% | HONIA | Monthly  | &nbsp;&nbsp; (20650)<br>|
| MTR Corp. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (416382) | 08/19/26 | (0.22)% | HONIA | Monthly  | &nbsp;&nbsp; (8096)<br>|
| MTR Corp. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5837455) | 01/06/27 | (0.30)% | HONIA | Monthly  | &nbsp;&nbsp; (60266)<br>|
| MTR Corp. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5134204) | 04/18/28 | 0.00% | HONIA | Monthly  | &nbsp;&nbsp; (99822)<br>|
| MTR Corp. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5414732) | 09/03/29 | 0.00% | HONIA | Monthly  | &nbsp;&nbsp; (105276)<br>|
| MTU Aero Engines AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8998449) | 02/15/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 317 |
| MTU Aero Engines AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (25005853) | 02/15/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 880 |
| MTY Food Group, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (190359) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 2352 |
| &nbsp;&nbsp;&nbsp; Muenchener Rueckversicherungs-<br> Gesellschaft AG in Muenchen<br>| Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (22082347) | 06/25/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (122770)<br>|
| &nbsp;&nbsp;&nbsp; Muenchener Rueckversicherungs-<br> Gesellschaft AG in Muenchen, <br> Registered Shares<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (15469307) | 12/08/25 | (0.22)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (54897)<br>|
| Musashi Seimitsu Industry Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2985013) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (72154)<br>|
| Musashi Seimitsu Industry Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2748541) | 05/12/27 | (0.17)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 44455 |
| Musashi Seimitsu Industry Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1061567) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 45382 |
| Musashi Seimitsu Industry Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5030660) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (65337)<br>|
| Nagoya Railroad Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1785360) | 05/12/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (15111)<br>|
| Namura Shipbuilding Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10775789) | 05/12/27 | (1.22)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (174018)<br>|
| Nankai Electric Railway Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5155720) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (514422)<br>|
| Nankai Electric Railway Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (80549) | 08/19/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (7796)<br>|
| Nanto Bank Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (138423) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 3462 |
| Napco Security Technologies, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1906813) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (48023)<br>|
| National Australia Bank Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (12256772) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (459748)<br>|
| National Australia Bank Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4609490) | 09/09/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (172901)<br>|
| National Australia Bank Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2884470) | 09/07/26 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 22888 |
| National Australia Bank Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5690648) | 01/06/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (213455)<br>|
| National Australia Bank Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6997750) | 01/07/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (262484)<br>|
| National Bank of Canada | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (984502) | 08/18/26 | (0.20)% | 1D CORRA | Monthly  | &nbsp;&nbsp; (26155)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| National Bank of Canada | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(22771122) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; $(208855)<br>|
| National Bank of Canada | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (26071006) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (186743)<br>|
| National Grid PLC | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (313963) | 06/25/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (6087)<br>|
| National Grid PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9800092) | 01/04/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 185005 |
| National Health Investors, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1742055) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 15814 |
| National Health Investors, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4840254) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 28926 |
| National Presto Industries, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (346967) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 28489 |
| National Presto Industries, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (167158) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 13417 |
| National Storage REIT | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (741828) | 02/15/28 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (11363)<br>|
| National Storage REIT | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1738413) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (27319)<br>|
| National Vision Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (10155004) | 12/08/25 | (0.14)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 192998 |
| Navient Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2052623) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 172868 |
| Navient Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2484124) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 283948 |
| Navigator Co SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8392072) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 277197 |
| Navigator Holdings Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (495874) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 10111 |
| Navigator Holdings Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (891514) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 19480 |
| &nbsp;&nbsp;&nbsp; Navitas Semiconductor Corp., <br> Class A<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (748342) | 12/23/25 | (2.25)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8818 |
| &nbsp;&nbsp;&nbsp; Navitas Semiconductor Corp., <br> Class A<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (690353) | 04/16/26 | (2.30)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (121892)<br>|
| &nbsp;&nbsp;&nbsp; Navitas Semiconductor Corp., <br> Class A<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (326683) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (57681)<br>|
| NB Bancorp, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3249336) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 271354 |
| NB Bancorp, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (221399) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 14018 |
| NBT Bancorp, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2171691) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 45049 |
| NBT Bancorp, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4160864) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 104879 |
| NBT Bancorp, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (977807) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 26440 |
| NBT Bancorp, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (561019) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 13934 |
| NCC Group PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (360759) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (23578)<br>|
| nCino, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (18687580) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1975892 |
| NCR Atleos Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8339793) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1130019)<br>|
| NCR Voyix Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4086940) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 81611 |
| NCR Voyix Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (451534) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 14877 |
| Nelnet, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3293497) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (141795)<br>|
| Nelnet, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1515048) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (10515)<br>|
| Neogen Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (573548) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 36929 |
| Neogen Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (750425) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 48317 |
| Neogen Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3066799) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 345308 |
| NeoGenomics, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2336223) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 818462 |
| Nestle SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (12651838) | 12/08/25 | 0.10% | SSARON | Monthly  | &nbsp;&nbsp; 1180803 |
| Nestle SA, Registered Shares | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (32604687) | 12/08/25 | 0.10% | SSARON | Monthly  | &nbsp;&nbsp; 3004134 |
| Netflix, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; (34027290) | 08/18/26 | 0.40% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 2723490 |
| New Jersey Resources Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2528257) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2164)<br>|
| New Wave Group AB | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8009585) | 12/08/25 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 542993 |
| New York Mortgage Trust, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1061912) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 71090 |
| Newmark Group, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (195280) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (22744)<br>|
| News Corp., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (11393069) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 52973 |
| Nexans SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1009387) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (89067)<br>|
| Nexans SA | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1923613) | 02/10/26 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (357516)<br>|
| Nexans SA | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7020970) | 02/10/26 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1304893)<br>|
| Nexans SA | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (624883) | 02/10/26 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (116139)<br>|
| Nexans SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4452654) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (398195)<br>|
| Nexgen Energy Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2057779) | 10/20/25 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 4416 |
| Nexgen Energy Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; (11945803) | 08/18/26 | (0.35)% | 1D CORRA | Monthly  | &nbsp;&nbsp; (12859)<br>|
| Nexgen Energy Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (388553) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 834 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Nexi SpA | Bank of America N.A. | $(402171) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; $7902 |
| Nexi SpA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1582630) | 08/19/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 31097 |
| Nextage Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (317841) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 5039 |
| Nextage Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2331284) | 05/12/27 | (0.59)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 12578 |
| Nextage Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (758790) | 01/06/27 | (0.64)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 4094 |
| NEXTDC Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1390280) | 02/15/28 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (51137)<br>|
| NEXTDC Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5003977) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (38118)<br>|
| NEXTDC Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (14080684) | 09/09/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (104643)<br>|
| NextDecade Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (59534) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 416 |
| NextDecade Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (368196) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 2575 |
| NextEra Energy, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7242037) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 230475 |
| NextEra Energy, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6569516) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 341960 |
| NextEra Energy, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2524274) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 192227 |
| NextNav, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1477109) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 113781 |
| NextNav, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (198196) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 16915 |
| NFI Group, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (270031) | 02/24/28 | (1.33)% | 1D CORRA | Monthly  | &nbsp;&nbsp; (8006)<br>|
| NFI Group, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1830696) | 01/04/27 | (2.93)% | CABROVER | Monthly  | &nbsp;&nbsp; 1915 |
| NFI Group, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (533574) | 04/21/28 | 0.00% | 1D CORRA | Monthly  | &nbsp;&nbsp; (16117)<br>|
| NHK Spring Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (377144) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (13566)<br>|
| NHK Spring Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3079440) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (101412)<br>|
| Niagen Bioscience, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (162494) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (420)<br>|
| Niagen Bioscience, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (18305) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (59)<br>|
| Niagen Bioscience, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (322933) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3762 |
| nib holdings Ltd./Australia | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2307452) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (43852)<br>|
| Nibe Industrier AB | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4989908) | 01/18/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (220499)<br>|
| Nibe Industrier AB | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1355990) | 12/08/25 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (69808)<br>|
| Nichias Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (239671) | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2456 |
| Nichicon Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (137550) | 03/24/27 | (0.15)% | 1D TONA | Monthly  | &nbsp;&nbsp; (340)<br>|
| Nick Scali Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7238979) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (43458)<br>|
| Nick Scali Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (59587) | 01/06/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (358)<br>|
| Nickel Industries Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2620230) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 132655 |
| Nickel Industries Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (207217) | 08/19/26 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 5245 |
| Nicolet Bankshares, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (279040) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 9430 |
| NIDEC Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3185915) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (200463)<br>|
| NIDEC Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (319468) | 03/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (22048)<br>|
| NIDEC Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6185403) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (391653)<br>|
| NIDEC Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2834149) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (160829)<br>|
| NIDEC Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (547694) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 4722 |
| NIDEC Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2387502) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 729 |
| Nihon M&A Center Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (29607814) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2473165)<br>|
| Nihon M&A Center Holdings, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1970690) | 02/26/26 | (0.17)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (73490)<br>|
| Nihon M&A Center Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (342226) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (19217)<br>|
| NIKE, Inc., Class B | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9376136) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 362696 |
| Nikon Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (586017) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (37474)<br>|
| Nikon Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (91280) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (5837)<br>|
| Nikon Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1695623) | 09/09/26 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (28203)<br>|
| Nikon Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8499084) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (149180)<br>|
| Nintendo Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (15568269) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 298408 |
| Nintendo Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2965385) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 56840 |
| Nintendo Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5259523) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 177927 |
| Nippon Accommodations Fund, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (28027) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (178)<br>|
| Nippon Accommodations Fund, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4955007) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (44192)<br>|
| Nippon Building Fund, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (543679) | 03/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (27816)<br>|
| Nippon Building Fund, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6122844) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (114066)<br>|
| Nippon Building Fund, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (25682434) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (504517)<br>|
| Nippon Building Fund, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6216093) | 09/09/26 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (318032)<br>|
| Nippon Building Fund, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4596401) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (235164)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Nippon Building Fund, Inc. | Goldman Sachs Bank USA | $(370889) | 08/19/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; $(18976)<br>|
| Nippon Building Fund, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (673243) | 12/08/25 | (0.24)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (45025)<br>|
| Nippon Building Fund, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (492404) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (29556)<br>|
| Nippon Building Fund, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1087358) | 04/18/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (55632)<br>|
| Nippon Building Fund, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1337817) | 09/03/29 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (68446)<br>|
| Nippon Carbon Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (181051) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2089)<br>|
| Nippon Carbon Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (708216) | 05/12/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (18878)<br>|
| Nippon Carbon Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (213478) | 08/19/26 | (0.08)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2463)<br>|
| Nippon Carbon Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (408223) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (7259)<br>|
| Nippon Paint Holdings Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1765916) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (83035)<br>|
| Nippon Paint Holdings Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (566767) | 03/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (11401)<br>|
| Nippon Paint Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (15645077) | 05/12/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (629251)<br>|
| Nippon Paint Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13513532) | 09/09/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (575287)<br>|
| Nippon Paint Holdings Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1151926) | 02/26/26 | (0.21)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (90034)<br>|
| Nippon Paint Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (455093) | 01/07/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (19649)<br>|
| Nippon Paint Holdings Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8025862) | 12/08/25 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (614444)<br>|
| Nippon Paint Holdings Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5464232) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (418331)<br>|
| Nippon Paper Industries Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3564931) | 05/12/27 | (0.48)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (50430)<br>|
| Nippon Sanso Holdings Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (34620099) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1212148 |
| Nippon Sanso Holdings Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (25531360) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 893926 |
| Nippon Sanso Holdings Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (385129) | 09/09/26 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; 9957 |
| Nippon Sanso Holdings Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (254330) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; 6576 |
| Nippon Sanso Holdings Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6302982) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 176362 |
| Nippon Sanso Holdings Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (564211) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 29768 |
| Nippon Sanso Holdings Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (366962) | 08/19/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 9488 |
| Nippon Sanso Holdings Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (374229) | 08/19/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 9675 |
| Nippon Sanso Holdings Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1254473) | 12/08/25 | (0.12)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 68790 |
| Nippon Sanso Holdings Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1823666) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 100002 |
| Nippon Sanso Holdings Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (254330) | 04/18/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 6576 |
| Nippon Sanso Holdings Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (530460) | 09/03/29 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 13715 |
| Nippon Steel Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (14087053) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (177357)<br>|
| Nippon Steel Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (15486820) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (194981)<br>|
| Nippon Television Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (17313610) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 45830 |
| Nippon Television Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (91695) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (7794)<br>|
| Nippon Yakin Kogyo Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6788793) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (119831)<br>|
| Nippon Yakin Kogyo Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (848036) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (11396)<br>|
| Nippon Yakin Kogyo Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (856134) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (19880)<br>|
| Nippon Yusen KK | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (532838) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (10743)<br>|
| Nippon Yusen KK | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1670706) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (33685)<br>|
| Nipro Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4045211) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (118524)<br>|
| Nipro Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (392473) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (17270)<br>|
| Nishimatsuya Chain Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (634988) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (22055)<br>|
| Nishimatsuya Chain Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2123821) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (93331)<br>|
| Nishimatsuya Chain Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (225401) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2944)<br>|
| Nishi-Nippon Railroad Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (430238) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (7894)<br>|
| Nissan Motor Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (345442) | 02/15/28 | (3.00)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (17130)<br>|
| Nissan Motor Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7866031) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (401865)<br>|
| Nissan Motor Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5122179) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (261685)<br>|
| Nissan Motor Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (202352) | 03/24/27 | (0.40)% | 1D TONA | Monthly  | &nbsp;&nbsp; (1621)<br>|
| Nissin Foods Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (717373) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2276 |
| Nissin Foods Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4671325) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 20344 |
| Nissui Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1156689) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2207)<br>|
| Nissui Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1819148) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (25160)<br>|
| Niterra Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4977077) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (180187)<br>|
| Niterra Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3020846) | 03/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (109365)<br>|
| Niterra Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3814401) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (181099)<br>|
| Niterra Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6611942) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (306927)<br>|
| Niterra Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2983991) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (232404)<br>|
| Nitori Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2656923) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2241)<br>|
| Nitori Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2693200) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 42505 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Nitto Boseki Co. Ltd. | Bank of America N.A. | $(2792401) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; $71171 |
| Nitto Boseki Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1860942) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 14706 |
| Nitto Boseki Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (260179) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2056 |
| Nitto Denko Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (12307615) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1195154)<br>|
| Nitto Denko Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2036613) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 8611 |
| Nitto Denko Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (99021) | 02/26/26 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (310)<br>|
| Nitto Denko Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (96935) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (14812)<br>|
| Nitto Kogyo Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (192865) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1585)<br>|
| Nitto Kogyo Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (790365) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (25000)<br>|
| Nitto Kogyo Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (219164) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1802)<br>|
| NKT A/S | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6578426) | 01/04/27 | (0.26)% | DESTR | Monthly  | &nbsp;&nbsp; (144979)<br>|
| nLight, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1432719) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (169273)<br>|
| nLight, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (697249) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (68923)<br>|
| nLight, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (836418) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (98821)<br>|
| nLight, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (320740) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (31282)<br>|
| Noble Corp. PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3266119) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 96641 |
| NOF Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1472498) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 19439 |
| Nojima Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2719338) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (174749)<br>|
| Nojima Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5878270) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (597992)<br>|
| Nojima Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1233263) | 08/19/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (62904)<br>|
| Nojima Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (394862) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (32622)<br>|
| NOK Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (136630) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2962)<br>|
| Nomad Foods Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1124939) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 11243 |
| Nomad Foods Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4961729) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 106673 |
| Nomura Micro Science Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (239090) | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 4612 |
| &nbsp;&nbsp;&nbsp; Nomura Real Estate Master Fund, <br> Inc.<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5312475) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (286261)<br>|
| Norfolk Southern Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (31211145) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1948695)<br>|
| Norsk Hydro ASA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5959181) | 08/17/26 | (0.25)% | NOWA | Monthly  | &nbsp;&nbsp; 7925 |
| Norsk Hydro ASA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10267720) | 01/06/27 | (0.26)% | NOWA | Monthly  | &nbsp;&nbsp; 385850 |
| North Pacific Bank Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (109740) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1273)<br>|
| North Pacific Bank Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (184776) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1967)<br>|
| North Pacific Bank Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (76121) | 03/24/27 | 0.00% | 1D TONA | Monthly  | &nbsp;&nbsp; 822 |
| North Pacific Bank Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (328128) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 253 |
| North Pacific Bank Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (145282) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1568 |
| Northeast Bank | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (209088) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (7103)<br>|
| Northern Trust Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7262094) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (191586)<br>|
| Northwest Natural Holding Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6528285) | 12/08/25 | (0.13)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 182042 |
| Norwegian Cruise Line Holdings Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8111311) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1233962)<br>|
| Novanta, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5806518) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 74524 |
| Novanta, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5352392) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 346954 |
| Novonesis Novozymes B, Class B | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (14463359) | 02/15/28 | (0.26)% | 1W CIBOR | Monthly  | &nbsp;&nbsp; 822924 |
| Novonesis Novozymes B, Class B | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (14480197) | 05/11/26 | (0.26)% | DESTR | Monthly  | &nbsp;&nbsp; 550693 |
| Novonesis Novozymes B, Class B | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8819580) | 04/18/28 | 0.00% | DESTR | Monthly  | &nbsp;&nbsp; 501809 |
| Novonesis Novozymes B, Class B | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (34934424) | 09/03/29 | 0.00% | DESTR | Monthly  | &nbsp;&nbsp; 1987668 |
| NPR-RIKEN Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (82993) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2807)<br>|
| NPR-RIKEN Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3648916) | 05/12/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (148171)<br>|
| NS United Kaiun Kaisha Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (313617) | 05/12/27 | (0.17)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (27732)<br>|
| NS United Kaiun Kaisha Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (460408) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (28027)<br>|
| NSD Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (105472) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 233 |
| NSD Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (603133) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (11562)<br>|
| NSD Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (713598) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (11121)<br>|
| NTT Data Group Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1829077) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 14050 |
| NTT Data Group Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (349522) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2685 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| NTT Data Group Corp. | BNP Paribas SA | $(4988023) | 09/09/26 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; $35817 |
| NTT Data Group Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (20469544) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; 146984 |
| NTT Data Group Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1116330) | 12/08/25 | (0.23)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 8016 |
| Nu Skin Enterprises, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (205844) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1221 |
| Nu Skin Enterprises, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1359405) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8063 |
| Nuix Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (630978) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 15465 |
| Nuix Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (409214) | 01/06/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 10030 |
| NuScale Power Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5304047) | 01/06/27 | (0.73)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (688667)<br>|
| NuScale Power Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1413827) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (237831)<br>|
| Nutex Health, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (97922) | 04/16/26 | (3.01)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 24900 |
| Nutex Health, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (274768) | 01/04/27 | (2.83)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 35095 |
| NuVista Energy Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2889224) | 05/18/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (123471)<br>|
| NuVista Energy Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4236095) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (231948)<br>|
| nVent Electric PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1901169) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1052 |
| Nxera Pharma Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (986499) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (80555)<br>|
| NXP Semiconductors NV | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3448536) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 113724 |
| NXP Semiconductors NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7102437) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 234220 |
| OBIC Business Consultants Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (366012) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (20410)<br>|
| OBIC Business Consultants Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2617855) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (121705)<br>|
| OBIC Business Consultants Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (139703) | 02/26/26 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 283 |
| &nbsp;&nbsp;&nbsp; OC Oerlikon Corp. AG Pfaffikon, <br> Registered Shares<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (989598) | 03/17/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (45463)<br>|
| Occidental Petroleum Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2448508) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (21360)<br>|
| Occidental Petroleum Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (14605321) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 577828 |
| Ocular Therapeutix, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4285630) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 10422 |
| Odakyu Electric Railway Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (403082) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2184 |
| Odakyu Electric Railway Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8150295) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (130623)<br>|
| Ogaki Kyoritsu Bank Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (184009) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1321 |
| Ogaki Kyoritsu Bank Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (277954) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2669)<br>|
| Ogaki Kyoritsu Bank Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (510772) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 4143 |
| Ogaki Kyoritsu Bank Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (58877) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 492 |
| OGE Energy Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (387466) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4509)<br>|
| O-I Glass, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (13878875) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1365766 |
| Oisix ra daichi, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (522048) | 01/06/27 | (1.61)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1912)<br>|
| Oji Holdings Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (378085) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 7672 |
| Oji Holdings Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1807433) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 12392 |
| Okasan Securities Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (103299) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 8122 |
| Oklo, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2704151) | 01/06/27 | (0.58)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (673392)<br>|
| Old National Bancorp | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (16195409) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 871111 |
| Old National Bancorp | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (25863763) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2032135 |
| Ollie's Bargain Outlet Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1152510) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (10894)<br>|
| Ollie's Bargain Outlet Holdings, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (412614) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5593 |
| Omega Healthcare Investors, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9291116) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 19612 |
| Omron Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2466154) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (149984)<br>|
| Omron Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3224223) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (196087)<br>|
| OMV AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13315295) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 431028 |
| OMV AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (14888521) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 481955 |
| OMV AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5242505) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 159497 |
| OneSpan, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (773166) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 17804 |
| OneSpaWorld Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13213013) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (261495)<br>|
| Onestream, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8530714) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 738108 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| OPC Energy Ltd. | Bank of America N.A. | $(1027801) | 02/15/28 | (1.00)% | SHIR | Monthly  | &nbsp;&nbsp; $(73470)<br>|
| OPC Energy Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (633789) | 04/06/26 | (1.00)% | SHIR | Monthly  | &nbsp;&nbsp; (29839)<br>|
| OPC Energy Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (79729) | 06/17/27 | (1.10)% | SHIR | Monthly  | &nbsp;&nbsp; (5699)<br>|
| OPC Energy Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (155869) | 08/19/26 | (2.64)% | SHIR | Monthly  | &nbsp;&nbsp; (11142)<br>|
| OPC Energy Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (160692) | 06/07/28 | 0.00% | SHIR | Monthly  | &nbsp;&nbsp; (11487)<br>|
| Open House Group Co Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5264581) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 77526 |
| Open House Group Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2500621) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (19943)<br>|
| Open Text Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (507375) | 08/18/26 | (0.15)% | 1D CORRA | Monthly  | &nbsp;&nbsp; (32572)<br>|
| Open Text Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7351937) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 44764 |
| Open Text Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9180181) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (11388)<br>|
| OPENLANE, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3866898) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 37768 |
| OR Royalties, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (611363) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (3448)<br>|
| OR Royalties, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10257631) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 136789 |
| Ora Banda Mining Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (233983) | 02/25/26 | (2.80)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 12215 |
| Oracle Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (23623570) | 04/16/26 | 0.09% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1873717)<br>|
| Orchid Island Capital, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2206656) | 12/23/25 | (1.25)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 73555 |
| Orchid Island Capital, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2314960) | 04/16/26 | (1.12)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 69142 |
| Orchid Island Capital, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (461579) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 3945 |
| Orchid Island Capital, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5476202) | 01/04/27 | (1.08)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 199771 |
| Orchid Island Capital, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3547872) | 12/08/25 | (0.23)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 105609 |
| Orchid Island Capital, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (284191) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2429 |
| O'Reilly Automotive, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7743612) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 46729 |
| Organo Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5444558) | 05/12/27 | (0.18)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 53204 |
| Organo Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7975567) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; 70303 |
| Organo Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2130666) | 02/26/26 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 85033 |
| Organo Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (783137) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 620 |
| Orient Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2403879) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (55612)<br>|
| Orient Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (176509) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (4083)<br>|
| Oriental Land Co. Ltd./Japan | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (28218347) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 312013 |
| Oriental Land Co. Ltd./Japan | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (28415735) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 293201 |
| Origin Bancorp, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (183878) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4527 |
| Origin Energy Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8378224) | 09/09/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 298293 |
| Origin Energy Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7560393) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 130208 |
| Orion OYJ, Class B | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3370789) | 12/08/25 | 0.06% | 1D ESTR | Monthly  | &nbsp;&nbsp; (231213)<br>|
| Orion OYJ, Class B | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5910418) | 12/08/25 | (0.11)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (405416)<br>|
| Orkla ASA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (310769) | 02/15/28 | (0.26)% | NOWA | Monthly  | &nbsp;&nbsp; (1788)<br>|
| Orkla ASA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (196553) | 02/03/27 | (0.26)% | NOWA | Monthly  | &nbsp;&nbsp; (948)<br>|
| Orkla ASA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2431688) | 09/03/29 | 0.00% | NOWA | Monthly  | &nbsp;&nbsp; (13993)<br>|
| Ormat Technologies, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7326195) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (199892)<br>|
| Ormat Technologies, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; (11028064) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (336842)<br>|
| Ormat Technologies, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (17445250) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (538052)<br>|
| Orora Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (119352) | 02/15/28 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 4170 |
| Orora Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4862355) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 57643 |
| Orora Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1679783) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 58696 |
| Orrstown Financial Services, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12902) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 645 |
| Orrstown Financial Services, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (160110) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 7969 |
| Orrstown Financial Services, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (161133) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8005 |
| Orsted A/S | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2653160) | 05/11/26 | (0.26)% | DESTR | Monthly  | &nbsp;&nbsp; 56026 |
| Orsted A/S | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1187292) | 11/09/26 | (0.26)% | DESTR | Monthly  | &nbsp;&nbsp; 26820 |
| Orsted A/S | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4192785) | 08/17/26 | (0.25)% | DESTR | Monthly  | &nbsp;&nbsp; (125732)<br>|
| Orsted A/S | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (595478) | 01/04/27 | (0.26)% | DESTR | Monthly  | &nbsp;&nbsp; 13451 |
| Orsted A/S | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5285962) | 09/03/29 | 0.00% | DESTR | Monthly  | &nbsp;&nbsp; (133124)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| OrthoPediatrics Corp. | Bank of America N.A. | $(284627) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $18603 |
| Osaka Gas Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1186462) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (33063)<br>|
| Osaka Gas Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5646029) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (193518)<br>|
| Osaka Soda Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1754886) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (47436)<br>|
| Osaka Soda Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8987546) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 230450 |
| Osaka Soda Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7313) | 02/26/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 6 |
| Osaka Soda Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1256833) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 31741 |
| Osaka Soda Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2044745) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (57153)<br>|
| Osaka Soda Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (357073) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (10698)<br>|
| Osaka Steel Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (20869) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2250 |
| Osaka Steel Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1117772) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 98811 |
| Osaka Steel Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (220077) | 03/24/27 | (0.90)% | 1D TONA | Monthly  | &nbsp;&nbsp; 23732 |
| Osaka Steel Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (28982) | 02/26/26 | (1.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 3592 |
| Osaka Steel Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (341645) | 01/06/27 | (0.63)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 30201 |
| OSB Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10355192) | 12/10/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 140631 |
| OSB Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4032609) | 04/24/28 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 58305 |
| Oscar Health, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1267828) | 01/04/27 | (0.88)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (16553)<br>|
| OSG Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2672443) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (118570)<br>|
| OSG Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (48693) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (5652)<br>|
| Otter Tail Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1774657) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (24949)<br>|
| Ouster, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (819622) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 17898 |
| Outfront Media, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3313704) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 61048 |
| Outfront Media, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6472142) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 60089 |
| Oversea-Chinese Banking Corp. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (18394408) | 02/15/28 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; 188087 |
| Oversea-Chinese Banking Corp. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4966189) | 09/07/26 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; 50780 |
| Oversea-Chinese Banking Corp. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1497844) | 03/22/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; 15316 |
| Oversea-Chinese Banking Corp. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4802526) | 08/19/26 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; 49107 |
| Oversea-Chinese Banking Corp. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2042514) | 08/19/26 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; 20885 |
| Oversea-Chinese Banking Corp. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3791409) | 12/08/25 | (0.30)% | 1D SIBOR | Monthly  | &nbsp;&nbsp; (26359)<br>|
| Oversea-Chinese Banking Corp. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4136317) | 12/08/25 | (0.30)% | 1D SIBOR | Monthly  | &nbsp;&nbsp; (28756)<br>|
| OVS SpA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (76848) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1278 |
| Oxford Industries, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6006808) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 863504 |
| Oxford Industries, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1206521) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 196546 |
| Oxford Nanopore Technologies PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (579126) | 12/10/26 | (2.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (55049)<br>|
| Oxford Nanopore Technologies PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3024912) | 12/08/25 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (1218069)<br>|
| Pagaya Technologies Ltd., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (431277) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1173)<br>|
| Pagegroup PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1548910) | 08/19/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 48434 |
| PAL GROUP Holdings Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1906026) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (227311)<br>|
| Paladin Energy Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1633961) | 02/15/28 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 339101 |
| Paladin Energy Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8483189) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 2155508 |
| Paladin Energy Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (475008) | 01/06/27 | (0.36)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 120696 |
| Pandox AB | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4119198) | 01/04/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (23701)<br>|
| Pantoro Gold Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25705) | 02/10/26 | (3.50)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (4950)<br>|
| Pantoro Gold Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (276923) | 04/03/28 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (55081)<br>|
| PAR Technology Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2966423) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 97060 |
| Paradox Interactive AB | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (716943) | 02/15/28 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 38570 |
| Paradox Interactive AB | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (233584) | 11/17/25 | (0.25)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 12566 |
| Paradox Interactive AB | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (208212) | 08/19/26 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 11201 |
| Paramount Resources Ltd., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11276124) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (145120)<br>|
| Park24 Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3588655) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 23658 |
| Park24 Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4260586) | 05/12/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (106313)<br>|
| Park24 Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2047309) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 14137 |
| Partners Group Holding AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6749357) | 12/11/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 58794 |
| Pasona Group, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (132650) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 14856 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Patrick Industries, Inc. | Goldman Sachs Bank USA | $(2712454) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; $10835 |
| Patrick Industries, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (23892350) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 297259 |
| Paychex, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4930340) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 97450 |
| Paysafe Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2444575) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 156317 |
| PC Connection, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (879260) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 47918 |
| PC Connection, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3025322) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 166191 |
| Pennant Group, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (240557) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 12317 |
| Pennon Group PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9015228) | 01/04/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 639195 |
| Pennon Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2761531) | 04/18/28 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 8749 |
| Pennon Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (543937) | 09/03/29 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (10236)<br>|
| PennyMac Financial Services, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8711903) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 915061 |
| &nbsp;&nbsp;&nbsp; PennyMac Mortgage Investment <br> Trust<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (14742493) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1045567 |
| &nbsp;&nbsp;&nbsp; PennyMac Mortgage Investment <br> Trust<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3650014) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 200001 |
| &nbsp;&nbsp;&nbsp; PennyMac Mortgage Investment <br> Trust<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (13013723) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1258751 |
| Penta-Ocean Construction Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (803427) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (31382)<br>|
| Penta-Ocean Construction Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2271420) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (85459)<br>|
| Permian Resources Corp., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6167088) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (306297)<br>|
| Pernod Ricard SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10516901) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 626750 |
| Pernod Ricard SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8642727) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 515059 |
| Pernod Ricard SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2226056) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 75723 |
| Pets at Home Group Plc | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3754990) | 12/10/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 230445 |
| PEXA Group Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (243940) | 02/15/28 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (58139)<br>|
| PEXA Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1068606) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (272552)<br>|
| PEXA Group Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (173115) | 08/19/26 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (41259)<br>|
| &nbsp;&nbsp;&nbsp; Peyto Exploration & Development <br> Corp.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (280060) | 10/20/25 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (9842)<br>|
| &nbsp;&nbsp;&nbsp; Peyto Exploration & Development <br> Corp.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2289219) | 12/23/25 | (0.19)% | CABROVER | Monthly  | &nbsp;&nbsp; (80452)<br>|
| &nbsp;&nbsp;&nbsp; Peyto Exploration & Development <br> Corp.<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; (17217380) | 08/18/26 | (0.20)% | 1D CORRA | Monthly  | &nbsp;&nbsp; (62221)<br>|
| &nbsp;&nbsp;&nbsp; Peyto Exploration & Development <br> Corp.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (17019281) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (585185)<br>|
| Philip Morris International, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2109950) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (41073)<br>|
| Phillips 66 | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1730875) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 63287 |
| Phillips Edison & Co., Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10419856) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 338677 |
| Phillips Edison & Co., Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8122250) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 59652 |
| Phinia, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1494741) | 12/08/25 | (0.12)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (113565)<br>|
| Photronics, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1041346) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (65220)<br>|
| Photronics, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5520788) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (130456)<br>|
| Piaggio & C SpA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1267320) | 02/15/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 4302 |
| Piaggio & C SpA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (591271) | 12/10/26 | (0.53)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 5385 |
| Piaggio & C SpA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (675309) | 03/17/27 | (0.47)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1892 |
| Piaggio & C SpA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (313568) | 08/19/26 | (0.33)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 725 |
| Piaggio & C SpA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (62789) | 12/08/25 | (0.60)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1970 |
| Piaggio & C SpA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (602471) | 04/24/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1394 |
| Piedmont Realty Trust, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (720339) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (7704)<br>|
| Pilbara Minerals Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (996211) | 09/09/27 | (0.40)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 155176 |
| Pilbara Minerals Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (412804) | 08/19/26 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (1034)<br>|
| Pilbara Minerals Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (105137) | 01/06/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 16601 |
| PILLAR Corp. /Japan | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1684281) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (24086)<br>|
| PILLAR Corp. /Japan | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2756477) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (25062)<br>|
| PILLAR Corp. /Japan | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (79788) | 08/19/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2173)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| PILLAR Corp. /Japan | UBS AG | $(336605) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; $(9167)<br>|
| Pinnacle Financial Partners, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2166292) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 508950 |
| Pinnacle Financial Partners, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (501423) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 107236 |
| Pinnacle Financial Partners, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (50547) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 11876 |
| Pinnacle Financial Partners, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1960083) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 460503 |
| Pinnacle Financial Partners, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1237503) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 316943 |
| Pinterest, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1818982) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (17297)<br>|
| Piolax, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (268836) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1084 |
| Piolax, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (401419) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (8902)<br>|
| Piolax, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (410819) | 08/19/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1657 |
| Pirelli & C SpA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9742610) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (122352)<br>|
| Pitney Bowes, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (438651) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 32780 |
| PKSHA Technology, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1530802) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (63846)<br>|
| PKSHA Technology, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (83786) | 03/24/27 | (2.95)% | 1D TONA | Monthly  | &nbsp;&nbsp; (4676)<br>|
| PKSHA Technology, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2202959) | 01/06/27 | (1.08)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (76108)<br>|
| PKSHA Technology, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (55123) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3076)<br>|
| Playtech Plc | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (708504) | 12/10/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (15462)<br>|
| Playtech Plc | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1420834) | 08/19/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (67303)<br>|
| Playtech Plc | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3961030) | 12/08/25 | 0.04% | 1D SONIA | Monthly  | &nbsp;&nbsp; (340443)<br>|
| Plus Alpha Consulting Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5254427) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (149957)<br>|
| Plus Alpha Consulting Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (464699) | 03/24/27 | (0.15)% | 1D TONA | Monthly  | &nbsp;&nbsp; 1423 |
| Pola Orbis Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (342981) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (9001)<br>|
| Pola Orbis Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4276830) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (119150)<br>|
| Porch Group, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1288188) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 30719 |
| Porsche Automobil Holding SE | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1325702) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 6294 |
| Porsche Automobil Holding SE | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2771541) | 06/25/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 43346 |
| Portillo's, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5535784) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 486044 |
| Portillo's, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7804) | 12/23/25 | (0.38)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1022 |
| Portillo's, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1647031) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 145600 |
| Portillo's, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1675120) | 01/04/27 | (0.23)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 219257 |
| Poste Italiane SpA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (10899728) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (738793)<br>|
| Poste Italiane SpA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (15501290) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (491441)<br>|
| Poste Italiane SpA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6413523) | 03/22/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (434714)<br>|
| Powell Industries, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (162367) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (11901)<br>|
| Power Assets Holdings Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3498844) | 02/15/28 | (0.15)% | HONIA | Monthly  | &nbsp;&nbsp; (92781)<br>|
| Power Assets Holdings Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2113417) | 09/09/26 | (0.30)% | HONIA | Monthly  | &nbsp;&nbsp; (56043)<br>|
| Power Corp. of Canada | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3727479) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (9199)<br>|
| PPL Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2016962) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 23568 |
| PPL Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (460867) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6461 |
| Precision Drilling Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (179095) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (13446)<br>|
| Premier Foods PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (453038) | 12/10/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (4269)<br>|
| Premier Foods PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2639663) | 12/08/25 | (0.23)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 19030 |
| Premier Investments Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1291399) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (75448)<br>|
| &nbsp;&nbsp;&nbsp; Premium Brands Holdings Corp., <br> Class A<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (137053) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 691 |
| PriceSmart, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6564827) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (205308)<br>|
| Primerica, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4416672) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 7214 |
| Procter & Gamble Co. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; (11298320) | 08/18/26 | 0.40% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 163540 |
| Provident Financial Services, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (199853) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8543 |
| Proximus SADP | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3115884) | 04/24/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 333549 |
| Prudential PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3715790) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (142178)<br>|
| Prudential PLC | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2368556) | 06/25/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (109587)<br>|
| Prudential PLC | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (10837264) | 02/10/26 | 0.05% | 1D SONIA | Monthly  | &nbsp;&nbsp; (426843)<br>|
| Prudential PLC | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (792793) | 02/10/26 | 0.05% | 1D SONIA | Monthly  | &nbsp;&nbsp; (31225)<br>|

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Prudential PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(10580745) | 01/04/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; $(491015)<br>|
| Prysmian SpA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (865114) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (111376)<br>|
| Prysmian SpA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (16937440) | 03/22/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (2014390)<br>|
| Prysmian SpA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10187955) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1139873)<br>|
| PTC, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (29122546) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1719659)<br>|
| Public Service Enterprise Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3511504) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (32238)<br>|
| Puig Brands SA, Class B | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3458933) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (46342)<br>|
| Puig Brands SA, Class B | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2283917) | 03/17/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (30891)<br>|
| PureCycle Technologies, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1326869) | 12/23/25 | (0.75)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 224433 |
| PureCycle Technologies, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (131148) | 04/16/26 | (0.86)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5643 |
| PureCycle Technologies, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4446074) | 01/04/27 | (0.43)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 699119 |
| PureCycle Technologies, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2220939) | 12/08/25 | (0.50)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 175418 |
| PureCycle Technologies, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (155249) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 17193 |
| PVH Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10342284) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 387854 |
| QCR Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (140938) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8097 |
| QinetiQ Group PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2285763) | 01/04/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 45447 |
| QinetiQ Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4948170) | 12/08/25 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (28364)<br>|
| QinetiQ Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1560531) | 12/08/25 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (8945)<br>|
| QT Group Oyj | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1530883) | 03/24/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 63317 |
| QT Group Oyj | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (786850) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 17250 |
| Quaker Chemical Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1501179) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 90495 |
| Quanta Services, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (25251843) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1791135)<br>|
| Qube Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4127197) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 19669 |
| Qube Holdings Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6726799) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (141218)<br>|
| Quebecor, Inc., Class B | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (960643) | 02/15/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 30311 |
| Quebecor, Inc., Class B | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1244741) | 02/15/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 39275 |
| Quebecor, Inc., Class B | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2634289) | 04/16/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 83119 |
| Quebecor, Inc., Class B | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2043640) | 08/17/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 64483 |
| Quebecor, Inc., Class B | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; (12313636) | 08/18/26 | (0.20)% | 1D CORRA | Monthly  | &nbsp;&nbsp; 388530 |
| Quebecor, Inc., Class B | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1579266) | 08/19/26 | (0.20)% | 1D CORRA | Monthly  | &nbsp;&nbsp; 49830 |
| Quebecor, Inc., Class B | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2749180) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 23421 |
| Quebecor, Inc., Class B | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (26333428) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 238912 |
| QXO, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1010420) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 52074 |
| QXO, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (11682751) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 857994 |
| QXO, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3931468) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 202615 |
| Radian Group, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2334090) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 82924 |
| RadNet, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (322621) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 17884 |
| RadNet, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (281214) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 18291 |
| Raksul, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (301631) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 5293 |
| Raksul, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (744091) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 17611 |
| Rakus Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1137315) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 6936 |
| Rakuten Bank Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1220766) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (97498)<br>|
| Rakuten Bank Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (142351) | 03/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (11369)<br>|
| Rakuten Bank Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11981377) | 05/12/27 | (0.16)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1028906)<br>|
| Rakuten Bank Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6177294) | 09/09/27 | (0.16)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (530478)<br>|
| Rakuten Bank Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (818150) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (29638)<br>|
| Rakuten Bank Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (293603) | 02/26/26 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 138 |
| Ralliant Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2968483) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 67594 |
| Ramaco Resources, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2336119) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 105637 |
| Ramelius Resources Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4053723) | 01/06/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 739014 |
| Ramsay Health Care Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (265001) | 05/12/27 | (0.40)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 2403 |
| Randstad NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9373479) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 54002 |
| Randstad NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (14061189) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 85159 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Randstad NV | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(4500328) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; $42067 |
| Randstad NV | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5321556) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 30580 |
| Randstad NV | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9244046) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 50951 |
| Range Resources Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (759254) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 9982 |
| Range Resources Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (223075) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (8334)<br>|
| Raymond James Financial, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7914479) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (545808)<br>|
| Rayonier, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5571560) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (14378)<br>|
| RB Global, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; (11594934) | 08/18/26 | (0.15)% | 1D CORRA | Monthly  | &nbsp;&nbsp; (162216)<br>|
| RB Global, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (21117680) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (582098)<br>|
| RB Global, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (17263680) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (475289)<br>|
| RB Global, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (108) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; — |
| RCI Hospitality Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (523928) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 31086 |
| RCI Hospitality Holdings, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (768351) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 45589 |
| RCI Hospitality Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (712560) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 75717 |
| RCI Hospitality Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (288075) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 17092 |
| Ready Capital Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2043062) | 12/23/25 | (0.53)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 74803 |
| Ready Capital Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (545131) | 04/16/26 | (0.38)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1292 |
| Ready Capital Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (625324) | 08/19/26 | (0.35)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 1482 |
| Ready Capital Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1019123) | 01/04/27 | (0.68)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 37313 |
| Ready Capital Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (943871) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2237 |
| Realty Income Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (14167520) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 248403 |
| Redwire Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4857642) | 12/23/25 | (4.25)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 628688 |
| Redwire Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2049364) | 04/16/26 | (4.49)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 307770 |
| Redwire Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1257962) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 203217 |
| Redwood Trust, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (311961) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 10083 |
| Reece Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (692190) | 02/15/28 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (10071)<br>|
| Reece Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (599825) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (18032)<br>|
| Reece Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3567769) | 09/09/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (100094)<br>|
| Reece Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (378458) | 09/07/26 | (0.35)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (5506)<br>|
| Reece Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (102413) | 08/19/26 | (0.16)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (1490)<br>|
| Regal Rexnord Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5087568) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (114327)<br>|
| Reliance Worldwide Corp. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (876945) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (16202)<br>|
| Reliance Worldwide Corp. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1021062) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (13936)<br>|
| Relo Group, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (33611) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (839)<br>|
| Relo Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5695359) | 05/12/27 | (0.18)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (76099)<br>|
| Relo Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (169841) | 12/08/25 | (0.38)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (4704)<br>|
| RELX PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (805508) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 4216 |
| RELX PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3459089) | 12/10/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (48595)<br>|
| RELX PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2113307) | 09/03/29 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (13824)<br>|
| RenaissanceRe Holdings Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3592156) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (117811)<br>|
| RenaissanceRe Holdings Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1393770) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (47952)<br>|
| Renasant Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7831126) | 12/08/25 | (0.13)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 249467 |
| Renault SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6541524) | 08/17/26 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 135061 |
| Renault SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10309350) | 12/10/26 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 211394 |
| Renault SA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (294592) | 08/19/26 | (0.18)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 63041 |
| Renault SA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (701410) | 08/19/26 | (0.18)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 150098 |
| Renault SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (15274978) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 304019 |
| Renault SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8698282) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 180740 |
| Renesas Electronics Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1902835) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 47969 |
| Renew Holdings PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (205342) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 832 |
| Renew Holdings PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (593640) | 01/04/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (17760)<br>|
| Renew Holdings PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (838462) | 12/08/25 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (36811)<br>|
| Rengo Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4211685) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (8373)<br>|

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Rengo Co. Ltd. | Barclays Bank PLC | $(12865463) | 05/12/27 | (0.18)% | 1D P TONA | Monthly  | &nbsp;&nbsp; $(165908)<br>|
| Rengo Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1038511) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 15396 |
| Renishaw PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3635248) | 12/08/25 | (0.22)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (188390)<br>|
| Renk Group AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2008678) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 116742 |
| RENOVA, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2576047) | 05/12/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 59022 |
| RENOVA, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (131174) | 03/24/27 | (0.15)% | 1D TONA | Monthly  | &nbsp;&nbsp; 8438 |
| RENOVA, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (530202) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 34105 |
| Rentokil Initial PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6234311) | 08/19/26 | 0.09% | 1D SONIA | Monthly  | &nbsp;&nbsp; (609236)<br>|
| Rentokil Initial PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5986417) | 08/19/26 | 0.09% | 1D SONIA | Monthly  | &nbsp;&nbsp; (585011)<br>|
| Rentokil Initial PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (23885576) | 04/18/28 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (2334171)<br>|
| Rentokil Initial PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (28680003) | 09/03/29 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (2802697)<br>|
| Resideo Technologies, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3055975) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (410087)<br>|
| Resideo Technologies, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2552097) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (375036)<br>|
| Resonac Holdings Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1006741) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 8744 |
| Resonac Holdings Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (482751) | 03/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 4193 |
| Resonac Holdings Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2985735) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (5853)<br>|
| Resonac Holdings Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5155998) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (7136)<br>|
| REV Group, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (257281) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (8654)<br>|
| Rexel SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3924776) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (57957)<br>|
| Rexel SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (17588454) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (248886)<br>|
| Rexel SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (17297943) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (266379)<br>|
| Rexel SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8513097) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (92704)<br>|
| Rexford Industrial Realty, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (13758393) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 203206 |
| Reynolds Consumer Products, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (685402) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (31894)<br>|
| Reynolds Consumer Products, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5555348) | 12/08/25 | (0.14)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (207557)<br>|
| Richelieu Hardware Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (137737) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (157)<br>|
| Ricoh Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (410292) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (10596)<br>|
| Ricoh Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (922302) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (23818)<br>|
| Ricoh Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (981083) | 09/09/26 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (14141)<br>|
| Ricoh Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2047740) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (29515)<br>|
| Ricoh Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (192302) | 02/26/26 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1149 |
| Rigaku Holdings Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (313886) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (14787)<br>|
| Rigaku Holdings Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2191452) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (118953)<br>|
| Riken Keiki Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (349257) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (10758)<br>|
| Riken Keiki Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (836718) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (28583)<br>|
| Riken Keiki Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (416658) | 08/19/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (12834)<br>|
| Rio Tinto Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7215733) | 09/07/26 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 354561 |
| Rio Tinto Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1207657) | 03/22/27 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; 46230 |
| RLI Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2120221) | 12/08/25 | (0.13)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 164211 |
| Robinhood Markets, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6645940) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (15624)<br>|
| Roche Holding AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1142101) | 08/17/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 30184 |
| Roche Holding AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10175451) | 01/04/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 99237 |
| Roche Holding AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (33227090) | 12/08/25 | 0.10% | SSARON | Monthly  | &nbsp;&nbsp; 570520 |
| Rocket Cos, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2050645) | 04/16/26 | (5.38)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (224939)<br>|
| &nbsp;&nbsp;&nbsp; Rogers Communications, Inc., <br> Class B<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (644382) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 2220 |
| &nbsp;&nbsp;&nbsp; Rogers Communications, Inc., <br> Class B<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (285979) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (31)<br>|
| Rogers Sugar, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (692845) | 02/15/28 | (2.11)% | CABROVER | Monthly  | &nbsp;&nbsp; (3705)<br>|
| Rogers Sugar, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (496646) | 05/18/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 687 |
| Rogers Sugar, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (228844) | 02/24/28 | (1.10)% | 1D CORRA | Monthly  | &nbsp;&nbsp; 2825 |
| Roku, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5762261) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (151458)<br>|
| Roland Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (165945) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (7538)<br>|
| Roland Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (337888) | 05/12/27 | (0.17)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (15349)<br>|
| Roland Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (303899) | 08/19/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (13805)<br>|
| Roland Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7997) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (363)<br>|
| Rollins, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1295541) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (193)<br>|
| Rollins, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (450194) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2858 |
| Root, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2943310) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 43673 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Roper Technologies, Inc. | UBS AG | $(17270925) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(189415)<br>|
| Rorze Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (16211079) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (654928)<br>|
| Ross Stores, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6716235) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (62293)<br>|
| Ross Stores, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (630487) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 13463 |
| Ross Stores, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7264537) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 135647 |
| Royal Caribbean Cruises Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8529819) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 750587 |
| Royal Caribbean Cruises Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (21505596) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 803041 |
| Royal Unibrew A/S | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7313715) | 02/15/28 | (0.26)% | 1W CIBOR | Monthly  | &nbsp;&nbsp; 345429 |
| Royal Unibrew A/S | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5674588) | 06/17/26 | (0.25)% | DESTR | Monthly  | &nbsp;&nbsp; 267043 |
| RS Group PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2822972) | 01/04/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 30256 |
| RS Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9749390) | 12/08/25 | (0.16)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 501317 |
| RTL Group SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (558079) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (7201)<br>|
| RTL Group SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7559847) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 33993 |
| RTL Group SA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1954540) | 08/19/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (25220)<br>|
| RTL Group SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1175224) | 12/08/25 | (0.37)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 56648 |
| RTL Group SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3298466) | 04/24/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (42561)<br>|
| Rubis SCA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3647529) | 08/19/26 | (0.18)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 73686 |
| Rubis SCA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5086908) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 151559 |
| Rubrik, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (411621) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (48222)<br>|
| Rumble, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1631356) | 12/23/25 | (1.75)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 90102 |
| Rumble, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2512607) | 01/04/27 | (1.78)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 230583 |
| Rush Enterprises, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7402871) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (188207)<br>|
| RWE AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13464360) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 535315 |
| RWE AG | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (977026) | 06/25/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 10924 |
| &nbsp;&nbsp;&nbsp; Ryan Specialty Holdings, Inc., <br> Class A<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11739568) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 778664 |
| &nbsp;&nbsp;&nbsp; Ryan Specialty Holdings, Inc., <br> Class A<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6435086) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 448134 |
| Ryanair Holdings PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4137246) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (385240)<br>|
| Ryman Healthcare Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (412293) | 06/14/27 | (0.72)% | 1M BBR | Monthly  | &nbsp;&nbsp; 5672 |
| Ryman Healthcare Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (118357) | 03/22/27 | (0.25)% | 1D NZOCO | Monthly  | &nbsp;&nbsp; 2544 |
| Ryman Healthcare Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (764173) | 05/15/28 | 0.00% | 1M BBR | Monthly  | &nbsp;&nbsp; 16424 |
| Ryman Hospitality Properties, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (18790917) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1218221 |
| Ryman Hospitality Properties, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5659079) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 264994 |
| Ryohin Keikaku Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7213050) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (427610)<br>|
| Ryohin Keikaku Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (943196) | 03/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (21250)<br>|
| Ryohin Keikaku Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (367345) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2166 |
| Ryohin Keikaku Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3089464) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 18218 |
| Ryohin Keikaku Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6654268) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (115582)<br>|
| Ryohin Keikaku Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (595624) | 02/26/26 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 5720 |
| Ryohin Keikaku Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (537570) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 13211 |
| Ryoyo Ryosan Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2843547) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (79060)<br>|
| Ryoyo Ryosan Holdings, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (688366) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 8741 |
| S&P Global, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2607705) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (91583)<br>|
| Saab AB, Class B | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4173635) | 12/08/25 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (394425)<br>|
| Saab AB, Class B | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8406614) | 12/08/25 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (700787)<br>|
| Sable Offshore Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2056375) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (33387)<br>|
| Sable Offshore Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2384115) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (899262)<br>|
| Sable Offshore Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8436850) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2711266)<br>|
| Sable Offshore Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3649496) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1376550)<br>|
| SAF-Holland SE | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (14481) | 03/24/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1168 |
| Sagax AB, Class B | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10962) | 11/17/25 | (0.25)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 252 |
| Sagax AB, Class B | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3054442) | 12/08/25 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 86662 |
| Sagax AB, Class B | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3216063) | 04/18/28 | 0.00% | TN STIBOR | Monthly  | &nbsp;&nbsp; 72883 |
| SailPoint, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5237345) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (509329)<br>|

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Sakata Seed Corp. | Barclays Bank PLC | $(636537) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; $(11041)<br>|
| Samsara, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5220694) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 143461 |
| Sandisk Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8440840) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 604034 |
| Sandoz Group AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (37917537) | 11/09/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (21687)<br>|
| Sandoz Group AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (26167736) | 12/08/25 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (895991)<br>|
| Sands China Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3071627) | 09/03/29 | 0.00% | HONIA | Monthly  | &nbsp;&nbsp; (1779)<br>|
| Sangetsu Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1608569) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (27379)<br>|
| Sangetsu Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (790385) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (27590)<br>|
| Sangetsu Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (165385) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (5773)<br>|
| Sanken Electric Co Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1091638) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 19534 |
| Sanken Electric Co Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4776422) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (22519)<br>|
| Sanken Electric Co Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (121293) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; 2170 |
| Sankyo Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (505563) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1997)<br>|
| Sankyo Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (674791) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (15640)<br>|
| Sanofi SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3888185) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 23739 |
| Sansan, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1444399) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (6889)<br>|
| Sansan, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2145923) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 69582 |
| Sanyo Denki Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2103435) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 82045 |
| Sapiens International Corp NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (428998) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 20507 |
| Sapporo Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1412350) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 5676 |
| Saputo, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (15030669) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (93681)<br>|
| Saputo, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5699882) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (35526)<br>|
| Sartorius Stedim Biotech | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (12168917) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1324921 |
| Sartorius Stedim Biotech | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (197560) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 21510 |
| Sartorius Stedim Biotech | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1726916) | 08/19/26 | (0.18)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 188022 |
| Sartorius Stedim Biotech | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2265106) | 08/19/26 | (0.18)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 246619 |
| Sartorius Stedim Biotech | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3298009) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1990)<br>|
| Sartorius Stedim Biotech | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3806346) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 414426 |
| Sartorius Stedim Biotech | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6451549) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 702429 |
| SBI Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (244741) | 03/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 3280 |
| SBI Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10965992) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 430858 |
| SBI Holdings, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6634054) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 185185 |
| SBI Holdings, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4750680) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 185208 |
| SBI Sumishin Net Bank Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2794666) | 02/26/26 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 44260 |
| SBO AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25465) | 12/10/26 | (1.00)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 348 |
| Scandinavian Tobacco Group A/S | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (990569) | 02/15/28 | (0.26)% | 1W CIBOR | Monthly  | &nbsp;&nbsp; (1157)<br>|
| Scandinavian Tobacco Group A/S | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1804827) | 02/18/26 | (0.26)% | DESTR | Monthly  | &nbsp;&nbsp; (2108)<br>|
| Scandinavian Tobacco Group A/S | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2651713) | 06/17/26 | (0.25)% | DESTR | Monthly  | &nbsp;&nbsp; (2402)<br>|
| Scatec ASA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (493388) | 03/17/27 | (0.25)% | NOWA | Monthly  | &nbsp;&nbsp; (20689)<br>|
| Scatec ASA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1428571) | 12/08/25 | (0.29)% | NOWA | Monthly  | &nbsp;&nbsp; (86057)<br>|
| Scentre Group | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (226257) | 09/07/26 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; 2094 |
| Schlumberger NV | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (189218) | 04/16/26 | 0.05% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 9706 |
| Schneider Electric SE | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (17216419) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 465252 |
| Schneider Electric SE | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (24504486) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 534799 |
| Schneider Electric SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3391466) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 152410 |
| Schneider National, Inc., Class B | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5563206) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 141907 |
| Schott Pharma AG & Co. KGaA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1315976) | 12/10/26 | (0.65)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 53391 |
| Schott Pharma AG & Co. KGaA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (110133) | 12/08/25 | (0.55)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 7790 |
| Schouw & Co A/S | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (24795) | 02/15/28 | (0.26)% | 1W CIBOR | Monthly  | &nbsp;&nbsp; (164)<br>|
| Schroders PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1417278) | 08/17/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 43029 |
| Schroders PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (18565868) | 12/08/25 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (581155)<br>|
| Scout24 SE | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (684199) | 06/25/26 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1784)<br>|
| Scout24 SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (853196) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 2033 |
| SCREEN Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8683841) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (92273)<br>|
| SCREEN Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (585084) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 7811 |
| SCREEN Holdings Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2646313) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 56384 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| SCREEN Holdings Co. Ltd. | SG Americas Securities LLC | $(2789788) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; $59441 |
| SCSK Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1472964) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (176126)<br>|
| SCSK Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1019958) | 03/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (121959)<br>|
| SCSK Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5465710) | 05/12/27 | (0.17)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (349665)<br>|
| SCSK Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (12551538) | 09/09/27 | (0.17)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (802977)<br>|
| SCSK Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (941658) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (60242)<br>|
| SCSK Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (38017) | 01/07/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2432)<br>|
| SCSK Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (214493) | 12/08/25 | (1.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (21980)<br>|
| Seacoast Banking Corp. of Florida | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (443265) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8012 |
| Seagate Technology Holdings PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (19643480) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1609080)<br>|
| Sealed Air Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10306214) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 668422 |
| SEB SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11307733) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1280167 |
| Sectra AB | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2540015) | 01/04/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (20785)<br>|
| Sectra AB | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (18069) | 04/24/28 | 0.00% | TN STIBOR | Monthly  | &nbsp;&nbsp; 13 |
| Sega Sammy Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2486959) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (19260)<br>|
| Sega Sammy Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (26371) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (204)<br>|
| Seibu Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1003414) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (13773)<br>|
| Seibu Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (231557) | 03/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3178)<br>|
| Seibu Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11863046) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (203474)<br>|
| Seibu Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (12461968) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (213747)<br>|
| Seibu Holdings, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (755080) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 92791 |
| Seibu Holdings, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (221970) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1206 |
| Seibu Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1607125) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 251807 |
| Seibu Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (672673) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 105396 |
| Seikitokyu Kogyo Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (64406) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (863)<br>|
| Sekisui Chemical Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13692228) | 05/12/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (565461)<br>|
| Sekisui Chemical Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13844926) | 09/09/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (423170)<br>|
| Sekisui Chemical Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3276871) | 02/26/26 | (0.21)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (67268)<br>|
| Sekisui Chemical Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1646536) | 02/26/26 | (0.18)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (74100)<br>|
| Sekisui Chemical Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (277163) | 12/08/25 | (0.13)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (5563)<br>|
| Sekisui House REIT, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (773242) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (6519)<br>|
| Select Water Solutions, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2104400) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (69996)<br>|
| Sembcorp Industries Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8657617) | 02/15/28 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; (132484)<br>|
| Sembcorp Industries Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (15209365) | 02/15/28 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; (240948)<br>|
| Sembcorp Industries Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (17684236) | 02/22/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; 291930 |
| Sembcorp Industries Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8753258) | 09/09/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; 144512 |
| Sembcorp Industries Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5273657) | 01/06/27 | (0.35)% | SORA | Monthly  | &nbsp;&nbsp; 77372 |
| Sembcorp Industries Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6846722) | 01/07/27 | (0.34)% | SORA | Monthly  | &nbsp;&nbsp; 110400 |
| Semler Scientific, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1020583) | 12/23/25 | (1.00)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 109778 |
| Semler Scientific, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1146449) | 04/16/26 | (1.11)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 154300 |
| Semler Scientific, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (274906) | 06/25/26 | (1.28)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 27182 |
| Semler Scientific, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5024543) | 01/04/27 | (1.28)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 534008 |
| Semtech Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (13049757) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (796248)<br>|
| Senior PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1306410) | 01/04/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (42746)<br>|
| Senior PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (905335) | 12/08/25 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (78937)<br>|
| Senshu Ikeda Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (359188) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3892)<br>|
| Senshu Ikeda Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (397354) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 648 |
| Senshu Ikeda Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1280939) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 9946 |
| Sensient Technologies Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (37870769) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1561773)<br>|
| Septeni Holdings Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (485324) | 02/15/28 | (1.35)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (18572)<br>|
| Septeni Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (129360) | 05/12/27 | (1.42)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (5266)<br>|

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Septeni Holdings Co. Ltd. | JPMorgan Chase Bank N.A. | $(159131) | 02/10/26 | (1.75)% | 1D P TONA | Monthly  | &nbsp;&nbsp; $(8052)<br>|
| Septeni Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (670756) | 01/06/27 | (1.72)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (27306)<br>|
| Septeni Holdings Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (85595) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3275)<br>|
| Service Corp. International | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (14761954) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 315250 |
| ServiceTitan, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (384322) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 1280 |
| ServiceTitan, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (389847) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (12803)<br>|
| Severn Trent PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (719223) | 08/17/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 18613 |
| Sezzle, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2950816) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (444980)<br>|
| Sezzle, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6990234) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1128337)<br>|
| Sezzle, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1266007) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (204354)<br>|
| SG Holdings Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2931991) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (194414)<br>|
| SG Holdings Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5267803) | 03/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (349297)<br>|
| SG Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (24086550) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1286365)<br>|
| SG Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (46834786) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2473210)<br>|
| SG Holdings Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (43699) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (2898)<br>|
| SG Holdings Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (432828) | 08/19/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (28700)<br>|
| SG Holdings Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (708547) | 08/19/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (46982)<br>|
| SG Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (95677) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (5282)<br>|
| SG Holdings Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4760198) | 12/08/25 | (0.17)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (346559)<br>|
| SG Holdings Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2678452) | 12/08/25 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (195001)<br>|
| SG Holdings Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (357915) | 04/18/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (23733)<br>|
| SG Holdings Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (717911) | 09/03/29 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (47603)<br>|
| Shake Shack, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3487886) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 424029 |
| SharkNinja, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6493156) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 58197 |
| SharkNinja, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7358938) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (295767)<br>|
| Shell PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7882810) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (232214)<br>|
| Shell PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8454819) | 08/17/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (328848)<br>|
| Shell PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13682329) | 01/27/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (459755)<br>|
| Shell PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (21171083) | 12/08/25 | (0.10)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (381628)<br>|
| &nbsp;&nbsp;&nbsp; Shenandoah Telecommunications <br> Co.<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2503399) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (10243)<br>|
| Sherwin-Williams Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2336052) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 55627 |
| Shibaura Mechatronics Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (271842) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 4419 |
| Shift4 Payments, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7303689) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (7560)<br>|
| Shiga Bank Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1750663) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (16391)<br>|
| Shiga Bank Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4957287) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (38657)<br>|
| Shiga Bank Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (588697) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 6372 |
| Shiga Bank Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2562619) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (19690)<br>|
| Shikoku Electric Power Co., Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (137041) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 3901 |
| Shimano, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4516659) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 479951 |
| Shimano, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2922049) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 187152 |
| &nbsp;&nbsp;&nbsp; Shin Nippon Biomedical Laboratories <br> Ltd.<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (885001) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (14501)<br>|
| &nbsp;&nbsp;&nbsp; Shin Nippon Biomedical Laboratories <br> Ltd.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4939635) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (125013)<br>|
| Shin-Etsu Chemical Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (223029) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 18713 |
| Shin-Etsu Chemical Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7614627) | 02/26/26 | (0.16)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 601696 |
| Shin-Etsu Chemical Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1155606) | 02/26/26 | (0.16)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 116760 |
| Shin-Etsu Polymer Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (545387) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (20190)<br>|
| Shin-Etsu Polymer Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (117945) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1310)<br>|
| Shin-Etsu Polymer Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (161680) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (5985)<br>|
| Ship Healthcare Holdings, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (447218) | 02/26/26 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 4871 |
| Shiseido Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1261923) | 09/09/26 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; 6997 |
| &nbsp;&nbsp;&nbsp; Shoals Technologies Group, Inc., <br> Class A<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3018996) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 306931 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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; Shoals Technologies Group, Inc., <br> Class A<br>| Goldman Sachs Bank USA | $(3244284) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; $244852 |
| &nbsp;&nbsp;&nbsp; Shoals Technologies Group, Inc., <br> Class A<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (12916614) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 734541 |
| Shochiku Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4630697) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (13298)<br>|
| Shochiku Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (794138) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; 22964 |
| Shochiku Co. Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (113793) | 02/10/26 | (0.75)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 3625 |
| Shochiku Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (135172) | 01/06/27 | (0.81)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (419)<br>|
| Shoe Carnival, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1231757) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 99603 |
| Shoei Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4660352) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (71755)<br>|
| Shopify, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2721265) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (14862)<br>|
| Shopify, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7428164) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (40569)<br>|
| Shore Bancshares, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (202346) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 3167 |
| Shore Bancshares, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (142955) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2341 |
| Shurgard Self Storage Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1013692) | 12/10/26 | (0.85)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 45326 |
| Shurgard Self Storage Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1282994) | 04/24/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 57367 |
| &nbsp;&nbsp;&nbsp; Siegfried Holding AG, Registered <br> Shares<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8846622) | 12/10/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (231369)<br>|
| &nbsp;&nbsp;&nbsp; Siegfried Holding AG, Registered <br> Shares<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (775538) | 08/19/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (14038)<br>|
| Siemens AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (192480) | 03/24/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 3235 |
| Siemens AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (417752) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 3095 |
| Siemens Healthineers AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7137225) | 03/24/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 231713 |
| SIF Holding NV | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (91) | 08/19/26 | (0.25)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 4 |
| Sigma Healthcare Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2335742) | 02/15/28 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (114415)<br>|
| Sigma Healthcare Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2400661) | 02/15/28 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (117595)<br>|
| Sigma Healthcare Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2410780) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (90702)<br>|
| Sigma Healthcare Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5630461) | 09/09/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (200942)<br>|
| Sigma Healthcare Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3130832) | 09/07/26 | (0.50)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (153362)<br>|
| Sigma Healthcare Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8667) | 02/25/26 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 15 |
| Sigma Healthcare Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2333398) | 02/10/26 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 90357 |
| Sigma Healthcare Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1543343) | 02/10/26 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 59763 |
| Sigma Healthcare Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5798806) | 01/06/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (209912)<br>|
| Sigma Healthcare Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1348809) | 01/07/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (50747)<br>|
| Sigma Healthcare Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1967097) | 09/03/29 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; (96357)<br>|
| SigmaRoc PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25230) | 02/15/28 | (0.50)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (636)<br>|
| SigmaRoc PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (160171) | 12/10/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (2873)<br>|
| SigmaRoc PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (545540) | 03/17/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (13746)<br>|
| SigmaRoc PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (436366) | 08/19/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (10995)<br>|
| SigmaRoc PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1098864) | 01/04/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (19713)<br>|
| SigmaRoc PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1234242) | 12/08/25 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (54065)<br>|
| Signify NV | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (22367564) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1925077 |
| Sika AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (578989) | 02/15/28 | 0.00% | SSARON | Monthly  | &nbsp;&nbsp; 2727 |
| Silex Systems Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (241481) | 02/15/28 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; 4224 |
| Silex Systems Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (156135) | 05/12/27 | (1.68)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 2370 |
| Silex Systems Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (235584) | 08/19/26 | (1.76)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 4121 |
| Silex Systems Ltd. | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (749) | 02/10/26 | (2.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (5)<br>|
| Silex Systems Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (226629) | 01/06/27 | (1.63)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 3441 |
| Silex Systems Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (263130) | 04/03/28 | 0.00% | 1D AONIA | Monthly  | &nbsp;&nbsp; 4603 |
| SimilarWeb Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (873046) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (17035)<br>|
| SimilarWeb Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (182330) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 12588 |
| Simplex Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (215855) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (17607)<br>|

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Simplex Holdings, Inc. | BNP Paribas SA | $(3526475) | 03/24/27 | (0.15)% | 1D TONA | Monthly  | &nbsp;&nbsp; $(287645)<br>|
| Simply Good Foods Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (13906623) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1093685 |
| Simply Good Foods Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7696922) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 349817 |
| Simpson Manufacturing Co., Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8031651) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (829141)<br>|
| Sinfonia Technology Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (24690) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (432)<br>|
| Sinfonia Technology Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (131821) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (69)<br>|
| Sino Land Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (88459) | 09/03/29 | 0.00% | HONIA | Monthly  | &nbsp;&nbsp; (3757)<br>|
| Sirius Real Estate Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3353733) | 03/17/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (184807)<br>|
| Sirius Real Estate Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7147115) | 12/08/25 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (659101)<br>|
| SiriusPoint Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3116292) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (208544)<br>|
| SITE Centers Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (890439) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 25662 |
| SiTime Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1830427) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 13703 |
| &nbsp;&nbsp;&nbsp; Skandinaviska Enskilda Banken AB, <br> Class A<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (30999806) | 02/15/28 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (1230715)<br>|
| &nbsp;&nbsp;&nbsp; Skandinaviska Enskilda Banken AB, <br> Class A<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2352783) | 02/15/28 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (93407)<br>|
| &nbsp;&nbsp;&nbsp; Skandinaviska Enskilda Banken AB, <br> Class A<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2696339) | 08/17/26 | (0.25)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (91025)<br>|
| &nbsp;&nbsp;&nbsp; Skandinaviska Enskilda Banken AB, <br> Class A<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (15112034) | 12/08/25 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (538057)<br>|
| &nbsp;&nbsp;&nbsp; Skandinaviska Enskilda Banken AB, <br> Class A<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5479758) | 09/03/29 | 0.00% | TN STIBOR | Monthly  | &nbsp;&nbsp; (177622)<br>|
| Skeena Resources Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2947962) | 02/15/28 | (2.01)% | CABROVER | Monthly  | &nbsp;&nbsp; 400986 |
| Skeena Resources Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1776638) | 05/18/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 241661 |
| Skeena Resources Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3334727) | 08/19/26 | (0.35)% | 1D CORRA | Monthly  | &nbsp;&nbsp; 453594 |
| Skeena Resources Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (987596) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 144421 |
| SLM Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5886889) | 12/08/25 | (0.14)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 339601 |
| SMA Solar Technology AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (162) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 2 |
| SMA Solar Technology AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (93) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1 |
| Smith Douglas Homes Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (61724) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 776 |
| Smith Douglas Homes Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2607931) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 32804 |
| SMS Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (402801) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3642)<br>|
| Smurfit WestRock PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (202529) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 12716 |
| Snap, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2656561) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 14011 |
| Societe BIC SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4466352) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 43168 |
| Socionext, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (23338261) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (688884)<br>|
| Socionext, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (19783686) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (619600)<br>|
| Socionext, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (297669) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (22693)<br>|
| Sodexo SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2593212) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 11648 |
| Sodexo SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1649033) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (39358)<br>|
| SoFi Technologies, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4053601) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (313303)<br>|
| Sofina SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3574902) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 14153 |
| Sofina SA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9427903) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 44650 |
| Sofina SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3982823) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (77680)<br>|
| SoftBank Group Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7203362) | 03/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (722695)<br>|
| SoftBank Group Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (20750671) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 72672 |
| SoftBank Group Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (17363296) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 52726 |
| SoftBank Group Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8011472) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 24328 |
| Softwareone Holding AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (161013) | 02/15/28 | (0.26)% | NOWA | Monthly  | &nbsp;&nbsp; 11487 |
| Softwareone Holding AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (854012) | 03/17/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 35119 |
| Soho House & Co., Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (152578) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 717 |
| Soho House & Co., Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (318934) | 12/08/25 | (0.50)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 50336 |
| &nbsp;&nbsp;&nbsp; Solaria Energia y Medio Ambiente <br> SA<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8604906) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 32577 |
| &nbsp;&nbsp;&nbsp; Solaria Energia y Medio Ambiente <br> SA<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (301468) | 08/19/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (32688)<br>|
| &nbsp;&nbsp;&nbsp; Solaris Energy Infrastructure, Inc., <br> Class A<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (418349) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (31386)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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; Solaris Energy Infrastructure, Inc., <br> Class A<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(1196499) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; $(186226)<br>|
| &nbsp;&nbsp;&nbsp; Solaris Energy Infrastructure, Inc., <br> Class A<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7669836) | 12/08/25 | (0.13)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (47243)<br>|
| Somnigroup International, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (44236050) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 1387308 |
| Sonoco Products Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (21672330) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 689045 |
| Sonoco Products Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4983864) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 26164 |
| Sopra Steria Group | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4089761) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 190669 |
| Sopra Steria Group | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (806933) | 08/19/26 | (0.18)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 44395 |
| Sopra Steria Group | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9411609) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 343677 |
| SOSiLA Logistics REIT, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (185273) | 02/15/28 | (2.35)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (601)<br>|
| SOSiLA Logistics REIT, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (218105) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (5099)<br>|
| SOSiLA Logistics REIT, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (930239) | 08/19/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3018)<br>|
| Sotera Health Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (10281396) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 88709 |
| Sotetsu Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1283118) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (40175)<br>|
| Sotetsu Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2903842) | 05/12/27 | (0.16)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (74357)<br>|
| SoundHound AI, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2396026) | 12/08/25 | (0.50)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 448666 |
| SoundHound AI, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (281630) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 24175 |
| SoundHound AI, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6237996) | 02/15/28 | (2.26)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 535474 |
| SoundHound AI, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5047029) | 12/23/25 | (1.25)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 485353 |
| SoundHound AI, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (404246) | 04/16/26 | (1.51)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 34701 |
| Southern Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8023286) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 61173 |
| Southern Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (21594817) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (427998)<br>|
| SouthState Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7236298) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 307552 |
| SouthState Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (123339) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 353 |
| Spectris PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (19950801) | 12/08/25 | 0.10% | 1D SONIA | Monthly  | &nbsp;&nbsp; 19796 |
| Spectris PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8088300) | 12/08/25 | 0.10% | 1D SONIA | Monthly  | &nbsp;&nbsp; 5900 |
| Spectris PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (22042086) | 09/03/29 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (23071)<br>|
| Sphere Entertainment Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3411493) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 251752 |
| Sphere Entertainment Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9459455) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 13166 |
| Spin Master Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (143368) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (514)<br>|
| Spirax Group PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1126792) | 03/22/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (53699)<br>|
| Spirax Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3671160) | 12/08/25 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (109235)<br>|
| Spirax Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3238772) | 12/08/25 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (96369)<br>|
| Spirax Group PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (880072) | 09/03/29 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; (41941)<br>|
| Spire Healthcare Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1902980) | 12/08/25 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 36137 |
| Spire, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5200406) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 5974 |
| Sprinklr, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8762148) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (387057)<br>|
| Square Enix Holdings Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (51533) | 03/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2552)<br>|
| Square Enix Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7206300) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (122208)<br>|
| Square Enix Holdings Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (211078) | 02/26/26 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1499 |
| Square Enix Holdings Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (86422) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1466)<br>|
| Square Enix Holdings Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1957369) | 12/08/25 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (43774)<br>|
| SSE PLC | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7317969) | 02/10/26 | 0.05% | 1D SONIA | Monthly  | &nbsp;&nbsp; 56442 |
| SSP Group Plc | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (10206838) | 12/08/25 | (0.10)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 700284 |
| SSR Mining, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1056249) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 30020 |
| &nbsp;&nbsp;&nbsp; St Galler Kantonalbank AG, <br> Registered Shares<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (725567) | 08/19/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (2356)<br>|
| &nbsp;&nbsp;&nbsp; St Galler Kantonalbank AG, <br> Registered Shares<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (899724) | 01/04/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 5227 |
| St Joe Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2367874) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (3757)<br>|
| STAAR Surgical Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1223811) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (72734)<br>|
| STAG Industrial, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (16937122) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 955511 |
| Standard Chartered PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1033192) | 12/08/25 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (24588)<br>|
| Stanley Electric Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3811623) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (56461)<br>|

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Stanmore Resources Ltd. | Bank of America N.A. | $(870072) | 02/15/28 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; $1026 |
| Stanmore Resources Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (379063) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 48947 |
| Stanmore Resources Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (784750) | 08/19/26 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 925 |
| Starbucks Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (15760114) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 949211 |
| Starbucks Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8450954) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 399984 |
| Starts Corp., Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (506930) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1058)<br>|
| Starts Corp., Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (826360) | 05/12/27 | (0.17)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (11215)<br>|
| Starts Corp., Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (29659) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (579)<br>|
| Starts Corp., Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (187055) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3441)<br>|
| Starwood Property Trust, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9552798) | 12/08/25 | (0.12)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 576581 |
| Starwood Property Trust, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (17880578) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1014071 |
| Steadfast Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3419663) | 05/12/27 | (0.39)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (14744)<br>|
| Steadfast Group Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7373409) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 19335 |
| Stella-Jones, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4768269) | 08/18/26 | (0.20)% | 1D CORRA | Monthly  | &nbsp;&nbsp; 37135 |
| Stellar Bancorp, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (184743) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 10693 |
| Stepan Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3976147) | 12/08/25 | (0.14)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 565622 |
| StepStone Group, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (87037) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2271 |
| StepStone Group, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2637387) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (40461)<br>|
| Sterling Infrastructure, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1501430) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (158698)<br>|
| Stevanato Group SpA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2675841) | 12/23/25 | (0.38)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (22936)<br>|
| Stevanato Group SpA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (473141) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 18453 |
| Stockland | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3331248) | 09/07/26 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (53709)<br>|
| Stora Enso OYJ | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13269067) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (415243)<br>|
| Stora Enso OYJ | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6192366) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 257023 |
| StorageVault Canada, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (254070) | 02/15/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (29316)<br>|
| StorageVault Canada, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (580893) | 08/19/26 | (0.20)% | 1D CORRA | Monthly  | &nbsp;&nbsp; (67026)<br>|
| &nbsp;&nbsp;&nbsp; Straumann Holding AG, Registered <br> Shares<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8535543) | 12/11/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 444402 |
| &nbsp;&nbsp;&nbsp; Straumann Holding AG, Registered <br> Shares<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4342706) | 01/04/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 226103 |
| Strauss Group Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (390853) | 07/30/26 | (0.55)% | SHIR | Monthly  | &nbsp;&nbsp; 4021 |
| Stryker Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (29266909) | 12/08/25 | (0.08)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (240859)<br>|
| Suedzucker AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4864593) | 02/15/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 17051 |
| Suedzucker AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (398015) | 12/10/26 | (0.79)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 9119 |
| Suedzucker AG | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (142502) | 06/25/26 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 417 |
| Suedzucker AG | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (564217) | 08/19/26 | (0.45)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 1978 |
| Suedzucker AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (689248) | 01/04/27 | (0.56)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 15791 |
| Suedzucker AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (536597) | 12/08/25 | (0.70)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 54107 |
| SUESS MicroTec SE | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (730349) | 03/24/27 | (1.00)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 167756 |
| SUESS MicroTec SE | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (712227) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 171673 |
| Sulzer AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (231472) | 04/02/30 | 0.00% | SSARON | Monthly  | &nbsp;&nbsp; (9427)<br>|
| SUMCO Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1571529) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 5805 |
| Sumitomo Electric Industries Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1166975) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (168055)<br>|
| Sumitomo Electric Industries Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (293628) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (24000)<br>|
| Sumitomo Electric Industries Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (589844) | 02/26/26 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (8190)<br>|
| Sumitomo Electric Industries Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2642255) | 12/08/25 | (0.07)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (385137)<br>|
| Sumitomo Electric Industries Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1624337) | 12/08/25 | (0.23)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (236765)<br>|
| Sumitomo Osaka Cement Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (136550) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1400)<br>|
| Sumitomo Pharma Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (200101) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (55424)<br>|
| Sumitomo Pharma Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2361444) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (593009)<br>|
| Sumitomo Warehouse Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1704451) | 05/12/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (19142)<br>|
| Sumitomo Warehouse Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (163693) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2236)<br>|
| Summit Hotel Properties, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (173521) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6711 |
| Summit Therapeutics, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (449929) | 02/15/28 | (7.58)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (37125)<br>|
| Summit Therapeutics, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (752648) | 12/23/25 | (5.25)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4821 |
| Summit Therapeutics, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (103018) | 04/16/26 | (5.85)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (8500)<br>|
| Summit Therapeutics, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2835534) | 01/06/27 | (5.43)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 18163 |
| Summit Therapeutics, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1920654) | 12/08/25 | (5.00)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (282375)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Summit Therapeutics, Inc. | UBS AG | $(423011) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(34904)<br>|
| Sun Communities, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2686288) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 68387 |
| Sun Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (206001) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (12705)<br>|
| Sun Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1492335) | 05/12/27 | (0.18)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (92324)<br>|
| Sun Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (462162) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (5945)<br>|
| Sun Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (406141) | 01/06/27 | (0.26)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (27434)<br>|
| Sun Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (722812) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (44578)<br>|
| Sundrug Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1557857) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 25519 |
| Sundrug Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (867483) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 19806 |
| Sundrug Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (495875) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 6831 |
| Sunrun, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6584486) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 282138 |
| Sunrun, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3355841) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 81465 |
| Sunstone Hotel Investors, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1349767) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 24238 |
| Sunstone Hotel Investors, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2357782) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 42340 |
| Sunstone Hotel Investors, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (12270343) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 327573 |
| Super Micro Computer, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (13176901) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2645576)<br>|
| Surgery Partners, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (10688153) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 147763 |
| Suzuki Motor Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5097552) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 12503 |
| Suzuki Motor Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (34743750) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (465927)<br>|
| Suzuki Motor Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (16355421) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (219332)<br>|
| Suzuki Motor Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (951803) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (820)<br>|
| Svenska Cellulosa AB SCA, Class B | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (10103031) | 02/15/28 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 155167 |
| Svenska Cellulosa AB SCA, Class B | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1022705) | 02/15/28 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 15438 |
| Svenska Cellulosa AB SCA, Class B | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (65704) | 01/04/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (225)<br>|
| Svenska Cellulosa AB SCA, Class B | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9143885) | 12/08/25 | (0.19)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 10192 |
| Svenska Cellulosa AB SCA, Class B | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6800783) | 04/18/28 | 0.00% | TN STIBOR | Monthly  | &nbsp;&nbsp; 102657 |
| SWCC Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1365623) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (95082)<br>|
| SWCC Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2649231) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (296127)<br>|
| SWCC Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (128276) | 12/08/25 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (15400)<br>|
| SWCC Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (102308) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (11436)<br>|
| Swedish Orphan Biovitrum AB | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (461533) | 07/06/26 | (0.26)% | TN STIBOR | Monthly  | &nbsp;&nbsp; 8859 |
| Sweetgreen, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6640062) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 61293 |
| Sweetgreen, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (345319) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3188 |
| Swiss Life Holding AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (25836734) | 12/08/25 | 0.02% | SSARON | Monthly  | &nbsp;&nbsp; (1149935)<br>|
| Swiss Life Holding AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (26694724) | 12/08/25 | 0.06% | SSARON | Monthly  | &nbsp;&nbsp; (1212770)<br>|
| Swiss Prime Site AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3031323) | 02/15/28 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 74559 |
| Swiss Prime Site AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2114280) | 03/22/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 58044 |
| &nbsp;&nbsp;&nbsp; Swiss Prime Site AG, Registered <br> Shares<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11597573) | 01/04/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 490277 |
| Swiss Re AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9754538) | 08/17/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 55349 |
| Swiss Re AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3323719) | 04/18/28 | 0.00% | SSARON | Monthly  | &nbsp;&nbsp; 12373 |
| Swisscom AG, Registered Shares | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (26582998) | 01/06/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (112537)<br>|
| Sydbank AS | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8326618) | 02/15/28 | (0.26)% | 1W CIBOR | Monthly  | &nbsp;&nbsp; (130882)<br>|
| Syensqo SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1324375) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (12591)<br>|
| Syensqo SA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2478138) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 8369 |
| Syensqo SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5698482) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (55015)<br>|
| Sylvamo Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4755590) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 530603 |
| Symbotic, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3982702) | 02/15/28 | (3.71)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (442978)<br>|
| Symbotic, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2080777) | 12/23/25 | (1.75)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (191651)<br>|
| Symbotic, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3079478) | 04/16/26 | (2.78)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (342517)<br>|
| Synopsys, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (34402170) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4664558)<br>|
| Synopsys, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (544213) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (48082)<br>|
| Taisei Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1581068) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (63264)<br>|
| Taiyo Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1368700) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (20969)<br>|
| Taiyo Holdings Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (406673) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 7143 |
| Taiyo Yuden Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (153564) | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2230 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Takara Holdings, Inc. | Barclays Bank PLC | $(12991556) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; $(560048)<br>|
| &nbsp;&nbsp;&nbsp; Takara Leben Real Estate Investment <br> Corp<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (681459) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (16404)<br>|
| &nbsp;&nbsp;&nbsp; Takara Leben Real Estate Investment <br> Corp.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2684338) | 05/12/27 | (0.18)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (53383)<br>|
| &nbsp;&nbsp;&nbsp; Takara Leben Real Estate Investment <br> Corp.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (577739) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (8916)<br>|
| &nbsp;&nbsp;&nbsp; Takasago Thermal Engineering Co. <br> Ltd.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (175525) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 851 |
| Talanx AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (755895) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (44424)<br>|
| Talos Energy, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4529034) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (69926)<br>|
| Tamarack Valley Energy Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2159077) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (148463)<br>|
| Tamburi Investment Partners SpA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (935438) | 03/17/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 15909 |
| Tamburi Investment Partners SpA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (166216) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 3242 |
| Target Hospitality Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (120097) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (796)<br>|
| TBS Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1363304) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (34696)<br>|
| TBS Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4161513) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2883)<br>|
| TBS Holdings, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (493720) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 3597 |
| TC Energy Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (610862) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (13447)<br>|
| TeamViewer SE | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1168060) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 52812 |
| Tecan Group AG, Registered Shares | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9045305) | 12/10/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; (249610)<br>|
| Technoprobe SpA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1927058) | 02/15/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 85893 |
| Technoprobe SpA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2123764) | 03/17/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 94661 |
| Technoprobe SpA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (605515) | 08/19/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 26989 |
| Teleperformance SE | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3626241) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 56993 |
| Teleperformance SE | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1539925) | 06/25/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 25693 |
| Telephone and Data Systems, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3057539) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (39895)<br>|
| Telia Co. AB | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1683522) | 02/15/28 | 0.00% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (72786)<br>|
| Telia Co. AB | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (466501) | 01/08/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 15866 |
| Telix Pharmaceuticals Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1563548) | 05/12/27 | (0.40)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 64617 |
| Telix Pharmaceuticals Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (63111) | 02/25/26 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 358 |
| TELUS International CDA, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (201944) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 7216 |
| Tempus AI, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1301615) | 12/23/25 | (1.38)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 95682 |
| Tempus AI, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2354422) | 04/16/26 | (1.27)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (29488)<br>|
| Tempus AI, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1196207) | 01/06/27 | (0.88)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 74932 |
| Tempus AI, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4036767) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (50559)<br>|
| Tennant Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5330465) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (110076)<br>|
| Teradyne, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9258996) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1289234)<br>|
| Terna - Rete Elettrica Nazionale | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10836989) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 194862 |
| Terna - Rete Elettrica Nazionale | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (22862166) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 411090 |
| Terna - Rete Elettrica Nazionale | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8934571) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (43148)<br>|
| Terreno Realty Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (10012705) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 241249 |
| Terreno Realty Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4019970) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 89946 |
| Tesco PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3388728) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; (146489)<br>|
| Tesco PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (18055536) | 01/04/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 29372 |
| Tesco PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10378675) | 01/27/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 10790 |
| Tetra Tech, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1355306) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 48721 |
| Tetra Tech, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6614710) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (14435)<br>|
| &nbsp;&nbsp;&nbsp; Teva Pharmaceutical Industries Ltd., <br> ADR<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (713990) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 46952 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Texas Pacific Land Corp. | SG Americas Securities LLC | $(4089605) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $306153 |
| Thermon Group Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1129743) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (29935)<br>|
| Thermon Group Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1666129) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (41050)<br>|
| Thermon Group Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (256570) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (637)<br>|
| Thermon Group Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (549875) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (13548)<br>|
| Thryv Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2930171) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (309650)<br>|
| Thule Group AB | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5032868) | 02/15/28 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 145554 |
| Thule Group AB | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7364283) | 01/18/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; (6846)<br>|
| Thule Group AB | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (496614) | 04/24/28 | 0.00% | TN STIBOR | Monthly  | &nbsp;&nbsp; 15202 |
| Tidewater, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8281294) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 290796 |
| TietoEVRY Oyj | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8035442) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (352589)<br>|
| TietoEVRY Oyj | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (561439) | 08/19/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 46933 |
| Timee, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5534728) | 05/12/27 | (3.88)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (38512)<br>|
| Timee, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (319145) | 02/26/26 | (4.50)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 9964 |
| TIS, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1089241) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (68799)<br>|
| TIS, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (822182) | 03/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (51931)<br>|
| TIS, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10266569) | 05/12/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (525850)<br>|
| TIS, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9725192) | 09/09/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (499373)<br>|
| TIS, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3413133) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (124790)<br>|
| TIS, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3238191) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (172124)<br>|
| TIS, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (218495) | 12/08/25 | (0.09)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (4819)<br>|
| TIS, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (390169) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (8605)<br>|
| TKC Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (170512) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (705)<br>|
| TKH Group NV | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6074715) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 376077 |
| TKH Group NV | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3508113) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 154110 |
| TKH Group NV | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1149553) | 08/19/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 71657 |
| TKO Group Holdings, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (405580) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (500)<br>|
| Toho Bank Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (200276) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (8625)<br>|
| Toho Bank Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (706794) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (36776)<br>|
| Toho Bank Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (734812) | 08/19/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (31645)<br>|
| Toho Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1285914) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (190467)<br>|
| Toho Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (16117430) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 533410 |
| Toho Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (17972714) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 615774 |
| Toho Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8661145) | 12/08/25 | (0.18)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1389602)<br>|
| Toho Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4703007) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (754554)<br>|
| Toho Gas Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3028366) | 05/12/27 | (0.16)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (15371)<br>|
| Toho Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (170620) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (4867)<br>|
| Toho Titanium Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (761926) | 05/12/27 | (1.71)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (56730)<br>|
| Toho Titanium Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (528089) | 02/26/26 | (1.40)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (28851)<br>|
| Toho Titanium Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (653416) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (41174)<br>|
| Tokai Carbon Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (445911) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 10928 |
| Token Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (249378) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 9186 |
| Tokmanni Group Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1237679) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 5632 |
| Tokmanni Group Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3226424) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 670829 |
| Tokuyama Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (435963) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (7321)<br>|
| Tokuyama Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7237333) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (80062)<br>|
| &nbsp;&nbsp;&nbsp; Tokyo Electric Power Co Holdings, <br> Inc.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1950423) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (70833)<br>|
| Tokyo Electron Device Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1954785) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (118784)<br>|
| Tokyo Gas Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (244490) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (10024)<br>|
| Tokyo Kiraboshi Financial Group, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (377091) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 6297 |
| Tokyo Kiraboshi Financial Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (496931) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 9725 |
| Tokyo Kiraboshi Financial Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (196821) | 03/24/27 | 0.00% | 1D TONA | Monthly  | &nbsp;&nbsp; 2801 |
| Tokyo Kiraboshi Financial Group, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (30451) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 270 |
| Tokyo Metro Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6760947) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (54456)<br>|
| Tokyo Metro Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (12825096) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (69754)<br>|
| Tokyo Metro Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (795064) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (6622)<br>|

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Tokyo Metro Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(318453) | 01/07/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; $(2652)<br>|
| Tokyo Ohka Kogyo Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2790810) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (33058)<br>|
| Tokyo Ohka Kogyo Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1345328) | 03/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (15936)<br>|
| Tokyo Ohka Kogyo Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6940351) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (260376)<br>|
| Tokyo Ohka Kogyo Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (16137834) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (605431)<br>|
| Tokyo Seimitsu Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (260777) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (504)<br>|
| Tokyo Steel Manufacturing Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3374844) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 163912 |
| Tokyo Steel Manufacturing Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3108700) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (50208)<br>|
| Tokyo Steel Manufacturing Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (912832) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 23218 |
| TOMONY Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (215995) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 941 |
| TOMONY Holdings, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (240536) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 3654 |
| TOMONY Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (139950) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 892 |
| Tootsie Roll Industries, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1272583) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (114858)<br>|
| Tootsie Roll Industries, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1206885) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 22483 |
| Tootsie Roll Industries, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2228808) | 12/08/25 | (0.17)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (219460)<br>|
| TOPPAN Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5076611) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (286085)<br>|
| TOPPAN Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (637765) | 03/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (35940)<br>|
| TOPPAN Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5755034) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (235556)<br>|
| TOPPAN Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4030854) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (164985)<br>|
| TOPPAN Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3079131) | 09/09/26 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (173520)<br>|
| TOPPAN Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2275546) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (128235)<br>|
| TOPPAN Holdings, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3528795) | 02/26/26 | (0.16)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (149638)<br>|
| TOPPAN Holdings, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2560382) | 02/26/26 | (0.16)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (104798)<br>|
| TOPPAN Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (326029) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (13518)<br>|
| Toray Industries, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (477580) | 05/12/27 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2894 |
| Toray Industries, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6111301) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (349627)<br>|
| Toray Industries, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (507759) | 02/26/26 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 4346 |
| Toray Industries, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (99344) | 02/26/26 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 850 |
| Toromont Industries Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5239269) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (350014)<br>|
| Toromont Industries Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (14581807) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (987884)<br>|
| Toromont Industries Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9102) | 12/08/25 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (1037)<br>|
| Towa Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2007389) | 05/12/27 | (4.40)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (15558)<br>|
| Towne Bank/Portsmouth VA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (733195) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5483)<br>|
| Towne Bank/Portsmouth VA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2584894) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 48512 |
| Towne Bank/Portsmouth VA | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (203196) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1519)<br>|
| Towne Bank/Portsmouth VA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (714836) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (5345)<br>|
| Towne Bank/Portsmouth VA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1384785) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (10355)<br>|
| Toyo Seikan Group Holdings Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (298135) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2171)<br>|
| Toyo Suisan Kaisha Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1530703) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (9012)<br>|
| Toyo Suisan Kaisha Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2228777) | 03/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (45657)<br>|
| Toyo Suisan Kaisha Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5601044) | 05/12/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 10792 |
| Toyo Suisan Kaisha Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9979461) | 09/09/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 19228 |
| Toyo Suisan Kaisha Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3157971) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (42848)<br>|
| Toyo Suisan Kaisha Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6056567) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 82983 |
| Toyo Suisan Kaisha Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2986854) | 12/08/25 | (0.21)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (182020)<br>|
| Toyo Suisan Kaisha Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1294705) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (78900)<br>|
| Toyo Tanso Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3887616) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (44743)<br>|
| Toyo Tanso Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1458119) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (15312)<br>|
| Toyo Tanso Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1250353) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (17632)<br>|
| Toyota Boshoku Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (111993) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (3112)<br>|
| Toyota Boshoku Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3703443) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (69446)<br>|
| Toyota Tsusho Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1175276) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (64606)<br>|
| Toyota Tsusho Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3855226) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (17972)<br>|
| Toyota Tsusho Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (578224) | 02/26/26 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 682 |
| TPG Telecom Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (539288) | 05/12/27 | (0.40)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 6169 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Trade Desk, Inc., Class A | Bank of America N.A. | $(2012786) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(158518)<br>|
| Trade Desk, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (734967) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (21151)<br>|
| Tradeweb Markets, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8470498) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (203286)<br>|
| Trane Technologies PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4076889) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 42610 |
| Transcat, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3505427) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 260668 |
| Transcat, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (866828) | 12/08/25 | (0.24)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 112081 |
| TransDigm Group, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (28938372) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (663725)<br>|
| TransMedics Group, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1310654) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (37276)<br>|
| Travel + Leisure Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7027043) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (254426)<br>|
| Travis Perkins PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2182728) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 83211 |
| TRE Holdings Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1614009) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 16992 |
| TRE Holdings Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (280988) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 3012 |
| Treasury Wine Estates Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7874003) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 514000 |
| Treasury Wine Estates Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (997680) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 54583 |
| TreeHouse Foods, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4049779) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 316601 |
| TreeHouse Foods, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1021695) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (4807)<br>|
| TreeHouse Foods, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (422205) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 35787 |
| Trend Micro, Inc./Japan | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (770137) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 20102 |
| Trend Micro, Inc./Japan | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1778202) | 03/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 46415 |
| Trend Micro, Inc./Japan | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1718773) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 17475 |
| Trend Micro, Inc./Japan | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (899430) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 9145 |
| Trend Micro, Inc./Japan | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1052367) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 46224 |
| Trex Co., Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9288925) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (890545)<br>|
| Tri Chemical Laboratories, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (12045706) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (250270)<br>|
| Tri Chemical Laboratories, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (411202) | 02/26/26 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 2321 |
| Tri Chemical Laboratories, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1098999) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (18610)<br>|
| Trigano SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (12165899) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 324812 |
| TriMas Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3548982) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (567399)<br>|
| TriMas Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3114335) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (671473)<br>|
| TripAdvisor, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (11023387) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; — |
| Tritax Big Box REIT PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (623618) | 04/18/28 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 12782 |
| Triumph Financial, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1023673) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 89438 |
| Triumph Financial, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1343862) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 122737 |
| Triumph Financial, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (422806) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 36940 |
| Triumph Financial, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4841798) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 572938 |
| Trustmark Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (220092) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8028 |
| TRYT, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1345834) | 01/06/27 | (2.93)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 16614 |
| Tsuburaya Fields Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2678) | 02/15/28 | (5.85)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (367)<br>|
| Tsuburaya Fields Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2336923) | 05/12/27 | (3.58)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (134993)<br>|
| Tsuburaya Fields Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (243672) | 03/24/27 | (0.15)% | 1D TONA | Monthly  | &nbsp;&nbsp; (33353)<br>|
| Tsuburaya Fields Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (438893) | 01/06/27 | (2.13)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (25353)<br>|
| Tsuburaya Fields Holdings, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (467262) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (63956)<br>|
| Tsumura & Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (264983) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1038 |
| TTM Technologies, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (554955) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 15218 |
| TUI AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3714657) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (104025)<br>|
| TUI AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6818832) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (3245)<br>|
| TUI AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1111885) | 03/24/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 14858 |
| TUI AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7024898) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 10733 |
| TUI AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2927146) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (61714)<br>|
| Two Harbors Investment Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (373597) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 10429 |
| Two Harbors Investment Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (11087392) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 621148 |
| Tyler Technologies, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (23047373) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1253371)<br>|
| Tyson Foods, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (331960) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3360 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| U.S. Physical Therapy, Inc. | SG Americas Securities LLC | $(1265374) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $23067 |
| UBE Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1541509) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (10707)<br>|
| UBE Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10955572) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (176297)<br>|
| UBE Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (139901) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2462)<br>|
| UBS Group AG, Registered Shares | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (11515138) | 12/08/25 | 0.10% | SSARON | Monthly  | &nbsp;&nbsp; (639425)<br>|
| UCB SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (184269) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 2072 |
| Uchida Yoko Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (109815) | 02/26/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 321 |
| Uchida Yoko Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (189306) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2309)<br>|
| UDR, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9062127) | 04/18/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 206475 |
| U-Haul Holding Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1944958) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 91938 |
| U-Haul Holding Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7383591) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 505291 |
| Ulta Beauty, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7634832) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (85168)<br>|
| UMB Financial Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7720560) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (95219)<br>|
| UMH Properties, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5350386) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 214518 |
| Under Armour, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7036344) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 547271 |
| UniCredit SpA | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (11603105) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1161796)<br>|
| Unilever PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2534807) | 08/19/26 | 0.04% | 1D SONIA | Monthly  | &nbsp;&nbsp; 42365 |
| Unilever PLC | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (808391) | 08/19/26 | 0.04% | 1D SONIA | Monthly  | &nbsp;&nbsp; 13511 |
| Unilever PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13246642) | 01/04/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 160363 |
| Unilever PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (13276379) | 12/08/25 | (0.24)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 199382 |
| Unilever PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (13253002) | 12/08/25 | (0.21)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 264022 |
| Union Tool Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (707688) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (60755)<br>|
| Union Tool Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (939601) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (71068)<br>|
| Union Tool Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (586756) | 03/24/27 | (0.25)% | 1D TONA | Monthly  | &nbsp;&nbsp; (48044)<br>|
| Union Tool Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (343768) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (15395)<br>|
| Union Tool Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (457040) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (44118)<br>|
| UNITE Group PLC/The | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2610875) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 180495 |
| United Overseas Bank Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (186909) | 02/15/28 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; 3542 |
| United Overseas Bank Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4348583) | 01/06/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; 108937 |
| United Overseas Bank Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7815003) | 12/08/25 | (0.30)% | 1D SIBOR | Monthly  | &nbsp;&nbsp; 91402 |
| United Parks & Resorts, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4916903) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 176283 |
| United Rentals, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1910653) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2678)<br>|
| United States Cellular Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7150947) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (335682)<br>|
| United States Cellular Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5247378) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (300480)<br>|
| Uniti Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2413000) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 44520 |
| Uniti Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6584466) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1499168)<br>|
| Unitil Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1424742) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (13102)<br>|
| Unity Software, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3370013) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 71543 |
| Universal Logistics Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (214630) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 15557 |
| UPM-Kymmene OYJ | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13825) | 03/24/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 970 |
| UPM-Kymmene OYJ | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (808016) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 25559 |
| Uranium Energy Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5064008) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (329720)<br>|
| Uranium Energy Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8551042) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3179581)<br>|
| Valley National Bancorp | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7400615) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 283906 |
| Valmet Oyj | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (693) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (137)<br>|
| Valor Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (172004) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (4605)<br>|
| Valor Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3440) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (92)<br>|
| Varonis Systems, Inc., Class B | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (691835) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (8106)<br>|
| VAT Group AG | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (14157211) | 02/10/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 2215078 |
| VAT Group AG | JPMorgan Chase Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (20668315) | 02/10/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 3233824 |
| VAT Group AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (700346) | 12/08/25 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 109578 |
| VAT Group AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3173722) | 04/18/28 | 0.00% | SSARON | Monthly  | &nbsp;&nbsp; 532599 |
| Vend Marketplaces ASA, Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6756909) | 02/15/28 | (0.26)% | NOWA | Monthly  | &nbsp;&nbsp; (915381)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Venture Corp. Ltd | BNP Paribas SA | $(1126602) | 03/22/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; $(62714)<br>|
| Venture Global, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6439144) | 12/23/25 | (12.13)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (115443)<br>|
| Venture Global, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1087693) | 01/06/27 | (10.58)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (19500)<br>|
| Veolia Environnement SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4839248) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 145649 |
| Verbund AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3153647) | 08/17/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 73333 |
| Verbund AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2415415) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 56166 |
| Verbund AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (477327) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (1076)<br>|
| Verbund AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2038203) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (4592)<br>|
| Veris Residential, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (521631) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 19792 |
| Vertex Pharmaceuticals, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7527836) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 248070 |
| Vertex, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (64499) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3267 |
| Vertex, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (310407) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 15725 |
| Vertex, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2640246) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 161419 |
| Vertex, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5176282) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 426703 |
| Vertiv Holdings Co., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3049552) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (56533)<br>|
| Vesuvius PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2310833) | 01/04/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 141231 |
| VGP NV | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1062996) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (15206)<br>|
| VGP NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1512901) | 04/24/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (66072)<br>|
| Viasat, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2270321) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (90128)<br>|
| Viatris, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2621585) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 139425 |
| Vicat SACA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (550289) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 49017 |
| Vicat SACA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3714464) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 194425 |
| Vicat SACA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2691119) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 133275 |
| Vicinity Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10706787) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 171954 |
| Vicinity Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5642229) | 09/09/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 90616 |
| Vicinity Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9626873) | 09/07/26 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 192499 |
| Vicinity Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9524445) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 190451 |
| Vicor Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (131622) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 2213 |
| Vicor Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2025753) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 94213 |
| Vidrala SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3155294) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 55504 |
| Vidrala SA | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1132116) | 08/19/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 20881 |
| Vidrala SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (639591) | 04/24/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 11797 |
| Vimian Group AB | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (999929) | 11/17/25 | (1.40)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 224922 |
| Vimian Group AB | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (583798) | 08/19/26 | (1.41)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 131319 |
| Vinci SA | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3595734) | 01/06/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 94816 |
| Viridien | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (497305) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 3299 |
| Viscofan SA | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1768366) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (16707)<br>|
| Viscofan SA | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1219764) | 04/24/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (11524)<br>|
| Vishay Intertechnology, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1516748) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 53564 |
| Vishay Intertechnology, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3910184) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 252198 |
| Vishay Intertechnology, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1436335) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 50724 |
| Vishay Intertechnology, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (10919118) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 604170 |
| Visional, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6227540) | 02/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (604121)<br>|
| Visional, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8264589) | 05/12/27 | (0.16)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (591557)<br>|
| Vistry Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (329302) | 08/17/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 17453 |
| Vistry Group PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1912184) | 12/10/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 101343 |
| Vistry Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2118711) | 12/08/25 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 122063 |
| Vistry Group PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4855892) | 12/08/25 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 279777 |
| Vital Energy, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7889185) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (882312)<br>|
| Vital Farms, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1017342) | 01/04/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 9483 |
| Vital Farms, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3929641) | 12/08/25 | (0.13)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 186167 |
| Vitec Software Group AB, B Shares | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (939881) | 01/18/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 2211 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Vitec Software Group AB, B Shares | BNP Paribas SA | $(2589567) | 11/17/25 | (0.25)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; $44982 |
| Vitec Software Group AB, B Shares | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (377621) | 08/19/26 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 7313 |
| Vitec Software Group AB, B Shares | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (323384) | 01/04/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 761 |
| Viva Energy Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3841394) | 05/12/27 | (0.40)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 309136 |
| Viva Energy Group Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2621597) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 186082 |
| Vivendi SE | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3111849) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (361661)<br>|
| Vivendi SE | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6495641) | 12/10/26 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 330121 |
| Volkswagen AG | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8125002) | 08/19/26 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 166088 |
| Volkswagen AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3434731) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; (13846)<br>|
| Volkswagen AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7658069) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 291625 |
| Volkswagen AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2858920) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 58441 |
| Volvo AB, B Shares | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2437837) | 08/17/26 | (0.25)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 26983 |
| &nbsp;&nbsp;&nbsp; Vontobel Holding AG, Registered <br> Shares<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (149375) | 03/17/27 | 0.00% | SSARON | Monthly  | &nbsp;&nbsp; 412 |
| Vornado Realty Trust | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5353127) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 15283 |
| Vossloh AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1364757) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 29723 |
| Vossloh AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (490183) | 12/10/26 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 4993 |
| Vossloh AG | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (921251) | 03/24/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 20506 |
| Vossloh AG | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (446506) | 01/04/27 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 4176 |
| Vossloh AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1199425) | 12/08/25 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 4152 |
| Voyager Technologies, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2838034) | 04/16/26 | (3.22)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 172342 |
| VSE Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6374438) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1584839)<br>|
| VSE Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7659480) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (1904331)<br>|
| VSE Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5121745) | 12/08/25 | (0.14)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1232840)<br>|
| W.R. Berkley Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (322172) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 829 |
| Wacker Chemie AG | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (781556) | 12/10/26 | (1.40)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 32483 |
| Wacker Chemie AG | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3381215) | 12/08/25 | (1.23)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 155153 |
| Wacker Chemie AG | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9101643) | 04/24/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 534414 |
| Wacoal Holdings Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2946352) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (252114)<br>|
| Wacoal Holdings Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8836537) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (751632)<br>|
| Wacoal Holdings Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (83006) | 03/24/27 | (0.15)% | 1D TONA | Monthly  | &nbsp;&nbsp; (7346)<br>|
| Wacoal Holdings Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1214617) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (53927)<br>|
| Wacoal Holdings Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1185304) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (104924)<br>|
| WaFd, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (261928) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 5571 |
| Wallenstam AB | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6091085) | 02/15/28 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 114407 |
| Wallenstam AB | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3570684) | 01/18/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 125252 |
| Warner Bros Discovery, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2947416) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (32244)<br>|
| Warner Music Group Corp., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4331814) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 279070 |
| Warrior Met Coal, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3648611) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (68733)<br>|
| Warrior Met Coal, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8925506) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (441171)<br>|
| Waste Connections, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (370662) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (7)<br>|
| WaVe Life Sciences Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1131258) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (187187)<br>|
| WaVe Life Sciences Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (732758) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (37066)<br>|
| Webster Financial Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3144324) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 136723 |
| Welcia Holdings Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1673525) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 52609 |
| Welcia Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3033469) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 93672 |
| Welcia Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3584065) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 110674 |
| Welcia Holdings Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (39144) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 551 |
| Werner Enterprises, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8029465) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 203278 |
| WesBanco, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (210979) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 11940 |
| WESCO International, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (509803) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 18273 |
| West African Resources Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (669017) | 05/12/27 | (0.40)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (127)<br>|
| West Fraser Timber Co. Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1119496) | 04/16/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 55598 |
| West Fraser Timber Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (838564) | 08/18/26 | (0.15)% | 1D CORRA | Monthly  | &nbsp;&nbsp; 41646 |
| West Fraser Timber Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (23590329) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 1331807 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| West Fraser Timber Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | $(12789170) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; $749503 |
| West Fraser Timber Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (894796) | 12/08/25 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 65363 |
| West Holdings Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (436913) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 17351 |
| West Holdings Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6196500) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (99927)<br>|
| West Holdings Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2029477) | 02/26/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 49262 |
| West Japan Railway Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (513643) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (14007)<br>|
| West Japan Railway Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3285526) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (92752)<br>|
| West Japan Railway Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7989172) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (225539)<br>|
| Western Alliance Bancorp | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8101781) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 443352 |
| Western Digital Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (21528353) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4675574)<br>|
| Westpac Banking Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10888355) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (315302)<br>|
| Westpac Banking Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10323799) | 09/09/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (298954)<br>|
| Westpac Banking Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4329695) | 09/07/26 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 24926 |
| Westpac Banking Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (14153952) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 81485 |
| Westpac Banking Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8569367) | 01/06/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (248149)<br>|
| Westpac Banking Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9681629) | 01/07/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (280358)<br>|
| Westrock Coffee Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (51816) | 02/15/28 | (1.52)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5613)<br>|
| Westrock Coffee Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (862728) | 04/16/26 | (1.08)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (93462)<br>|
| Westrock Coffee Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (29808) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3229)<br>|
| &nbsp;&nbsp;&nbsp; Westshore Terminals Investment <br> Corp.<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (364374) | 02/15/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (2340)<br>|
| &nbsp;&nbsp;&nbsp; Westshore Terminals Investment <br> Corp.<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1593215) | 08/19/26 | (0.20)% | 1D CORRA | Monthly  | &nbsp;&nbsp; (10231)<br>|
| &nbsp;&nbsp;&nbsp; Westshore Terminals Investment <br> Corp.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8228372) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 143426 |
| WH Smith PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1266495) | 12/08/25 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 60080 |
| Wharf Holdings Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (81503) | 02/15/28 | (0.30)% | HONIA | Monthly  | &nbsp;&nbsp; 1783 |
| Wharf Holdings Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (381318) | 02/15/28 | (0.30)% | HONIA | Monthly  | &nbsp;&nbsp; 8344 |
| Wharf Holdings Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (40752) | 08/19/26 | (0.30)% | HONIA | Monthly  | &nbsp;&nbsp; 892 |
| Wharf Holdings Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (293994) | 08/19/26 | (0.30)% | HONIA | Monthly  | &nbsp;&nbsp; 6433 |
| Wharf Holdings Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (911089) | 04/18/28 | 0.00% | HONIA | Monthly  | &nbsp;&nbsp; 19936 |
| Wharf Holdings Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2541153) | 09/03/29 | 0.00% | HONIA | Monthly  | &nbsp;&nbsp; 55605 |
| Wheaton Precious Metals Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (557845) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 9115 |
| Whirlpool Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (14436979) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2016271 |
| Whirlpool Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1662105) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 381047 |
| Whitbread PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (13485829) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 56576 |
| Whitbread PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (17417631) | 08/17/26 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 892377 |
| Whitbread PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8927104) | 03/22/27 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 64024 |
| &nbsp;&nbsp;&nbsp; White Mountains Insurance Group <br> Ltd.<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (510535) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1012 |
| &nbsp;&nbsp;&nbsp; White Mountains Insurance Group <br> Ltd.<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4475603) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 13254 |
| &nbsp;&nbsp;&nbsp; White Mountains Insurance Group <br> Ltd.<br>| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2682493) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 7944 |
| Whitecap Resources, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1417735) | 10/20/25 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (57838)<br>|
| Whitecap Resources, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3433408) | 04/16/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (280496)<br>|
| Whitecap Resources, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (24569755) | 01/04/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (1002348)<br>|
| Whitecap Resources, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (16979497) | 01/06/27 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; (640160)<br>|
| Wienerberger AG | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5615458) | 02/15/28 | (0.26)% | 1D ESTR | Monthly  | &nbsp;&nbsp; 38974 |
| Williams-Sonoma, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3568199) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (273247)<br>|
| Willis Lease Finance Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (65251) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2707)<br>|
| Willis Lease Finance Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (680) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (28)<br>|
| Willis Lease Finance Corp. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (74223) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3079)<br>|
| Willis Towers Watson PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (16634218) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (395837)<br>|
| Wilmar International Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5071619) | 02/15/28 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; 19355 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Wilmar International Ltd. | Barclays Bank PLC | $(3829945) | 02/22/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; $78205 |
| Wilmar International Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1113447) | 09/09/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; 22736 |
| Wilmar International Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1437016) | 09/07/26 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; 12233 |
| Wilmar International Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5192945) | 03/22/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; 19818 |
| Wilmar International Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3077006) | 08/19/26 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; 11743 |
| Wilmar International Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4721861) | 12/08/25 | (0.30)% | 1D SIBOR | Monthly  | &nbsp;&nbsp; 2083 |
| Wilmar International Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1683073) | 12/08/25 | (0.11)% | 1D SIBOR | Monthly  | &nbsp;&nbsp; 720 |
| Wingstop, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5235689) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (822504)<br>|
| Winpak Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (418163) | 02/15/28 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 41825 |
| Winpak Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (34406) | 05/18/26 | (0.20)% | CABROVER | Monthly  | &nbsp;&nbsp; 3441 |
| Wintrust Financial Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (266105) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 12832 |
| Wintrust Financial Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3168529) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 167526 |
| WiseTech Global Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (40336685) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 404508 |
| WiseTech Global Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (32314617) | 09/09/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 326899 |
| WiseTech Global Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1703669) | 01/06/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 17087 |
| WiseTech Global Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9869) | 01/07/27 | (0.30)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 99 |
| Wolters Kluwer NV | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3647145) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; (19887)<br>|
| Woodside Energy Group Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (11028930) | 09/07/26 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (783160)<br>|
| Woodside Energy Group Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2388204) | 03/22/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; 18885 |
| Woolworths Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (17190661) | 05/12/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (152792)<br>|
| Woolworths Group Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (16463986) | 09/09/27 | (0.25)% | 1D AONIA | Monthly  | &nbsp;&nbsp; (147024)<br>|
| Workman Co. Ltd. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (135430) | 04/03/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (5820)<br>|
| Worthington Steel, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2509552) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 97220 |
| Worthington Steel, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (126164) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4389 |
| WP Carey, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (14195965) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (505272)<br>|
| WPP PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2577686) | 01/04/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 99375 |
| WPP PLC | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8219475) | 01/27/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 305541 |
| WPP PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2098337) | 12/08/25 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 213795 |
| Wynn Resorts Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (11638389) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (142630)<br>|
| Xcel Energy, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (379238) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5514)<br>|
| Xometry, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1423516) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 95667 |
| Xometry, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6546544) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 434672 |
| Xometry, Inc., Class A | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (422523) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 28396 |
| XPEL, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (866576) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 58349 |
| XPEL, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2486233) | 12/23/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 96496 |
| XPEL, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (169677) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 11425 |
| XPEL, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (765737) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 51559 |
| XPEL, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (650738) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 43816 |
| Xponential Fitness, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1581017) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (53117)<br>|
| Xponential Fitness, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2250162) | 04/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (75598)<br>|
| Xvivo Perfusion AB | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (627392) | 01/18/27 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 41367 |
| Xvivo Perfusion AB | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2589025) | 12/08/25 | (0.26)% | 1D STIBOR | Monthly  | &nbsp;&nbsp; 557017 |
| Xylem, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1699623) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (102776)<br>|
| Xylem, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3120694) | 01/06/27 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (323432)<br>|
| Yakult Honsha Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (72804) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 5236 |
| Yakult Honsha Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (26001) | 03/15/28 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1870 |
| Yakult Honsha Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (18403100) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 980300 |
| Yakult Honsha Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (21587425) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1080644 |
| Yakult Honsha Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (462409) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 40916 |
| Yakult Honsha Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (398872) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 35294 |
| Yamada Holdings Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1493948) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (9798)<br>|
| Yamada Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5117736) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (63085)<br>|
| Yamada Holdings Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1352922) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 3392 |
| Yamada Holdings Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (652360) | 12/08/25 | (0.12)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 5634 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Yamaha Motor Co. Ltd. | Barclays Bank PLC | $(7621757) | 09/09/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; $(237426)<br>|
| Yamaha Motor Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2150453) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (59174)<br>|
| Yamato Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (465849) | 05/12/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (61911)<br>|
| Yamato Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (702957) | 09/09/27 | (0.19)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (50367)<br>|
| Yamato Kogyo Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4907410) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 356601 |
| Yamato Kogyo Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13053471) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1123729 |
| Yamazaki Baking Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (641393) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1613)<br>|
| &nbsp;&nbsp;&nbsp; Yangzijiang Shipbuilding Holdings <br> Ltd.<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2483417) | 02/15/28 | 0.00% | SORA | Monthly  | &nbsp;&nbsp; (196482)<br>|
| &nbsp;&nbsp;&nbsp; Yangzijiang Shipbuilding Holdings <br> Ltd.<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (192850) | 09/07/26 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; (15258)<br>|
| &nbsp;&nbsp;&nbsp; Yangzijiang Shipbuilding Holdings <br> Ltd.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2450755) | 01/07/27 | (0.30)% | SORA | Monthly  | &nbsp;&nbsp; (96748)<br>|
| Yellow Cake PLC | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (890275) | 02/15/28 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 25252 |
| Yellow Cake PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3373028) | 03/17/27 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 95675 |
| Yellow Cake PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2906425) | 12/08/25 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 6849 |
| Yellow Hat Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (154506) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (2162)<br>|
| Yodogawa Steel Works Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (785570) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (4952)<br>|
| Yodogawa Steel Works Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2648912) | 05/12/27 | (0.18)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (48254)<br>|
| Yodogawa Steel Works Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (430902) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (7850)<br>|
| Yodogawa Steel Works Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (882193) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (34566)<br>|
| Yodogawa Steel Works Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5416290) | 12/08/25 | (0.14)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (707938)<br>|
| Yokogawa Electric Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2636279) | 02/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (167731)<br>|
| Yokogawa Electric Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3593558) | 03/15/28 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (228637)<br>|
| Yokogawa Electric Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3313767) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (209903)<br>|
| Yokogawa Electric Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3048064) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (193072)<br>|
| Yokogawa Electric Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1157220) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (68867)<br>|
| Yokogawa Electric Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1175421) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (18682)<br>|
| Yokohama Rubber Co. Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8261436) | 02/26/26 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (13061)<br>|
| Yonex Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1196706) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; 36252 |
| Yonex Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1856718) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 14913 |
| Yonex Co. Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (51466) | 01/06/27 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 413 |
| York Water Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (936052) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 27374 |
| York Water Co. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (329453) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 10028 |
| York Water Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (423767) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 22792 |
| York Water Co. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (559221) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4495 |
| YouGov PLC | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1092683) | 12/08/25 | (0.25)% | 1D SONIA | Monthly  | &nbsp;&nbsp; 29839 |
| YouGov PLC | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (548529) | 04/24/28 | 0.00% | 1D SONIA | Monthly  | &nbsp;&nbsp; 16402 |
| &nbsp;&nbsp;&nbsp; Ypsomed Holding AG, Registered <br> Shares<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3152201) | 12/10/26 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 262320 |
| &nbsp;&nbsp;&nbsp; Ypsomed Holding AG, Registered <br> Shares<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2318586) | 01/04/27 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 193279 |
| &nbsp;&nbsp;&nbsp; Ypsomed Holding AG, Registered <br> Shares<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3605186) | 12/08/25 | (0.26)% | SSARON | Monthly  | &nbsp;&nbsp; 249766 |
| Zalando SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; (13142817) | 04/18/28 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 898392 |
| Zalando SE | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6288187) | 09/03/29 | 0.00% | 1D ESTR | Monthly  | &nbsp;&nbsp; 422346 |
| Zealand Pharma A/S | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2303936) | 02/15/28 | (0.26)% | 1W CIBOR | Monthly  | &nbsp;&nbsp; 164525 |
| Zealand Pharma A/S | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1286037) | 05/11/26 | (0.26)% | DESTR | Monthly  | &nbsp;&nbsp; 50486 |
| Zenkoku Hosho Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (613866) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (15521)<br>|
| Zensho Holdings Co. Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1414304) | 02/15/28 | 0.00% | 1D P TONA | Monthly  | &nbsp;&nbsp; (11791)<br>|
| Zensho Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (14162693) | 05/12/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (229817)<br>|
| Zensho Holdings Co. Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10975025) | 09/09/27 | (0.20)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (133782)<br>|
| Zensho Holdings Co. Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (140908) | 08/19/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; (1175)<br>|
| Zensho Holdings Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (696058) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 27740 |
| Zensho Holdings Co. Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (723462) | 12/08/25 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 28832 |
| Zevra Therapeutics, Inc. | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (199053) | 04/21/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2029 |
| Ziff Davis, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (134776) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2018 |
| Zillow Group, Inc., Class C | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6893236) | 12/08/25 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (657809)<br>|

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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) |
| Zuken, Inc. | Barclays Bank PLC | $(11451) | 05/12/27 | (0.15)% | 1D P TONA | Monthly  | &nbsp;&nbsp; $(88)<br>|
| Zuken, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (194080) | 02/26/26 | (0.25)% | 1D P TONA | Monthly  | &nbsp;&nbsp; 1777 |
| Total short positions of equity swaps | Total short positions of equity swaps | Total short positions of equity swaps |  |  |  |  | &nbsp;&nbsp; 5045849 |
| Total long and short positions of equity swaps | Total long and short positions of equity swaps | Total long and short positions of equity swaps |  |  |  |  | &nbsp;&nbsp; 2618360 |
| Net dividends and financing fees | Net dividends and financing fees | Net dividends and financing fees |  |  |  |  | &nbsp;&nbsp; (7174415)<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; $(4556055)<br>|

---

&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:

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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• 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. For information about the Fund's policy regarding valuation of financial instruments, refer to its most recent financial statements.

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; Common Stocks | &nbsp;&nbsp; $141317325 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $141317325 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Preferred Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Preferred Stocks | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2497014 | &nbsp;&nbsp;&nbsp;&nbsp; 2497014 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 165115607 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 165115607 |
| &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; 4370994 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 4370994 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Government Sponsored Agency Securities | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 32140000 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 32140000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 5604471572 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 5604471572 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Options Purchased  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Equity Contracts | &nbsp;&nbsp; 6003430 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 6003430 |
|  | &nbsp;&nbsp; $151691749 | &nbsp;&nbsp;&nbsp;&nbsp; $5801727179 | &nbsp;&nbsp;&nbsp;&nbsp; $2497014 | &nbsp;&nbsp;&nbsp;&nbsp; $5955915942 |
| Derivative Financial Instruments<sup>(a)</sup> <br>|  |  |  |  |
| &nbsp;&nbsp;&nbsp; Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Equity Contracts | &nbsp;&nbsp; $17634044 | &nbsp;&nbsp;&nbsp;&nbsp; $763799855 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $781433899 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Exchange Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 4898136 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 4898136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Contracts | &nbsp;&nbsp; 746486 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 746486 |
| &nbsp;&nbsp;&nbsp; Liabilities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Equity Contracts | &nbsp;&nbsp; (4735523)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (769627581)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (774363104)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**BlackRock Global Equity Market Neutral Fund** 

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| Derivative Financial Instruments<sup>(a)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Exchange Contracts | &nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $(4656997)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $(4656997)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Contracts | &nbsp;&nbsp; (3581)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3581)<br>|
|  | &nbsp;&nbsp; $13641426 | &nbsp;&nbsp;&nbsp;&nbsp; $(5586587)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $8054839 |

---

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

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

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

---

| | |
|:---|:---|
| **Currency Abbreviation**  | **Currency Abbreviation**  |
| AUD | Australian Dollar |
| CAD | Canadian Dollar |
| CHF | Swiss Franc |
| EUR | Euro |
| GBP | British Pound |
| JPY | Japanese Yen |
| 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 HIBOR | HKD - 1D Overnight Hong Kong Interbank Offer 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 SIBOR | SGD - 1D Overnight Singapore Assoc of Banks Rate  |
| 1D SONIA | GBP - 1D Sterling Overnight Index Average |
| 1D STIBOR | SEK - 1D Overnight Stockholm Interbank Offer Rate  |
| 1D TONA | JPY - 1D Overnight Tokyo Average Rate  |
| 1M BBR | NZD - 1M New Zealand Bank Bill Rate  |
| 1W CIBOR | DKK - 1W Copenhagen Interbank Swap Rate  |
| ADR | American Depositary Receipt |
| AGC | Assured Guaranty Corp. |
| AMBAC | AMBAC Assurance Corp. |
| BAM | Build America Mutual Assurance Co. |
| BBR | Bank Bill Rate  |
| CABROVER | Bank of Canada Overnight Rate Target  |
| CDI | CREST Depository Interest  |
| CIBOR | Copenhagen Interbank Offered Rate  |
| CORRA | Overnight Bank of Canada Repo Rate |

---

---

| | |
|:---|:---|
| **Portfolio Abbreviation (continued)** | **Portfolio Abbreviation (continued)** |
| CPI | Consumer Price Index |
| CVA | Certificaten Van Aandelen (Dutch Certificate) |
| DESTR | DKK - Denmark Short-Term Rate  |
| DETNT/N | DKK - Danish Tom/Next Reference Rate  |
| ESTR | Euro Short Term Rate |
| FTSE | Financial Times Stock Exchange |
| HIBOR | Hong Kong Interbank Offered Rate |
| HONIA | HKD - Overnight Index Average  |
| MSCI | Morgan Stanley Capital International |
| NOWA | NOK - Norwegian Overnight Weighted Average |
| RB | Revenue Bonds |
| REIT | Real Estate Investment Trust |
| S&P | Standard & Poor's |
| SAP | Subject to Appropriations |
| SCA | Societe en Commandite par Actions |
| SG | Syncora Guarantee  |
| SHIR | ILS - Shekel Overnight Interest Rate  |
| SIBOR | Singapore Interbank Offered Rate |
| SOFR | Secured Overnight Financing Rate  |
| SONIA | Sterling Overnight Interbank Average Rate |
| SORA | Singapore Overnight Rate Average |
| SSARON | Swiss Average Overnight Rate |
| ST | Special Tax |
| STIBOR | Stockholm Interbank Offered Rate |
| TN STIBOR | SEK - TN Stockholm Interbank Offer Rate  |
| UT | Unlimited Tax |

---

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

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

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

- **a. Name of Series:** BlackRock Global Equity Market Neutral Fund

- **b. EDGAR series identifier (if any):** S000039460

- **c. LEI of Series:** 549300FWX3HQBUJIR891

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

- **a. Date of fiscal year-end:** 2026-04-30

- **b. Date as of which information is reported:** 2025-07-31

**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:** $24906188247.29

**Total Liabilities:** $18943965520.40

**Net Assets:** $5962222726.89

**Cash Not Reported:** $270383177.39

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1095.65000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000121567 | 1.80%                | -0.55%               | -0.96%               |
| Class ID C000121569 | 1.70%                | -0.61%               | -1.01%               |
| Class ID C000121568 | 1.77%                | -0.56%               | -0.98%               |
| Class ID C000166017 | 1.79%                | -0.47%               | -0.94%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1738301.79              | $8591948.67                                |
| Month 2  | $952253.59               | $10829797.50                               |
| Month 3  | $361034.84               | $-1329038.06                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Barclays Bank PLC                                | SEIBU HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    453600 | OU      | $-12675715.29 | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ARCH CAPITAL GROUP LTD                                  | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     37968 | OU      | $3267526.08   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AEHR TEST SYSTEMS                                       | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     28038 | OU      | $-473842.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MERCARI INC                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     59300 | OU      | $-904732.86   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NEC CORP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    197200 | OU      | $5662770.10   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CORE   MAIN INC CLASS A                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     16681 | OU      | $1061578.84   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MACERICH REIT                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    562158 | OU      | $-9393660.18  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PRA GROUP INC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     51602 | OU      | $784350.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ARISTOCRAT LEISURE LTD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    463029 | OU      | $20732992.02  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AEROPORTS DE PARIS SA                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |     37605 | OU      | $-4564286.08  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CENTURIA INDUSTR UNITS                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |     42354 | OU      | $-86200.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ARTIVION INC                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     41115 | OU      | $-1270864.65  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SUNTORY BEVERAGE   FOOD LTD                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     91900 | OU      | $2774986.85   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NIPPON KAYAKU LTD                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    646600 | OU      | $6037917.87   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BMW PREF AG                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |      6547 | OU      | $-572374.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SWISS LIFE HOLDING AG                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CH        |     26054 | OU      | $-26986669.46 | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | VALMONT INDS INC                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      5483 | OU      | $1995537.85   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WESTERN ALLIANCE                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     98742 | OU      | $-7658429.52  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ENSIGN GROUP INC                                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     16947 | OU      | $-2542050.00  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WOOLWORTHS GROUP LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    822812 | OU      | $-16611009.18 | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SUMITOMO PHARMA LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    343400 | OU      | $-2954453.19  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | POSTE ITALIANE                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IT        |    538698 | OU      | $-11638520.52 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | STEELCASE INC CLASS A                                   | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    444466 | OU      | $4591333.78   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ENVIRI CORP                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      9171 | OU      | $-82539.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIHON KOHDEN CORP                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    554800 | OU      | $6101993.57   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NATIONAL BANK OF CANADA                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    220919 | OU      | $-22979976.52 | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | KILROY REALTY REIT CORP                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     33651 | OU      | $-1240375.86  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MARTEN TRANSPORT LTD                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    211616 | OU      | $-2573250.56  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SARTORIUS STEDIM BIOTECH SA                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |     16974 | OU      | $-3391920.89  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EDENRED                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |      3903 | OU      | $-111462.19   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | QUEST DIAGNOSTICS INC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     11908 | OU      | $1993518.28   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HOLLYWOOD BOWL GROUP PLC                                | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |    497923 | OU      | $1617651.51   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HEXATRONIC GROUP                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |    122531 | OU      | $-260251.56   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | REDCARE PHARMACY NV                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |     37189 | OU      | $4116464.46   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | XERO LTD                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |     57029 | OU      | $6567491.34   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BADGER INFRASTRUCTURE SOLUTIONS LT                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |    199186 | OU      | $7516913.93   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MERCARI INC                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    181800 | OU      | $-2773700.40  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GLORY LTD                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     63400 | OU      | $1630262.70   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | THERMON GROUP HOLDINGS INC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     41007 | OU      | $-1159677.96  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EXPRO GROUP HOLDINGS NV                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    190439 | OU      | $-2052932.42  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | FUJIKURA LTD                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     40000 | OU      | $-2715297.12  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OMRON CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    101500 | OU      | $-2616137.49  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AALBERTS NV                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | NL        |     74791 | OU      | $-2390489.09  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SERVICETITAN INC CLASS A                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      3450 | OU      | $-402649.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TOPPAN HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    199000 | OU      | $-5362696.80  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | GAMING AND LEISURE PROPERTIES REIT                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    235150 | OU      | $-10718137.00 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | THULE GROUP                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |    172808 | OU      | $-4887313.09  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MARQETA INC CLASS A                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |    205883 | OU      | $-1173533.10  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PERSOL HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |  19960300 | OU      | $38153077.05  | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BALOISE HOLDING AG                                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | CH        |     17911 | OU      | $-4292637.98  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ARYZTA AG                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CH        |     34047 | OU      | $-3195411.15  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | INDUSTRIVARDEN A                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |     74701 | OU      | $2763782.09   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KERING SA                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |     40380 | OU      | $-9915117.80  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | LINDBLAD EXPEDITIONS HOLDINGS INC                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     88808 | OU      | $1061255.60   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KYOEI STEEL LTD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     43000 | OU      | $-617904.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MAGNA INTERNATIONAL INC                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CA        |     67276 | OU      | $2758820.96   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CENTERRA GOLD INC                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |   1166620 | OU      | $7939684.32   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LOOMIS                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |     72772 | OU      | $2877353.79   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | I3 VERTICALS INC CLASS A                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    284224 | OU      | $-7952587.52  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MARUICHI STEEL TUBE LTD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     30100 | OU      | $-727679.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TUI N AG                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | XX        |    777447 | OU      | $-7014165.02  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EXPAND ENERGY CORP                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     81090 | OU      | $8496610.20   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | VERTEX PHARMACEUTICALS INC                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     15934 | OU      | $-7279766.58  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MITSUI-SOKO HOLDINGS LTD                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |     35900 | OU      | $-932831.04   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                     | CUSIP: 912828R36<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5800000 | PA      | $5685614.26   | 0.10%             | 2026-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SHOALS TECHNOLOGIES GROUP INC CLAS                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |    556481 | OU      | $-2999432.59  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SSE PLC                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |    392199 | OU      | $-9613671.53  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | K S N AG                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      5499 | OU      | $83187.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KYUSHU RAILWAY                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     89500 | OU      | $-2164353.61  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DATA 3 LTD                                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |    195327 | OU      | $939790.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | KILROY REALTY REIT CORP                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    261784 | OU      | $-9649358.24  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | JACCS LTD                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |      4100 | OU      | $-111163.30   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AMERICAN WATER WORKS INC                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     87361 | OU      | $-12251506.64 | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PARAGON GROUP OF COMPANIES                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |     69870 | OU      | $833233.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TOROMONT INDUSTRIES LTD                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CA        |       100 | OU      | $-10139.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LOTUS BAKERIES NV                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | BE        |        39 | OU      | $-329722.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AVADEL PHARMACEUTICALS ORD                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     38291 | OU      | $-402438.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HOKUETSU CORP                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |     15400 | OU      | $-103631.34   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BLUE OWL CAPITAL INC CLASS A                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    173862 | OU      | $3364229.70   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SOUNDHOUND AI INC CLASS A                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    188515 | OU      | $-1947359.95  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BEFESA SA                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      7588 | OU      | $227532.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RENAULT SA                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FR        |      6258 | OU      | $-231550.86   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | KUBOTA CORP                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |   1652600 | OU      | $18532664.11  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RAKUTEN BANK LTD                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     18200 | OU      | $-847787.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KOSAIDO HOLDINGS LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    132600 | OU      | $-401903.47   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SAFRAN SA                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |     29238 | OU      | $9641265.03   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NXP SEMICONDUCTORS NV                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     32129 | OU      | $-6868216.33  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | COINBASE GLOBAL INC CLASS A                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     49141 | OU      | $-18563504.16 | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | REALTY INCOME REIT CORP                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    247980 | OU      | $-13919117.40 | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GREGGS PLC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    169323 | OU      | $3520984.94   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FULGENT GENETICS INC                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     58280 | OU      | $1001250.40   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SUEDZUCKER AG                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |     33960 | OU      | $-388896.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ELBIT SYSTEMS LTD                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IL        |      5426 | OU      | $2503189.23   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | JB HI-FI LTD                                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |     61657 | OU      | $4391335.18   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BEKAERT (D) SA                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | BE        |      1891 | OU      | $-77885.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | APPIER GROUP INC                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    110800 | OU      | $-1123533.86  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | GORMAN-RUPP                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     13800 | OU      | $568008.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EAST WEST BANCORP INC                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     33106 | OU      | $-3318876.50  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CVC CAPITAL PARTNERS PLC                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | NL        |      3232 | OU      | $-61976.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALLEIMA                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |    166438 | OU      | $-1176210.57  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DUSKIN LTD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     70200 | OU      | $-1853354.59  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ARTISAN PARTNERS ASSET MANAGEMENT                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     19345 | OU      | $875361.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | TE CONNECTIVITY PLC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      6464 | OU      | $-1329968.00  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CAPITAL POWER CORP                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      3221 | OU      | $-135014.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OKASAN SECURITIES GROUP INC                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     22000 | OU      | $-95177.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CAPCOM LTD                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |     36900 | OU      | $939316.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DNOW INC                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    169035 | OU      | $2630184.60   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SUMMIT THERAPEUTICS INC                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     83543 | OU      | $-2203028.91  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | IWG                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |    190492 | OU      | $555802.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RENOVA INC                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |    105900 | OU      | $-496097.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AUTONEUM HOLDING AG                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CH        |         2 | OU      | $-355.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ARIAKE JAPAN LTD                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      5800 | OU      | $-256912.74   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797PN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        | 170810000 | PA      | $170545926.03 | 2.86%             | 2025-08-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CHUBB LTD                                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      1178 | OU      | $313395.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KURABO INDUSTRIES LTD                                   | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |      4500 | OU      | $-238829.03   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NAVIGATOR HOLDINGS LTD                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     30803 | OU      | $-485763.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | RENAISSANCERE HOLDING LTD                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      5915 | OU      | $-1441722.10  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | EOG RESOURCES INC                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      2356 | OU      | $-282767.12   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WEST FRASER TIMBER LTD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    173664 | OU      | $-12039667.90 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RIOCAN REAL ESTATE INVESTMENT TRUS                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    322909 | OU      | $4113267.79   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WINNEBAGO INDUSTRIES INC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    183691 | OU      | $5459296.52   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HAMMERSON PLC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |   1136889 | OU      | $4442623.90   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PROCTER   GAMBLE                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     74000 | OU      | $-11134780.00 | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TOPAZ ENERGY CORP                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    337991 | OU      | $6281227.09   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | APA GROUP UNITS                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    419962 | OU      | $-2258717.69  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ALLY FINANCIAL INC                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    197809 | OU      | $7487070.65   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UNIVERSAL CORP                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    345870 | OU      | $18839538.90  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | INFRATIL LTD                                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | NZ        |    167389 | OU      | $-1142949.14  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VALLOUREC SA                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |     16970 | OU      | $317153.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | UNITED PARCEL SERVICE INC CLASS B                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     30010 | OU      | $2585661.60   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DAKTRONICS INC                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     27135 | OU      | $-440129.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NIPPON BUILDING FUND REIT INC                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |      7123 | OU      | $-6534124.39  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | COMPAGNIE DE SAINT GOBAIN SA                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FR        |    222509 | OU      | $-25525586.97 | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | VAT GROUP AG                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |     49786 | OU      | $-17434490.97 | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RYOHIN KEIKAKU LTD                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     12600 | OU      | $-589903.90   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CENTERPOINT ENERGY INC                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    130221 | OU      | $-5055179.22  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | IVECO GROUP NV                                          | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | IT        |    516605 | OU      | $-10678137.17 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DOUTOR NICHIRES HOLDINGS LTD                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    144300 | OU      | $2396862.62   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | E.ON N                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |   1631323 | OU      | $29760605.54  | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MITSUI MINING AND SMELTING LTD                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |    647300 | OU      | $27377981.46  | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HOSHIZAKI CORP                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    375000 | OU      | $-12841039.82 | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AUCKLAND INTERNATIONAL AIRPORT LTD                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | NZ        |    334910 | OU      | $-1485634.68  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | KKR AND CO INC                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     54697 | OU      | $-8017486.26  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EMS-CHEMIE HOLDING AG                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |       254 | OU      | $199844.91    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | IBSTOCK PLC                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |   1735207 | OU      | $-3441984.40  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KDDI CORP                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     12200 | OU      | $200221.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RELIANCE WORLDWIDE CORPORATION LTD                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    324899 | OU      | $-893146.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | COMFORT SYSTEMS USA INC                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     22745 | OU      | $15996558.50  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RESONA HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |    693700 | OU      | $6315445.87   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | LINTEC CORP                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     87300 | OU      | $1750429.19   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FIRST SOLAR INC                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     91823 | OU      | $-16044232.79 | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PKSHA TECHNOLOGY INC                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      2500 | OU      | $-58198.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SENSHU IKEDA HOLDINGS INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     93200 | OU      | $-396706.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TOHO (TOKYO) LTD                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    159300 | OU      | $-10050746.73 | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DANSKE BANK                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DK        |     82708 | OU      | $-3281148.15  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LEGRAND SA                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |    231114 | OU      | $-34137089.24 | -0.57%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AURORA INNOVATION INC CLASS A                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    263463 | OU      | $-1530720.03  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NIHON M A CENTER HOLDINGS INC                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     72300 | OU      | $-361443.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TAKEUCHI MFG LTD                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     34200 | OU      | $1222516.14   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SKEENA RESOURCES LTD                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |    204723 | OU      | $-2881133.44  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SUN CORP                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     41300 | OU      | $-1584659.08  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PEYTO EXPLORATION   DEVELOPMENT CO                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |     20663 | OU      | $-289902.37   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | 1&1 AG                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      4878 | OU      | $-102547.41   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MUSASHI SEIMITSU INDUSTRY LTD                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    125600 | OU      | $-2704086.38  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KONTRON AG                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |    101215 | OU      | $3265206.24   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | STARBUCKS CORP                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     90298 | OU      | $-8050969.68  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ENOVIX CORP                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    166123 | OU      | $-2226048.20  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMP LTD                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |  14860071 | OU      | $15203549.53  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BUREAU VERITAS SA                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |    554899 | OU      | $17088725.51  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SHIN ETSU POLYMER LTD                                   | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     14200 | OU      | $-167665.73   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MARUWA (OWARIASAHI) LTD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     89800 | OU      | $-27067298.67 | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALIGN TECHNOLOGY INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     38913 | OU      | $5020166.13   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DMG MORI LTD                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    287800 | OU      | $6650258.29   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PANTORO GOLD LTD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AU        |     13139 | OU      | $-30655.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BAYCURRENT CONSULTING INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     53100 | OU      | $-3049004.46  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | GREENCORE GROUP PLC                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |     20789 | OU      | $70559.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CAMPING WORLD HOLDINGS INC CLASS A                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    247973 | OU      | $3431946.32   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NETSCOUT SYSTEMS INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    542152 | OU      | $11612895.84  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ADVANCED MICRO DEVICES INC                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     54530 | OU      | $-9614184.30  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | THALES SA                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |     92106 | OU      | $24775929.58  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MAUREL ET PROM SA                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |    126085 | OU      | $774321.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | JAMES HARDIE INDUSTRIES CDI PLC                         | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |      8258 | OU      | $-216751.26   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | F G ANNUITIES AND LIFE INC                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     49689 | OU      | $-1585575.99  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AEON REIT INVESTMENT REIT CORP                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      1571 | OU      | $-1339379.53  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | STROEER SE                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |     20693 | OU      | $1111882.95   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CHOCOLADEFABRIKEN LINDT   SPRUENGL                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CH        |      1420 | OU      | $20889009.12  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ACCEL ENTERTAINMENT INC CLASS A                         | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     10178 | OU      | $130889.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NEWELL BRANDS INC                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    430809 | OU      | $2416838.49   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | STELLAR BANCORP INC                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      5894 | OU      | $-174049.82   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HEXATRONIC GROUP                                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | SE        |    738214 | OU      | $-1567940.75  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ARE HOLDINGS INC                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     34700 | OU      | $-409025.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DOVER CORP                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     28200 | OU      | $5108148.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | META PLATFORMS INC CLASS A                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     18576 | OU      | $-14367421.44 | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALGONQUIN POWER UTILITIES CORP                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    252190 | OU      | $-1487003.68  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WACOM LTD                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |    173900 | OU      | $748776.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CRANE                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     13781 | OU      | $2697906.37   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CACI INTERNATIONAL INC CLASS A                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     20227 | OU      | $9315949.39   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SUN CORP                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      5700 | OU      | $-218705.97   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RCI HOSPITALITY HOLDINGS INC                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      7563 | OU      | $-270982.29   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BANK FIRST CORP                                         | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      2067 | OU      | $-245600.94   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FIXSTARS CORP                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     21800 | OU      | $-293319.19   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797PX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        | 244335000 | PA      | $242945848.03 | 4.07%             | 2025-09-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FIVE9 INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |   1007442 | OU      | $26022226.86  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | REDWOOD TRUST REIT INC                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     55289 | OU      | $-301877.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NCC GROUP PLC                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |    193736 | OU      | $-384336.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ORGANO CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     87500 | OU      | $-5391353.49  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RENTOKIL INITIAL PLC                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |   1317330 | OU      | $-6571427.35  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TOREX GOLD RESOURCES INC                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |     83195 | OU      | $2343461.93   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NORTH AMERICAN CONSTRUCTION GROUP                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |     50501 | OU      | $759920.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ORIGIN BANCORP INC                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      4907 | OU      | $-179350.85   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ENTAIN PLC                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    214707 | OU      | $-2883239.88  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FLUIDRA SA                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | ES        |    323016 | OU      | $8056220.41   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DEEP YELLOW LTD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |   2524444 | OU      | $-2405252.75  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TEXTRON INC                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     23412 | OU      | $1820751.24   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LOAR HOLDINGS INC                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     26687 | OU      | $-1972436.17  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KOBAYASHI PHARMACEUTICAL LTD                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      5100 | OU      | $-179354.30   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DELONGHI                                                | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | IT        |     28752 | OU      | $943021.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | QUANEX BUILDING PRODUCTS CORP                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     92206 | OU      | $1796172.88   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ZENKOKU HOSHO LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     29500 | OU      | $-629386.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SUMITOMO MITSUI FINANCIAL GROUP IN                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    283600 | OU      | $7154264.78   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOSSARD HOLDING AG                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |      3191 | OU      | $-676286.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SEKISUI CHEMICAL LTD                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    192800 | OU      | $-3344139.14  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RENOVA INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    537300 | OU      | $-2517024.85  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | QUILTER PLC                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |   1955419 | OU      | $4369460.96   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOYO SUISAN LTD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    155900 | OU      | $-9960232.46  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CBL ASSOCIATES PROPERTIES INC                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     74568 | OU      | $2017810.08   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RIO TINTO PLC                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     35821 | OU      | $2133476.68   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MIZUNO CORP                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     72800 | OU      | $-1326134.09  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TUI N AG                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |    756156 | OU      | $-6822076.57  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ENGIE SA                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |    379453 | OU      | $8529426.14   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NORDEX                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      5522 | OU      | $135542.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MINERALS TECHNOLOGIES INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     79986 | OU      | $-4651185.90  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AEON LTD                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     98600 | OU      | $-3149562.93  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NATIONAL GRID PLC                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |     22776 | OU      | $-320049.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ACADEMY SPORTS AND OUTDOORS INC                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     17615 | OU      | $894665.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CENTENE CORP                                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     44058 | OU      | $-1148592.06  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PARK HOTELS RESORTS INC                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    904578 | OU      | $9642801.48   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OPEN TEXT CORP                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    312306 | OU      | $-9191569.49  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KARMAN HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    151613 | OU      | $-7838392.10  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | VIATRIS INC                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    284000 | OU      | $-2482160.00  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | METSO CORPORATION                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FI        |     21843 | OU      | $-274332.46   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LINTEC CORP                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     99200 | OU      | $1989032.94   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOUTHERN                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    233095 | OU      | $-22022815.60 | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ASSICURAZIONI GENERALI                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |   1476562 | OU      | $55084280.03  | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TELEFONICA SA                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ES        |   6295867 | OU      | $32491664.60  | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DASSAULT SYSTEMES                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |    754534 | OU      | $24787363.81  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | IDP EDUCATION PTY LTDINARY                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |    628169 | OU      | $1421206.94   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | THE SAGE GROUP PLC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    433920 | OU      | $6967300.11   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ARMOUR RESIDENTIAL REIT INC                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    582276 | OU      | $-9496921.56  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | URBAN EDGE PROPERTIES                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    127232 | OU      | $2509015.04   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AXA SA                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |    570010 | OU      | $-27684894.27 | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DOUTOR NICHIRES HOLDINGS LTD                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    218200 | OU      | $3624361.90   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KAWASAKI HEAVY INDUSTRIES LTD                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     11400 | OU      | $-832576.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DEUTSCHE BANK AG                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |    184060 | OU      | $6062296.64   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TKH GROUP NV                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NL        |     81540 | OU      | $-3354003.33  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ENERGY RECOVERY INC                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    138460 | OU      | $-1862287.00  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PUMA                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      4644 | OU      | $98167.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SNAM                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IT        |     81273 | OU      | $470998.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | US BANCORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    623891 | OU      | $28050139.36  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ORMAT TECH INC                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    201133 | OU      | $-17983301.53 | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ELME                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2692 | OU      | $-40595.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ELECNOR SA                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | ES        |      5088 | OU      | $138353.72    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SUMITOMO HEAVY INDUSTRIES LTD                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    474900 | OU      | $10517391.35  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DEFINITY FINANCIAL CORP                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |     48049 | OU      | $-2588667.62  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IMCD NV                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NL        |     28568 | OU      | $-3131358.10  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | XYLEM INC                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     12463 | OU      | $-1802399.06  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ARIAKE JAPAN LTD                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      5400 | OU      | $-239194.62   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AIR LEASE CORP CLASS A                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     42025 | OU      | $-2328185.00  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MOHAWK INDUSTRIES INC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     25202 | OU      | $-2885881.02  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ENDEAVOUR SILVER CORP                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CA        |    888732 | OU      | $-4502669.34  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD EUR                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $57930.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CHANGE HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    107800 | OU      | $-824655.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BODYCOTE PLC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    337714 | OU      | $-2838802.29  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CTS EVENTIM AG                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |        36 | OU      | $-4065.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | REYNOLDS CONSUMER PRODUCTS INC                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     31894 | OU      | $-717296.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SEPTENI HOLDINGS LTD                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |    238000 | OU      | $-698062.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SIGMAROC PLC                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |    736339 | OU      | $-1118577.36  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | FOX CORP CLASS A                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    270403 | OU      | $15077671.28  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DANA INCORPORATED INC                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    218805 | OU      | $3483375.60   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LITHIA MOTORS INC CLASS A                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     41298 | OU      | $11893824.00  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PAYLOCITY HOLDING CORP                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    154146 | OU      | $28498512.48  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ORIX CORP                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    686200 | OU      | $15414139.72  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AMADA LTD                                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    682500 | OU      | $7695818.86   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GENMAB                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DK        |      3024 | OU      | $651059.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | OMV AG                                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | AT        |     99807 | OU      | $-5083007.86  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IMCD NV                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NL        |     14070 | OU      | $-1542222.36  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | OSAKA SODA LTD                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    148000 | OU      | $-1802322.73  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DERWENT LONDON REIT PLC                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    160133 | OU      | $4081556.60   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | UNITED OVERSEAS BANK LTD                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | SG        |    278000 | OU      | $-7723600.95  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                   | TRSWAP: MNDZ5 FUTURE 31-MAR-2026                        | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DE               |  | FR        | 527800000 | OU      | $-18965.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NEXT PLC                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    147520 | OU      | $23945590.97  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PERNOD RICARD SA                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |     79087 | OU      | $-8127667.77  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | KIKKOMAN CORP                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      8500 | OU      | $-74672.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DSM FIRMENICH AG                                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | NL        |      7649 | OU      | $734911.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CONFLUENT INC CLASS A                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     10425 | OU      | $184783.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BANCA MONTE DEI PASCHI DI SIENA SP                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IT        |   3305202 | OU      | $28138576.37  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PKSHA TECHNOLOGY INC                                    | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |      3800 | OU      | $-88462.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DAIMLER TRUCK HOLDING E AG                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |     31590 | OU      | $-1536703.70  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BROOKFIELD WEALTH SOLUTIONS EXCHAN                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |     10268 | OU      | $-686805.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | WEBSTER FINANCIAL CORP                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     52170 | OU      | $-3007600.50  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | AMADEUS IT GROUP SA                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | ES        |      6747 | OU      | $-541741.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NAGOYA RAILROAD LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    165100 | OU      | $-1800470.97  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PINNACLE FINANCIAL PARTNERS INC                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     17062 | OU      | $-1499579.18  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FRAPORT FRANKFURT AIRPORT SERVICES                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |    169120 | OU      | $-12585221.23 | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL               | TRSWAP: DEDZ5 FUTURE 19-DEC-2025                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |    263509 | OU      | $194.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ICHIBANYA LTD                                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     80100 | OU      | $-517360.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | B M EUROPEAN VALUE RETAIL SA                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |    188020 | OU      | $-555762.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | INTERPUMP GROUP                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IT        |    140906 | OU      | $-5781121.99  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | GREEN DOT CORP CLASS A                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    217508 | OU      | $2201180.96   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LUNDIN GOLD INC                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |      4959 | OU      | $229518.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ADOBE INC                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    123658 | OU      | $44231230.02  | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Floating Rate Notes                       | CUSIP: 91282CNQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $30036099.60  | 0.50%             | 2027-07-31      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SSR MINING INC                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     85918 | OU      | $-1026229.00  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | KYUSHU FINANCIAL GROUP INC                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    816700 | OU      | $4170755.02   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | INTERRENT REAL ESTATE INVESTMENT T                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | CA        |    134456 | OU      | $-1285754.91  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | STORA ENSO CLASS R                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FI        |    576836 | OU      | $-5935343.19  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | U-BLOX HOLDING AG                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |     21241 | OU      | $2644974.67   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CHUGOKU MARINE PAINTS LTD                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     22100 | OU      | $-453941.82   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GALDERMA GROUP N AG                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |     67130 | OU      | $-10345948.49 | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PRIMARY HEALTH PROPERTIES REIT PLC                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |   4754402 | OU      | $6021684.97   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | QCR HOLDINGS INC                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      1871 | OU      | $-132841.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RLJ LODGING TRUST REIT                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |    459422 | OU      | $3399722.80   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IRHYTHM TECHNOLOGIES INC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     11453 | OU      | $1605481.54   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | OVERSEA-CHINESE BANKING LTD                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SG        |   1404900 | OU      | $-18206321.35 | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MATSUI SECURITIES LTD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |    178800 | OU      | $-873950.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NU SKIN ENTERPRISES INC CLASS A                         | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     24418 | OU      | $-204622.84   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOWNEBANK                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     72406 | OU      | $-2536382.18  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LAIR LIQUIDE SOCIETE ANONYME POUR                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |     45847 | OU      | $9019775.62   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NEXTERA ENERGY INC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     32818 | OU      | $-2332047.08  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TAMARACK VALLEY ENERGY LTD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    587744 | OU      | $-2307539.95  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | YELP INC                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    400628 | OU      | $13793622.04  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BIC SA                                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |     72746 | OU      | $-4423183.70  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RAPID7 INC                                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    144765 | OU      | $3057436.80   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RINGCENTRAL INC CLASS A                                 | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    721013 | OU      | $18378621.37  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EVOTEC                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |    101938 | OU      | $814428.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FLEX LTD                                                | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     19324 | OU      | $963687.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | QUALYS INC                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     15494 | OU      | $2061786.58   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CVC CAPITAL PARTNERS PLC                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | NL        |     26369 | OU      | $-505647.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AMRIZE AG                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |     30744 | OU      | $-1554138.06  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HORIBA LTD                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      7600 | OU      | $558928.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SUZUKEN LTD                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     47100 | OU      | $1780246.98   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SEACOAST BANKING OF FLORIDA                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     15440 | OU      | $-435253.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CCC INTELLIGENT SOLUTIONS HOLDINGS                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     68302 | OU      | $-660480.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMPLIFON                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |    629921 | OU      | $10604029.00  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ASAHI INTECC LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     56200 | OU      | $874588.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HUBER & SUHNER AG                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |     21034 | OU      | $2808583.91   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TOWNEBANK                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     21087 | OU      | $-738677.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SAINSBURY(J) PLC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    166426 | OU      | $665469.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | STANTEC INC                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |      6539 | OU      | $714778.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STANLEY ELECTRIC LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    205100 | OU      | $-3868083.92  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TRAVIS PERKINS PLC                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |    293044 | OU      | $-2099516.88  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TAKEDA PHARMACEUTICAL LTD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    163900 | OU      | $4502297.35   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | WACOAL HOLDINGS CORP                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     34700 | OU      | $-1254087.65  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | JOYFUL HONDA LTD                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     59700 | OU      | $823952.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RENEW HOLDINGS PLC                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |     18314 | OU      | $-204510.80   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HUGO BOSS N AG                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |    131970 | OU      | $6146247.50   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | STORAGEVAULT CANADA INC CFD                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |    193482 | OU      | $-647918.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TRANSDIGM GROUP INC                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     18404 | OU      | $-29602097.84 | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | INVESCO LTD                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    199164 | OU      | $4184435.64   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PROCTER   GAMBLE                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     11269 | OU      | $1695646.43   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ORIX CORP                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |    619500 | OU      | $13915854.79  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KYOTO FINANCIAL GROUP INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    199700 | OU      | $-3612720.74  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ACCOR SA                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |    222700 | OU      | $-11287297.99 | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | WORKSPACE GROUP REIT PLC                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    504747 | OU      | $2649711.27   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | COCA-COLA BOTTLERS JAPAN HOLDINGS                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    603300 | OU      | $9224666.03   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GAMES WORKSHOP GROUP PLC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      5285 | OU      | $1132375.37   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TAIKISHA LTD                                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     53100 | OU      | $951361.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BREVILLE GROUP LTD                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |     29358 | OU      | $613979.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALIGHT INC CLASS A                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |   3488237 | OU      | $18696950.32  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HANKYU HANSHIN REIT INC                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       208 | OU      | $-220136.73   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | HYATT HOTELS CORP CLASS A                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    140812 | OU      | $-19850267.64 | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BANDWIDTH INC CFD                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     53597 | OU      | $745534.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ATOSS SOFTWARE AG                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |      4697 | OU      | $630016.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ELBIT SYSTEMS LTD                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IL        |      3754 | OU      | $1731841.57   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DENTSU GROUP INC                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |     57100 | OU      | $1126045.82   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GIBSON ENERGY INC                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    290329 | OU      | $-5234135.70  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | IGO LTD                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |   1633945 | OU      | $4596563.09   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CK HUTCHISON HOLDINGS LTD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | HK        |    740500 | OU      | $4819915.44   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BANCA MONTE DEI PASCHI DI SIENA SP                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IT        |    594835 | OU      | $5064080.83   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JACCS LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     21500 | OU      | $-582929.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SPARK NEW ZEALAND LTD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NZ        |    410449 | OU      | $587562.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NIPPON SANSO HOLDINGS CORP                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      7000 | OU      | $-247754.69   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SIMPLEX HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    140500 | OU      | $-3814120.80  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LY CORP                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |    167200 | OU      | $611143.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | INVESCO MORTGAGE CAPITAL REIT INC                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    168902 | OU      | $-1275210.10  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GRAND CITY PROPERTIES SA                                | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | DE        |     45859 | OU      | $578191.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TRANSALTA CORP                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |    307650 | OU      | $3701303.05   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | US BANCORP                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    489702 | OU      | $22017001.92  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WEIR GROUP PLC                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |    302080 | OU      | $10612338.73  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | INVESTEC PLC                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |   1399250 | OU      | $10376066.59  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AMERICAN STATES WATER                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     43090 | OU      | $-3170993.10  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | A D HOLON HOLDINGS LIMITED LTD                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     56800 | OU      | $754844.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TOREX GOLD RESOURCES INC                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |     19380 | OU      | $545901.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ORIENT CORP                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     27300 | OU      | $-180592.03   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DIETEREN (D) SA                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | BE        |     37044 | OU      | $-7317413.32  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Nanjing Leads Biolabs Co Ltd                     | Nanjing Leads Biolabs Co Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     66200 | NS      | $608449.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | AXON ENTERPRISE INC                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      2003 | OU      | $1513246.47   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GENTING SINGAPORE LTD                                   | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | SG        |     51000 | OU      | $-28768.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | POLA ORBIS HOLDINGS INC                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    520800 | OU      | $-4395979.82  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KERRY GROUP PLC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IE        |     75520 | OU      | $6975779.53   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BRISTOW GROUP INC                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     20593 | OU      | $-711900.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AMOTIV LIMITED                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |     64207 | OU      | $-361374.95   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | RAKUTEN GROUP INC                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |   4622800 | OU      | $23390039.28  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | UNIPOL GRUPPO FINANZIARIO                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IT        |    224646 | OU      | $4505882.37   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SAVILLS PLC                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    154570 | OU      | $1998460.52   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PER AARSLEFF HOLDING CLASS B                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DK        |     40064 | OU      | $4314773.30   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOYO SEIKAN GROUP HOLDINGS LTD                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     14500 | OU      | $-300306.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SHIGA BANK LTD                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     44000 | OU      | $-1767054.30  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PRECISION DRILLING CORP                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      3419 | OU      | $-192540.83   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CDW CORP                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      1174 | OU      | $-204722.12   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AIB GROUP PLC                                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | IE        |    143051 | OU      | $1128479.23   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | EUROPRIS                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | NO        |      8083 | OU      | $75715.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AKER BP                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | NO        |    886363 | OU      | $21322891.17  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MABUCHI MOTOR LTD                                       | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    219000 | OU      | $3166383.92   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MCDONALDS HOLDINGS (JAPAN) LTD                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    222100 | OU      | $8869175.21   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SMITH DOUGLAS HOMES CORP CLASS A                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      3235 | OU      | $-60947.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INFINEON TECHNOLOGIES AG                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |       200 | OU      | $7856.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | HB FULLER                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     47183 | OU      | $2651684.60   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOYOTA TSUSHO CORP                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    169000 | OU      | $-3873198.83  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FABEGE                                                  | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | SE        |    154203 | OU      | $-1292474.52  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NIPPON BUILDING FUND REIT INC                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |       425 | OU      | $-389864.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | GREEN BRICK PARTNERS INC                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    121030 | OU      | $-7496598.20  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FAST RETAILING LTD                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     44500 | OU      | $-13573821.46 | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ARMOUR RESIDENTIAL REIT INC                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    344029 | OU      | $-5611112.99  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AGL ENERGY LTD                                          | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |    391083 | OU      | $2437267.15   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | GENMAB                                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | DK        |      1003 | OU      | $215943.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AIR FRANCE-KLM SA                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |    225974 | OU      | $-2965798.67  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ACCEL ENTERTAINMENT INC CLASS A                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     28933 | OU      | $372078.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NEXTRACKER INC CLASS A                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     28967 | OU      | $1687617.42   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KINROSS GOLD CORP                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |   1126922 | OU      | $18031077.32  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CHALLENGER LTD                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |    253277 | OU      | $1331124.85   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PENTAIR                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     57817 | OU      | $5908897.40   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALBEMARLE CORP                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    267918 | OU      | $18178236.30  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ARCLANDS CORP                                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    119200 | OU      | $-1376313.17  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NATERA INC                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     13409 | OU      | $1792246.94   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TOKYO TATEMONO LTD                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     35400 | OU      | $592414.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ATI INC                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     26526 | OU      | $-2040910.44  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DKSH HOLDING AG                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CH        |     36219 | OU      | $2504553.01   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HEIWA CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    102700 | OU      | $-1422861.15  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MUSASHI SEIMITSU INDUSTRY LTD                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     47200 | OU      | $-1016185.33  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NETWEALTH GROUP LTD                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |    126262 | OU      | $3013169.25   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ABN AMRO BANK NV                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | NL        |   1811042 | OU      | $-52354387.36 | -0.88%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SCSK CORP                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     53000 | OU      | $-1649089.74  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DEXERIALS CORP                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    166200 | OU      | $-2402859.94  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ERAMET SA                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |     22163 | OU      | $-1225568.09  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PRIMO BRANDS CLASS A CORP                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    278333 | OU      | $7684774.13   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | GREIF INC CLASS A                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     24168 | OU      | $-1532976.24  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | JAPAN MATERIAL LTD                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     20300 | OU      | $185019.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DROPBOX INC CLASS A                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    125212 | OU      | $3402010.04   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SCHINDLER HOLDING AG                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CH        |      1260 | OU      | $441918.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NISSUI CORP                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    315900 | OU      | $-1844308.18  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PENNYMAC FINANCIAL SERVICES INC                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     83711 | OU      | $-7796842.54  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WACOAL HOLDINGS CORP                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     88500 | OU      | $-3198465.61  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NETFLIX INC                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     27000 | OU      | $-31303800.00 | -0.53%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CANADIAN TIRE LTD CLASS A                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CA        |      7309 | OU      | $978929.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | REXFORD INDUSTRIAL REALTY REIT INC                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    371070 | OU      | $-13555187.10 | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BALDWIN INSURANCE GROUP INC CLASS                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    209365 | OU      | $-7713006.60  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CARRIAGE SERVICES INC                                   | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     45508 | OU      | $2044219.36   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SKEENA RESOURCES LTD                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |    180979 | OU      | $-2546976.40  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ELECOM LTD                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    240700 | OU      | $3113228.53   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SMITHS GROUP PLC                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |    328254 | OU      | $10168051.77  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EURAZEO                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |     28194 | OU      | $-1654417.48  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SINGAPORE TELECOMMUNICATIONS LTD                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SG        |   2750500 | OU      | $8196894.61   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GREAT LAKES DREDGE AND DOCK CORP                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    279212 | OU      | $3093668.96   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RYMAN HEALTHCARE LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NZ        |    276628 | OU      | $-406620.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RAKSUL INC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     69900 | OU      | $-573796.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ICL GROUP LTD                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IL        |    279435 | OU      | $-1740854.22  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PLANET FITNESS INC CLASS A                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     82754 | OU      | $9035909.26   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | IDEXX LABORATORIES INC                                  | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      5021 | OU      | $-2682770.51  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WERNER ENTERPRISES INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    282330 | OU      | $-7826187.60  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WAREHOUSES DE PAUW NV                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | BE        |    117723 | OU      | $2747202.06   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SUMITOMO MITSUI FINANCIAL GROUP IN                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |   1337100 | OU      | $33730491.69  | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HKT TRUST AND HKT UNITS LTD                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | HK        |     92000 | OU      | $-144861.11   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | TRSWAP: DEDZ5 FUTURE 19-DEC-2025                        | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | DE        |   1468344 | OU      | $-1853.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VESUVIUS                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |    460951 | OU      | $-2169602.29  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | REVOLUTION MEDICINES INC                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    190039 | OU      | $7082753.53   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NTN CORP                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |    776600 | OU      | $1324993.35   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INDUSTRIA DE DISENO TEXTIL INDITEX                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | ES        |     48941 | OU      | $-2337765.93  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NB BANCORP INC                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     12036 | OU      | $-207380.28   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RAYSEARCH LABORATORIES CLASS B                          | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | SE        |      4090 | OU      | $140176.86    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AISAN INDUSTRY LTD                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |     24800 | OU      | $274173.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TP ICAP GROUP PLC                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    440864 | OU      | $1779675.10   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN STEEL WORKS LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    109000 | OU      | $-6722854.34  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RECKITT BENCKISER GROUP PLC                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |      1657 | OU      | $124185.12    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ENERGIX RENEWABLE ENERGIES LTD                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IL        |     57532 | OU      | $-224105.85   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FUJI SEAL INTERNATIONAL INC                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       500 | OU      | $-9185.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NIPPON BUILDING FUND REIT INC                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      1533 | OU      | $-1406263.19  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KEIO CORP                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     56000 | OU      | $-1307506.37  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HOLCIM LTD AG                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CH        |     15711 | OU      | $-1252950.98  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WEST FRASER TIMBER LTD                                  | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | CA        |     15346 | OU      | $-1063897.78  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MAPLE LEAF FOODS INC                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |    319267 | OU      | $6737418.50   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | THK LTD                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |    274800 | OU      | $7724344.61   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ROLAND CORP                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      8300 | OU      | $-173483.44   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NTT DATA GROUP CORP                                     | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    189900 | OU      | $-4952206.09  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MIZUNO CORP                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     50300 | OU      | $-916271.22   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NISSAN CHEMICAL CORP                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |     41700 | OU      | $1359367.85   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VICOR CORP                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     43464 | OU      | $-1931540.16  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CINEMARK HOLDINGS INC                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     74893 | OU      | $2012374.91   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NOBLE CORPORATION PLC                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    118220 | OU      | $-3169478.20  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | POWER CORPORATION OF CANADA                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     92721 | OU      | $-3736677.71  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DAIWA HOUSE REIT CORP                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      1666 | OU      | $-2786090.12  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | COLOWIDE LTD                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    148300 | OU      | $-1914576.84  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ALPEN LTD                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     46200 | OU      | $737739.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMERICAN HOMES  RENT REIT CLASS A                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    279906 | OU      | $-9709939.14  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DORIAN LPG LTD                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    149728 | OU      | $4310669.12   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DENKA CO LTD                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    118200 | OU      | $-1666658.00  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SINFONIA TECHNOLOGY LTD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       400 | OU      | $-25121.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DAIFUKU LTD                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     80800 | OU      | $-2045548.29  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MICHELIN                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |    278860 | OU      | $-9920854.12  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PRADA                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | HK        |    218200 | OU      | $1187633.75   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KEMPER CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    161208 | OU      | $9928800.72   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BAYCURRENT INC                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     48900 | OU      | $-2807840.26  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INTERPARFUMS SA                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |     34534 | OU      | $-1268110.11  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHUGOKU ELECTRIC POWER INC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    572200 | OU      | $-3115513.45  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EXOR NV                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NL        |       514 | OU      | $-49537.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BROOKFIELD INFRASTRUCTURE CORP CLA                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    535112 | OU      | $20889295.67  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MIZRAHI TEFAHOT BANK LTD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IL        |      8046 | OU      | $-497032.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ADDUS HOMECARE CORP                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     38857 | OU      | $-4149150.46  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SUPER MICRO COMPUTER INC                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    268314 | OU      | $-15822476.58 | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | HIROSE ELECTRIC LTD                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    128000 | OU      | $16072333.87  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FORTUNE BRANDS INNOVATIONS INC                          | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    236356 | OU      | $12890856.24  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SBI HOLDINGS INC                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      6500 | OU      | $-241461.12   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EGUARANTEE INC                                          | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     89100 | OU      | $-882077.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BANCA IFIS                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IT        |     22300 | OU      | $617588.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SKANDINAVISKA ENSKILDA BANKEN                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | SE        |    159346 | OU      | $-2787364.08  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AZRIELI GROUP LTD                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IL        |     32789 | OU      | $-3221491.11  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TEMPUS AI INC CLASS A                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     21310 | OU      | $-1205932.90  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NIQ Global Intelligence Plc                      | NIQ Global Intelligence Plc                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |    222000 | NS      | $4093680.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | SHIN ETSU CHEMICAL LTD                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    243700 | OU      | $-7012931.43  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MASTEC INC                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     79348 | OU      | $15013435.08  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | GE VERNOVA INC                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      8139 | OU      | $-5374100.31  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WHARF (HOLDINGS) LTD                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | HK        |    101000 | OU      | $-287560.51   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RUSSEL METALS INC                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     99873 | OU      | $3198876.83   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WAVE LIFE SCIENCES LTD                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     95040 | OU      | $-769824.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | IWG                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |    400432 | OU      | $1168349.33   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CENTERPOINT ENERGY INC                                  | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    689016 | OU      | $-26747601.12 | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ARISTOCRAT LEISURE LTD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |    179619 | OU      | $8042777.65   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TBC BANK GROUP PLC                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |     17988 | OU      | $1149772.54   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | M A RESEARCH INSTITUTE HOLDINGS IN                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    216800 | OU      | $-1949106.95  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KAKEN PHARMACEUTICAL LTD                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     83100 | OU      | $2165506.91   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | APPLIED DIGITAL CORP                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     84425 | OU      | $-1109344.50  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CHARTER HALL SOCIAL INFRASTRUCTURE                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |    602365 | OU      | $1144448.09   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PARAGON GROUP OF COMPANIES                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |    224644 | OU      | $2678987.16   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BLUELINX HOLDINGS INC                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      9065 | OU      | $664192.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STRIDE INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     13181 | OU      | $1690199.63   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FORTUNE REAL ESTATE INVESTMENT TRU                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | HK        |   2107000 | OU      | $1354176.15   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SUMITOMO MITSUI TRUST GROUP INC                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     78500 | OU      | $2057858.62   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | UCHIDA YOKO LTD                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      1600 | OU      | $-109494.41   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LSI INDUSTRIES INC                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     15403 | OU      | $-281874.90   | -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        |     26633 | OU      | $-3306251.68  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED EUR / SOLD USD                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |         1 | NC      | $-38117.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | REECE LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     71358 | OU      | $-617857.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HUNTING PLC                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |    296938 | OU      | $1235276.01   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HIGHWOODS PROPERTIES REIT INC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    560541 | OU      | $-16261294.41 | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CONNECTONE BANCORP INC                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    159250 | OU      | $-3667527.50  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ORCHID ISLAND CAPITAL INC                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    758108 | OU      | $-5276431.68  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HERTZ GLOBAL HLDGS INC                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    705771 | OU      | $-4523992.11  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VICINITY CENTRES                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |   6690912 | OU      | $-10534833.43 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LIBERTY GLOBAL LTD CLASS A                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |   1394733 | OU      | $13975224.66  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DAIICHI SANKYO LTD                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     15100 | OU      | $-370431.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | STELLANTIS NV                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | IT        |    655738 | OU      | $5786955.52   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HALMA PLC                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |     30953 | OU      | $1324432.34   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LUMEN TECHNOLOGIES INC                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |   1372623 | OU      | $-6108172.35  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MIDLAND STATES BANCORP INC                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     21301 | OU      | $361264.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | AEON REIT INVESTMENT REIT CORP                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |      2226 | OU      | $-1897809.56  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AIXTRON                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |     40443 | OU      | $681025.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797MH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 504100000 | PA      | $502063743.50 | 8.42%             | 2025-09-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HEALTHSTREAM INC                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     37720 | OU      | $-986755.20   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EZAKI GLICO LTD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    180000 | OU      | $-5558085.23  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NESTE                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FI        |     26999 | OU      | $426114.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NISSAN MOTOR LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   2539200 | OU      | $-5383864.28  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TSUBAKIMOTO CHAIN                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    205500 | OU      | $2884362.07   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | LOTUS BAKERIES NV                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | BE        |       520 | OU      | $-4396295.20  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | COCA-COLA BOTTLERS JAPAN HOLDINGS                       | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    429900 | OU      | $6573319.95   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TIS INC                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    110900 | OU      | $-3537922.74  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NLIGHT INC                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     44514 | OU      | $-935239.14   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MACYS INC                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    140616 | OU      | $-1775980.08  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | OSAKA STEEL LTD                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      1100 | OU      | $-18618.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | UNION PACIFIC CORP                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     41995 | OU      | $9321630.15   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FIRST MAJESTIC SILVER CORP                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    252422 | OU      | $-2007571.05  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SINGAPORE TELECOMMUNICATIONS LTD                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SG        |    888100 | OU      | $2646668.64   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GUNZE LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     35400 | OU      | $-896946.86   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ORRSTOWN FINANCIAL SERVICES INC                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      4660 | OU      | $-153127.60   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BIG SHOPPING CENTERS  LTD                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | IL        |     16129 | OU      | $-3072064.36  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | AMENTUM HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    330756 | OU      | $-8258977.32  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | COCA-COLA BOTTLERS JAPAN HOLDINGS                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |    176000 | OU      | $2691100.98   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PERNOD RICARD SA                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |     96237 | OU      | $-9890150.89  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CENTRAL JAPAN RAILWAY                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    438200 | OU      | $-10215396.64 | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | STARTS CORP INC                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      6300 | OU      | $-190495.51   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL               | TRSWAP: DEDZ6 FUTURE 18-DEC-2026                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |    189777 | OU      | $893.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EQT                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |    370614 | OU      | $-12387438.76 | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EARTH CORP                                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    106800 | OU      | $3450994.97   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SPECTRIS PLC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |    420211 | OU      | $-22065157.23 | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CRANE NXT                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     16474 | OU      | $-977567.16   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | UBS GROUP AG                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CH        |    327052 | OU      | $-12154562.94 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ABB LTD                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |    278268 | OU      | $18170368.70  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | HILL AND SMITH PLC                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    129255 | OU      | $3478863.89   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ARBOR REALTY TRUST REIT INC                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |   1057554 | OU      | $-11802302.64 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GILDAN ACTIVEWEAR INC                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     18596 | OU      | $-939328.84   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOHO GAS LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    109000 | OU      | $-3043736.30  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DSV                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DK        |      9718 | OU      | $-2177657.07  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ATRICURE INC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      4823 | OU      | $169287.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ACV AUCTIONS INC CLASS A                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     10264 | OU      | $145851.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OGAKI KYORITSU BANK LTD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     14900 | OU      | $-280623.38   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HUMANA INC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      5315 | OU      | $-1328059.05  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOKYO OHKA KOGYO LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    611300 | OU      | $-16743264.39 | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | VERRA MOBILITY CORP CLASS A                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    493443 | OU      | $12464370.18  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RB GLOBAL INC                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         1 | OU      | $-108.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PENTA-OCEAN CONSTRUCTION LTD                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    364200 | OU      | $-2356878.92  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KLAVIYO INC SERIES A                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     58052 | OU      | $-1805417.20  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WIX.COM LTD                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     42136 | OU      | $5731760.08   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SIKA AG                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |      1497 | OU      | $353261.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ATCO LTD CLASS I                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    462881 | OU      | $16763401.11  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TOKYO STEEL MANUFACTURING LTD                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    308600 | OU      | $-3210932.29  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ARISTOCRAT LEISURE LTD                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | AU        |    179100 | OU      | $8019538.45   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | QUALYS INC                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      2058 | OU      | $273858.06    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SUNCOR ENERGY INC                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |     43591 | OU      | $1719289.95   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | LANCASHIRE HOLDINGS LTD                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |     78621 | OU      | $649980.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MADISON SQUARE GARDEN SPORTS CORP                       | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     42592 | OU      | $-8607843.20  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ALTEN SA                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |     92861 | OU      | $-7547295.84  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BELIMO N AG                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CH        |      1635 | OU      | $1902694.99   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BIOMARIN PHARMACEUTICAL INC                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     46035 | OU      | $2663124.75   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | TRSWAP: SMU5 FUTURE 19-SEP-2025                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | DE        |   8031229 | OU      | $-141801.95   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIPPON BUILDING FUND REIT INC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     28547 | OU      | $-26186950.57 | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EVOLENT HEALTH INC CLASS A                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    641589 | OU      | $6447969.45   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HOSHINO RESORTS REIT INC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       345 | OU      | $-598567.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SIGNIFY NV                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NL        |    854527 | OU      | $-20442487.50 | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | QUINSTREET INC                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     37982 | OU      | $623284.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PEDIATRIX MEDICAL GROUP INC                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |   1199686 | OU      | $14696153.50  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LONDONMETRIC PROPERTY REIT PLC                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |   1083479 | OU      | $-2726756.13  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PAGERDUTY INC                                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     33909 | OU      | $546613.08    | 0.01%             |  |  |  | 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      | $-21614.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ERSTE GROUP BANK AG                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AT        |    107111 | OU      | $-9794644.07  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AG GROWTH INTERNATIONAL INC                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     55420 | OU      | $1673479.21   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SEMBCORP INDUSTRIES LTD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SG        |    873900 | OU      | $-5196285.86  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FIRST NATIONAL FINANCIAL CORP                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | CA        |     12115 | OU      | $-421699.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SOLARIA ENERGIA Y MEDIO AMBIENTE S                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | ES        |     25988 | OU      | $-334156.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TOSEI CORPORATION CORP                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     68900 | OU      | $1328563.90   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LENNAR A CORP                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    221898 | OU      | $24892517.64  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PARK24 LTD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    137700 | OU      | $-1738930.18  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CORCEPT THERAPEUTICS INC                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3827 | OU      | $-257059.59   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ATALAYA MINING COPPER SA                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |     22556 | OU      | $-135949.11   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VISHAY INTERTECHNOLOGY INC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    223184 | OU      | $-3657985.76  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SAIZERIYA LTD                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      6100 | OU      | $214000.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OCEANAGOLD CORPORATION CORP                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |    473785 | OU      | $6445472.90   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JINS HOLDINGS INC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    132700 | OU      | $7035956.75   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VIMIAN GROUP                                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | SE        |    228491 | OU      | $-775006.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | STEPAN                                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     67176 | OU      | $-3410525.52  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MONDI PLC                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    741608 | OU      | $-10025230.15 | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AKER SOLUTIONS                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NO        |    482195 | OU      | $1426188.71   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SANWA HOLDINGS CORP                                     | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    204400 | OU      | $5576404.63   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SCANDINAVIAN TOBACCO GROUP                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DK        |     75690 | OU      | $-991726.18   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KIMBERLY CLARK CORP                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1943 | OU      | $-242136.66   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MGE ENERGY INC                                          | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     13328 | OU      | $-1132080.32  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MONSTER BEVERAGE CORP                                   | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    184494 | OU      | $10839022.50  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KODIAK GAS SERVICES INC                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    176332 | OU      | $5700813.56   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MDU RESOURCES GROUP INC                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    314168 | OU      | $5419398.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AZELIS GROUP NV                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | BE        |    344034 | OU      | $-5345116.67  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RAYMOND JAMES INC                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     50621 | OU      | $-8460287.73  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SILTRONIC N AG                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |     17876 | OU      | $772890.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BOSSARD HOLDING AG                                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | CH        |      5243 | OU      | $-1111178.68  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KIKKOMAN CORP                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |     17800 | OU      | $-156372.28   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SUMMIT THERAPEUTICS INC                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     17365 | OU      | $-457915.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | JBG SMITH PROPERTIES                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    416262 | OU      | $-8816429.16  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | INTERCONTINENTAL HOTELS GROUP PLC                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |    181845 | OU      | $20919471.11  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | THE KIYO BANK LTD                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     35300 | OU      | $-642183.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COURSERA INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    928643 | OU      | $11738047.52  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DONNELLEY FINANCIAL SOLUTIONS INC                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     13186 | OU      | $-698330.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RIKEN KEIKI LTD                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     17100 | OU      | $-360015.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BETSSON CLASS B                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |     27998 | OU      | $474072.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | INNOVIVA INC                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     12834 | OU      | $-233193.78   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FB FINANCIAL CORP                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     23400 | OU      | $-1140984.00  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ASML HOLDING NV                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NL        |      1450 | OU      | $1004955.72   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HYATT HOTELS CORP CLASS A                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      3251 | OU      | $-458293.47   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GOODRX HOLDINGS INC CLASS A                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    321901 | OU      | $-1541905.79  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WEBUILD                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IT        |    450989 | OU      | $2029744.63   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BANCO COMERCIAL PORTUGUES SA                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | PT        |   7805306 | OU      | $-6409283.09  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Meff Financial Derivatives                       | IBEX 35 INDX FUTR AUG25                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ES        |      -345 | NC      | $-987425.10   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TOYO SUISAN LTD                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     35600 | OU      | $-2274434.10  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INTERTEK GROUP PLC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |    445997 | OU      | $28998716.07  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ORMAT TECH INC                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |    127110 | OU      | $-11364905.10 | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AGNC INVESTMENT REIT CORP                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |   2419195 | OU      | $-22813008.85 | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DXP ENTERPRISES INC                                     | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     24135 | OU      | $2733530.10   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co Ltd           | Contemporary Amperex Technology Co Ltd                  | CUSIP: 000000000<br>LEI: 300300KINDY1K0E9I032 | Long             | EC               | CORP              | CN        |    170400 | NS      | $8817385.99   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                      | WALLENSTAM B                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |   1318706 | OU      | $-5976677.61  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FMC CORP                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    180473 | OU      | $-7045665.92  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | INFRATIL LTD                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | NZ        |    419735 | OU      | $-2865993.32  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ALLIED GOLD CORP                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |     13918 | OU      | $-178394.69   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MAKITA CORP                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     41800 | OU      | $-1294049.32  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | HALLIBURTON                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    507803 | OU      | $11374787.20  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SCHNEIDER ELECTRIC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |     64728 | OU      | $-16751167.57 | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BEIJER REF CLASS B                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |     86975 | OU      | $-1460040.23  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NAKANISHI INC                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |    294200 | OU      | $3787041.31   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ONESTREAM INC CLASS A                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    326734 | OU      | $-7792605.90  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CREDO TECHNOLOGY GROUP HOLDING LTD                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    104752 | OU      | $11685085.60  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LEONARDO DRS INC                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     21336 | OU      | $-887577.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | TRSWAP: SMU5 FUTURE 19-SEP-2025                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | DE        |   8389893 | OU      | $-146990.35   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | HAMMERSON REIT PLC                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    104549 | OU      | $408546.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INSPERITY INC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     96874 | OU      | $5771752.92   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOHO HOLDINGS LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      5200 | OU      | $-175486.95   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | OTSUKA CORP                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    141700 | OU      | $2684812.34   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ROGERS COMMUNICATIONS NON-VOTING I                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      8563 | OU      | $-286010.13   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | H2O RETAILING CORP                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    606400 | OU      | $8012991.72   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | METROPOLITAN BANK HOLDING CORP                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     20016 | OU      | $-1411928.64  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IBIDEN LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     53000 | OU      | $-2241428.81  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MORI HILLS INVESTMENT REIT CORP                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       124 | OU      | $-112063.35   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | G III APPAREL GROUP LTD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    370340 | OU      | $8740024.00   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SUN LIFE FINANCIAL INC                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |     51722 | OU      | $3153489.15   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PC CONNECTION INC                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     13498 | OU      | $-831341.82   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ROHM LTD                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    620100 | OU      | $7803256.13   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | TRSWAP: DEDZ6 FUTURE 18-DEC-2026                        | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | DE        |   3322331 | OU      | $68595.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LVMH                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | XX        |      9383 | OU      | $5036904.78   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ELEMENT FLEET MANAGEMENT CORP                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    911041 | OU      | $-23696534.09 | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | IAMGOLD CORP                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |    193259 | OU      | $-1305502.48  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LIFE360 INC                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     19530 | OU      | $-1495802.70  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ROCHE HOLDING AG                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CH        |       431 | OU      | $143236.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UMB FINANCIAL CORP                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     71059 | OU      | $-7815779.41  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FUTU HOLDINGS ADR LTD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     18017 | OU      | $-2768852.56  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ALPHA METALLURGICAL RESOURCE INC                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     51182 | OU      | $6043058.74   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIPPON LIGHT METAL HOLDINGS LTD                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     28400 | OU      | $329551.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | IYOGIN HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     41100 | OU      | $-477599.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SIEGFRIED HLDG LTD                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |     81194 | OU      | $-9077991.31  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BANKINTER SA                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | XX        |    373074 | OU      | $5325341.19   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AIFUL CORP                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    452700 | OU      | $-1337649.01  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TOHO BANK LTD                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |    314800 | OU      | $-766456.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | JAPAN INVESTMENT ADVISER LTD                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     74900 | OU      | $-911639.21   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FRANKLIN RESOURCES INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     76569 | OU      | $1837656.00   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | UNITED AIRLINES HOLDINGS INC                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     25993 | OU      | $2295441.83   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | XPEL INC                                                | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      4841 | OU      | $-158252.29   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MARRIOTT INTERNATIONAL INC CLASS A                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     57420 | OU      | $-15149118.60 | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | EMBECTA CORP                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     48630 | OU      | $-494080.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | AIR PRODUCTS AND CHEMICALS INC                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     60683 | OU      | $-17469422.04 | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CHUGIN FINANCIAL GROUP INC                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     21900 | OU      | $-284322.46   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CENTRAL GARDEN AND PET CLASS A                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       699 | OU      | $24828.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SHIMIZU CORP                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |    235900 | OU      | $2613290.94   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BUSINESS FIRST BANCSHARES INC                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     10895 | OU      | $-258756.25   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797QK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        | 180300000 | PA      | $179913617.10 | 3.02%             | 2025-08-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NOVO NORDISK CLASS B                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DK        |    108740 | OU      | $5057276.25   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BROOKDALE SENIOR LIVING INC                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    156009 | OU      | $1209069.75   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TELECOM PLUS PLC                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |     12670 | OU      | $308680.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | AALBERTS NV                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | NL        |    302122 | OU      | $-9656500.70  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PINNACLE FINANCIAL PARTNERS INC                         | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |       440 | OU      | $-38671.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ADIDAS N AG                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |     82407 | OU      | $15750353.02  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OPEN TEXT CORP                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    248279 | OU      | $-7307172.07  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FIRST NATIONAL FINANCIAL CORP                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |     25106 | OU      | $-873890.29   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LINDAB INTERNATIONAL                                    | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | SE        |     12250 | OU      | $-257477.56   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | GE HEALTHCARE TECHNOLOGIES INC                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    136531 | OU      | $-9737390.92  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | YAMAZEN CORP                                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    124800 | OU      | $1106190.72   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SARTORIUS PREF AG                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |     36734 | OU      | $7822569.25   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BMW PREF AG                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | DE        |     66746 | OU      | $-5835295.01  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MOTOROLA SOLUTIONS INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     36083 | OU      | $15839715.34  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EPR PROPERTIES REIT                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    221315 | OU      | $12181177.60  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MAKITA CORP                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    133700 | OU      | $-4139100.33  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LINK REAL ESTATE INVESTMENT TRUST                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | HK        |    453800 | OU      | $2528462.14   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ENI                                                     | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | IT        |    112664 | OU      | $-1922874.01  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SG HOLDINGS LTD                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     41600 | OU      | $-461527.45   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | AFFIRM HOLDINGS INC CLASS A                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     89982 | OU      | $-6169165.92  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MITEK SYSTEMS INC                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    170409 | OU      | $-1537089.18  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NOW INC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    228503 | OU      | $3555506.68   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DIETEREN (D) SA                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | BE        |      2719 | OU      | $-537092.29   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NCR VOYIX CORP                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     32060 | OU      | $-436657.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | AEDIFICA NV                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | BE        |     31945 | OU      | $-2350767.41  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | QUALYS INC                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |        14 | OU      | $1862.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NIDEC CORP                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    176500 | OU      | $-3386377.97  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | YANGZIJIANG SHIPBUILDING (HOLDINGS                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SG        |   1298800 | OU      | $-2547502.57  | -0.04%            |  |  |  | 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      | $26925.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ATLAS COPCO CLASS A                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |    323396 | OU      | $4924798.44   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VERMILION ENERGY INC                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |   1814806 | OU      | $14891992.08  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FLEX LTD                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    449068 | OU      | $22395021.16  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RADIAN GROUP INC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     69033 | OU      | $-2251166.13  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797QP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  13173500 | PA      | $13023934.01  | 0.22%             | 2025-11-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HENNES   MAURITZ                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |     39863 | OU      | $-537019.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VITAL ENERGY INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    469315 | OU      | $-8771497.35  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | QUBE HOLDINGS LTD                                       | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |   2462890 | OU      | $-6868017.35  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AXA SA                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |     45810 | OU      | $-2224952.21  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DIGI INTERNATIONAL INC                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     37268 | OU      | $1215309.48   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TDK CORP                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    388700 | OU      | $4735504.80   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | AVANOS MEDICAL INC                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    102825 | OU      | $-1148555.25  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TRELLEBORG B                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |    414719 | OU      | $15068724.98  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ATS CORP                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    211816 | OU      | $-6428163.11  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MOODYS CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     13491 | OU      | $6957713.43   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MSC INDUSTRIAL INC CLASS A                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     80916 | OU      | $7008943.92   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | REXEL SA                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |    131772 | OU      | $-3982733.36  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KOPPERS HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     22745 | OU      | $747400.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | WAYSTAR HOLDING CORP                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    214920 | OU      | $7947741.60   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TRI POINTE HOMES INC                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    566629 | OU      | $17452173.20  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | OMNIAB INC  12.50 VESTING                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       518 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CREDIT AGRICOLE SA                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |   1289064 | OU      | $23724595.13  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURECYCLE TECHNOLOGIES INC                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     10295 | OU      | $-138055.95   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BOSTON OMAHA CORP CLASS A                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    134954 | OU      | $-1815131.30  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | M&G PLC                                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |   1339786 | OU      | $-4611402.35  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SHIMIZU CORP                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     48300 | OU      | $535065.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ENDESA SA                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | ES        |    159882 | OU      | $4625291.38   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NOVOZYMES B                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DK        |    215302 | OU      | $-13929503.97 | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SUMITOMO OSAKA CEMENT LTD                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      5300 | OU      | $-137949.50   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ARCADIS NV                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NL        |    363682 | OU      | $18150524.19  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | LSI INDUSTRIES INC                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     59752 | OU      | $-1093461.60  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ARCS LTD                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     19800 | OU      | $398408.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CREDITO EMILIANO                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IT        |     19975 | OU      | $302790.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EXXON MOBIL CORP                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     72438 | OU      | $-8086978.32  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED EUR / SOLD USD                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |         1 | NC      | $-1387.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                     | CUSIP: 91282CBQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2400000 | PA      | $2347518.74   | 0.04%             | 2026-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FORTIVE CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    311644 | OU      | $-14937096.92 | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NB BANCORP INC                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |    172837 | OU      | $-2977981.51  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JVCKENWOOD CORP                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    158100 | OU      | $-1250241.76  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RESONAC HOLDINGS                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     19900 | OU      | $-478557.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CHIBA KOGYO BANK LTD                                    | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     20600 | OU      | $-203396.38   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RELX PLC                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |     15421 | OU      | $-801291.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CTO REALTY GROWTH INC                                   | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     29938 | OU      | $-494276.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | INSOURCE LTD                                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    299100 | OU      | $-1805297.34  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IES INC                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      6752 | OU      | $-2383928.64  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DOWLAIS GROUP PLC                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |    161475 | OU      | $-149195.74   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BIOGEN INC                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |       328 | OU      | $41984.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RTL GROUP SA                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |     50226 | OU      | $-1979759.90  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | APA GROUP UNITS                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    593504 | OU      | $-3192093.53  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | WESTLAKE CORP                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    105080 | OU      | $8332844.00   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | 1 1 AG                                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |     13709 | OU      | $-288196.47   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SANKYO LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     37000 | OU      | $-690431.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NOVARTIS AG                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CH        |     65829 | OU      | $7497070.26   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ELEMENT FLEET MANAGEMENT CORP                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    258393 | OU      | $-6720903.38  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | MERCADOLIBRE INC                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2065 | OU      | $4902082.85   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIPPON YUSEN                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    232000 | OU      | $8136186.84   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SAKATA INX CORP                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    395400 | OU      | $5624258.63   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | QXO INC                                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    539619 | OU      | $-10824757.14 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CELLNEX TELECOM SA                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | ES        |     47118 | OU      | $1662771.55   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SFL LTD                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     19489 | OU      | $178909.02    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | LOWES COMPANIES INC                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     18175 | OU      | $4063384.75   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ARIS MINING CORP                                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | CA        |    342599 | OU      | $-2386027.97  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SEIBU HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     20300 | OU      | $-567277.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SWISSCOM AG                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | CH        |        43 | OU      | $-29877.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NEXANS SA                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |     57931 | OU      | $-8325862.62  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INTERNATIONAL PAPER CO                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    299430 | OU      | $-14858480.65 | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LION CORP                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |   1935400 | OU      | $18856138.50  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TELEPERFORMANCE                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |     36611 | OU      | $-3569247.22  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LIFESTYLE COMMUNITIES LTD                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |    268657 | OU      | $-759934.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AMDOCS LTD                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     46157 | OU      | $3939961.52   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HILTON FOOD GROUP PLC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |     81379 | OU      | $913521.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MGIC INVESTMENT CORP                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      7841 | OU      | $203081.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TOMPKINS FINANCIAL CORP                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     28492 | OU      | $1842862.56   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PRUDENTIAL PLC                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |    195342 | OU      | $-2478143.11  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RICOH LTD                                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    113500 | OU      | $-995223.51   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | AXCELIS TECHNOLOGIES INC                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    191193 | OU      | $12941854.17  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | AAK                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | SE        |    386147 | OU      | $-9933406.45  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | YELLOW CAKE PLC                                         | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |    508272 | OU      | $-3277353.33  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | FLOWSERVE CORP                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     20209 | OU      | $1132512.36   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CONTINENTAL AG                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |     12415 | OU      | $1060372.15   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SOUTH32 LTD                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |   4507506 | OU      | $8429214.11   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797QZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  53000000 | PA      | $52146348.61  | 0.87%             | 2025-12-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PANDOX                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |    232013 | OU      | $-4142898.83  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HORIBA LTD                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     80900 | OU      | $5949646.15   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SIGMA HEALTHCARE LTD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AU        |   1214348 | OU      | $-2243041.01  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BMW AG                                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | DE        |    119077 | OU      | $-11330341.16 | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | JANUS HENDERSON GROUP PLC                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    430989 | OU      | $18661823.70  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CHEMTRADE LOGISTICS INCOME UNITS                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CA        |    126514 | OU      | $1027195.80   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RIO TINTO LTD                                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |     96476 | OU      | $-6861172.31  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VISIONAL INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    113300 | OU      | $-8856146.06  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GEBERIT AG                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CH        |      4459 | OU      | $-3416032.67  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SUN HUNG KAI PROPERTIES LTD                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | HK        |    838500 | OU      | $9959255.02   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AMERICAN ASSETS TRUST REIT INC                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      7099 | OU      | $135093.97    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SANDVIK                                                 | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | SE        |    236499 | OU      | $5770494.81   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | JAZZ PHARMACEUTICALS PLC                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     16687 | OU      | $1912830.81   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INMODE LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     69039 | OU      | $-943072.74   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | YOUGOV PLC                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    257766 | OU      | $-1062844.12  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PENNYMAC MORTGAGE INVESTMENT TRUST                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    997029 | OU      | $-11754971.91 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | OTSUKA HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |    251500 | OU      | $11973839.59  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DASSAULT AVIATION SA                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      1333 | OU      | $-415038.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HULIC LTD                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |     81800 | OU      | $780184.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NOJIMA CORP                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    126600 | OU      | $-2894086.73  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HENNES   MAURITZ                                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | SE        |     23833 | OU      | $-321069.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | RAPID7 INC                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    627719 | OU      | $13257425.28  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SKEENA RESOURCES LTD                                    | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | CA        |    109070 | OU      | $-1534977.63  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOKYO METRO LTD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   1196700 | OU      | $-12894849.31 | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ABBOTT LABORATORIES                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    131003 | OU      | $-16531268.57 | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DCC PLC                                                 | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |     11920 | OU      | $-746561.86   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MARUWA (OWARIASAHI) LTD                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      1700 | OU      | $-512409.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RICOH LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     48000 | OU      | $-420887.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | REXEL SA                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |    590163 | OU      | $-17837339.27 | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ASTRAZENECA PLC                                         | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |     31758 | OU      | $4633226.52   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WESDOME GOLD MINES LTD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    286427 | OU      | $3410829.60   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ASHLAND INC                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    111141 | OU      | $-5730429.96  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SMA SOLAR TECHNOLOGY AG                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |         7 | OU      | $-160.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | GUESS INC                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    115043 | OU      | $-1495559.00  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SEPTENI HOLDINGS LTD                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    171800 | OU      | $-503895.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KYNDRYL HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    500357 | OU      | $18898483.89  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EMERSON ELECTRIC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    123584 | OU      | $-17982707.84 | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | UNITI GROUP INC                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |   1519480 | OU      | $-8083633.60  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL               | TRSWAP: DEDZ6 FUTURE 18-DEC-2026                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |   1145383 | OU      | $-20431.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INTERNET INITIATIVE JAPAN INC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     41700 | OU      | $-767968.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | GLENVEAGH PROPERTIES PLC                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | IE        |    831707 | OU      | $-1773918.99  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | YETI HOLDINGS INC                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    166691 | OU      | $-6124227.34  | -0.10%            |  |  |  | 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      | $-3583.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NISHI NIPPON RAILROAD LTD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     30800 | OU      | $-438131.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DRIVEN BRANDS HOLDINGS INC                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    208391 | OU      | $-3521807.90  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AVADEL PHARMACEUTICALS ORD                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     54638 | OU      | $-574245.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SANGETSU CORP                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     82200 | OU      | $-1635948.36  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ELIS SA                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |     34417 | OU      | $948878.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LENDLEASE GROUP STAPLED UNITS                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |         6 | OU      | $20.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KYOWA KIRIN LTD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    221800 | OU      | $-3786039.31  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HONDA MOTOR LTD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   1137900 | OU      | $-11780568.23 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | LA-Z-BOY INC                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    219899 | OU      | $-7909767.03  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ERSTE GROUP BANK AG                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AT        |    245633 | OU      | $-22461631.44 | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WISDOMTREE INC                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     26443 | OU      | $350898.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FERROTEC HOLDINGS CORP                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    459600 | OU      | $-11023239.93 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HALMA PLC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    398722 | OU      | $17060714.95  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN AVIATION ELECTRONICS INDUSTR                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    144100 | OU      | $2309522.36   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SWIRE PACIFIC LTD A                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | HK        |    389500 | OU      | $3520820.55   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NTN CORP                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |    605000 | OU      | $1032218.62   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AKER BP                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | NO        |    570452 | OU      | $13723142.68  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | JAPAN REAL ESTATE INVESTMENT TRUST                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |       257 | OU      | $-208453.97   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GLOBAL INDUSTRIAL                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     12992 | OU      | $442507.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ESQUIRE FINANCIAL HOLDINGS INC                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      1638 | OU      | $-157051.44   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HERMES INTERNATIONAL                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      3664 | OU      | $8960267.50   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL               | TRSWAP: UKDZ5 FUTURE 18-DEC-2025                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |   1018205 | OU      | $-6379.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PIOLAX INC                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     23100 | OU      | $-267751.77   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ACADIA HEALTHCARE COMPANY INC                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    605602 | OU      | $13183955.54  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MORGAN SINDALL GROUP PLC                                | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |     41556 | OU      | $2521168.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MID AMERICA APARTMENT COMMUNITIES                       | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     20741 | OU      | $-2954140.63  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SPECTRIS PLC                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    379568 | OU      | $-19931005.13 | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SOPRA STERIA GROUP                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FR        |      3539 | OU      | $-762538.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TBS HOLDINGS INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    126600 | OU      | $-4164396.39  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SUMCO CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    200200 | OU      | $-1565724.07  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TRE HOLDINGS CORP                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     31000 | OU      | $-277976.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | OKTA INC CLASS A                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     14614 | OU      | $1429249.20   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PLUS ALPHA CONSULTING LTD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    359300 | OU      | $-5404383.73  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SANGETSU CORP                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     41100 | OU      | $-817974.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MITSUI FUDOSAN LOGISTICS PARK REIT                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     16934 | OU      | $-11352347.18 | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | TRSWAP: EOQ5 FUTURE 15-AUG-2025                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | NL        |   6579100 | OU      | $-162435.77   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HUDBAY MINERALS INC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |    635265 | OU      | $5896007.43   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CASTLE BIOSCIENCES INC                                  | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    121364 | OU      | $1838664.60   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KIKKOMAN CORP                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     14900 | OU      | $-130895.90   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FLOWSERVE CORP                                          | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     46910 | OU      | $2628836.40   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SAGAX CLASS B                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |    148504 | OU      | $-3143179.98  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SUEDZUCKER AG                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | DE        |     42133 | OU      | $-482490.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WEST PHARMACEUTICAL SERVICES INC                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      8320 | OU      | $1990643.20   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TAYLOR MORRISON HOME CORP                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     11234 | OU      | $665951.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CAESARS ENTERTAINMENT INC                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    180769 | OU      | $4822916.92   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ASCENDIS PHARMA ADR REPRESENTING                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     19642 | OU      | $3407887.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | UNITED STATES CELLULAR CORP                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     76071 | OU      | $-5547858.03  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KBC GROEP                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | BE        |    152497 | OU      | $-15906028.75 | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MARA HOLDINGS INC                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     22922 | OU      | $-368585.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SIGMAROC PLC                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    848069 | OU      | $-1288307.13  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | POSTE ITALIANE                                          | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | IT        |    316976 | OU      | $-6848237.20  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MARQETA INC CLASS A                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    922718 | OU      | $-5259492.60  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | INDRA SISTEMAS SA                                       | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | ES        |      3618 | OU      | $-149872.01   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TEMENOS AG                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |     21357 | OU      | $1910269.18   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HERBALIFE NUTRITION LTD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    104287 | OU      | $-959440.40   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD EUR                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $1773.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ORIX CORP                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     46300 | OU      | $1040038.86   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CARNIVAL PLC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    125262 | OU      | $3408498.19   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MEG ENERGY CORP                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     71472 | OU      | $-1408704.04  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VALOR HOLDINGS LTD                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     10000 | OU      | $-176608.64   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AUCKLAND INTERNATIONAL AIRPORT LTD                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NZ        |    306919 | OU      | $-1361468.79  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GOODMAN GROUP UNITS                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    678630 | OU      | $-15173126.42 | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TOKAI HOLDINGS CORP                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     84900 | OU      | $601155.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CONMED CORP                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     56278 | OU      | $-2878619.70  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BMW AG                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |     55383 | OU      | $-5269769.01  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | EXEO GROUP INC                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    503100 | OU      | $6608262.19   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VALLEY NATIONAL                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    767714 | OU      | $-7116708.78  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WILLIS TOWERS WATSON PLC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     53925 | OU      | $-17030054.25 | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FUJITA KANKO INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     19600 | OU      | $-1363798.01  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WISETECH GLOBAL LTD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |       129 | OU      | $-9770.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NISSAN CHEMICAL CORP                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    108400 | OU      | $3533704.44   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | APA CORP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    446619 | OU      | $-8615280.51  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | UNIVEST FINANCIAL CORP                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     13874 | OU      | $400126.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHIN ETSU CHEMICAL LTD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      7100 | OU      | $-204316.02   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | INTESA SANPAOLO                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | IT        |   7115021 | OU      | $42869846.51  | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ARMOUR RESIDENTIAL REIT INC                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    516487 | OU      | $-8423902.97  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DOLE PLC                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    385792 | OU      | $5493678.08   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NTN CORP                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    576200 | OU      | $983081.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIBE INDUSTRIER CLASS B                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |   1129160 | OU      | $-5210407.65  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MERCARI INC                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     70700 | OU      | $-1078661.27  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | VOLKSWAGEN NON-VOTING PREF AG                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | DE        |     70448 | OU      | $-7366444.71  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TRANSURBAN GROUP STAPLED UNITS                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |    283828 | OU      | $2511827.37   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ADEIA INC                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     26792 | OU      | $-346956.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OMV AG                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AT        |    252988 | OU      | $-12884266.55 | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NIPPON SANSO HOLDINGS CORP                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |     14600 | OU      | $-516745.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HERC HOLDINGS INC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     53815 | OU      | $6286130.15   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WESDOME GOLD MINES LTD                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |        88 | OU      | $1047.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WATERS CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     64270 | OU      | $18558605.20  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BRIDGESTONE CORP                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     97400 | OU      | $3939846.26   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DAITO TRUST CONSTRUCTION LTD                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     55400 | OU      | $5671722.33   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | JUST GROUP PLC                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |   1321428 | OU      | $3682253.08   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | UNILEVER PLC                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |     42958 | OU      | $-2492442.39  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797MG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  79900000 | PA      | $79843160.74  | 1.34%             | 2025-08-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TOWNEBANK                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     20559 | OU      | $-720181.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FERROVIAL                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | ES        |    205408 | OU      | $-10529812.66 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TRANE TECHNOLOGIES PLC                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      9209 | OU      | $-4034278.72  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ROLAND CORP                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     15200 | OU      | $-317704.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NEXTDECADE CORP                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     32185 | OU      | $-365621.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INNODATA INC                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      8365 | OU      | $-459238.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SECURE WASTE INFRASTRUCTURE CORP                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |     88475 | OU      | $966737.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | LAMAR ADVERTISING COMPANY  CLAS                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     10519 | OU      | $1285947.75   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MAXIMUS INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    149577 | OU      | $11047757.22  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | IG GROUP HOLDINGS PLC                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    235271 | OU      | $3503375.76   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOSS ENERGY LTD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |   3029245 | OU      | $-3334934.46  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BANCO SANTANDER SA                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | ES        |     73117 | OU      | $-628132.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MEIKO ELECTRONICS LTD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      3500 | OU      | $-171512.41   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ENOVIS CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    524064 | OU      | $14044915.20  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL               | TRSWAP: UKDZ6 FUTURE 17-DEC-2026                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |    415028 | OU      | $26534.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NEXPOINT RESIDENTIAL TRUST INC                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     55525 | OU      | $1731269.50   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BROWN   BROWN INC                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    162526 | OU      | $-14850000.62 | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | JAPAN POST BANK LTD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |    512800 | OU      | $5723511.56   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PALANTIR TECHNOLOGIES INC CLASS A                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    101056 | OU      | $16002217.60  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NFI GROUP INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |     20170 | OU      | $-278036.23   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | YODOGAWA STEEL WORKS LTD                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    102700 | OU      | $-790522.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | FERRARI NV                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | IT        |      3828 | OU      | $-1678605.87  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ARIAKE JAPAN LTD                                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |      2700 | OU      | $-119597.31   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WACOM LTD                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    598300 | OU      | $2576151.42   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ELDORADO GOLD CORP                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     23612 | OU      | $-483793.79   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IMI PLC                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |    193211 | OU      | $5644645.68   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMERANT BANCORP INC CLASS A                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     64231 | OU      | $-1239658.30  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ESSENT GROUP LTD                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     62841 | OU      | $3518467.59   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TOSOH CORP                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |    161700 | OU      | $2434301.39   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | STEADFAST GROUP LTD                                     | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |   1932293 | OU      | $-7354073.77  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | IVANHOE MINES LTD CLASS A                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |    147704 | OU      | $-1152338.51  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BMW PREF AG                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | DE        |       206 | OU      | $-18009.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NVR INC                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       171 | OU      | $1290962.79   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ALLEGION PLC                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      9855 | OU      | $1635141.60   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AMOTIV LIMITED                                          | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |      4929 | OU      | $-27741.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ARMOUR RESIDENTIAL REIT INC                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    145672 | OU      | $-2375910.32  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | XEROX HOLDINGS CORP                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |   1348565 | OU      | $5461688.25   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IVANHOE MINES LTD CLASS A                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |   1097551 | OU      | $-8562735.50  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NOEVIR HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |    140600 | OU      | $4286672.49   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TOKYO KIRABOSHI FINANCIAL GROUP IN                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       700 | OU      | $-30180.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AECOM                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     88292 | OU      | $9954040.08   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ISRAEL CORPORATION LTD                                  | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | IL        |       131 | OU      | $-40604.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | WORLEY LTD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |     68818 | OU      | $585646.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BOSTON OMAHA CORP CLASS A                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    145738 | OU      | $-1960176.10  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ATLAS ENERGY SOLUTIONS INC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     88266 | OU      | $-1147458.00  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | IVECO GROUP NV                                          | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | IT        |    170007 | OU      | $-3514015.67  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | SPOTIFY TECHNOLOGY SA                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      7412 | OU      | $4643914.48   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | COLOPLAST B                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DK        |      3185 | OU      | $-290892.47   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ALARM.COM HOLDINGS INC                                  | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    257032 | OU      | $14041658.16  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | APPLIED DIGITAL CORP                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    112616 | OU      | $-1479774.24  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SAAB CLASS B                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | SE        |     83981 | OU      | $-4568060.46  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NATIONAL PRESTO INDUSTRIES INC                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      3302 | OU      | $-318477.90   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | A2A                                                     | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | IT        |         8 | OU      | $19.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HANG SENG BANK LTD                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | HK        |     71900 | OU      | $-1047345.47  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | COFINIMMO REIT SA                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | BE        |    213310 | OU      | $-18515810.97 | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PENNANT GROUP INC                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     10295 | OU      | $-228240.15   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BOC HONG KONG HOLDINGS LTD                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | HK        |    254000 | OU      | $-1140524.62  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BEZEQ ISRAELI TELECOMMUNICATION CO                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IL        |   4600258 | OU      | $8557403.34   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MATTHEWS INTERNATIONAL CORP CLASS                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     48781 | OU      | $-1145865.69  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HUFVUDSTADEN CLASS A                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |     68434 | OU      | $-828094.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KURABO INDUSTRIES LTD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      1400 | OU      | $-74302.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ANYCOLOR INC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |     30600 | OU      | $-953583.12   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WERELDHAVE NV                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | NL        |     78668 | OU      | $1610194.59   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KYOTO FINANCIAL GROUP INC                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     11800 | OU      | $-213470.73   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FIRST FINANCIAL CORPORATION INDIAN                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     31640 | OU      | $1694322.00   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | TRSWAP: GSCBMSAL INDEX                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | GB        |  27911456 | OU      | $2434833.29   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | INTERNATIONAL GAME TECHNOLOGY PLC                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    122720 | OU      | $-1821164.80  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TUI N AG                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |    423261 | OU      | $-3818681.53  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SPROUTS FARMERS MARKET INC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    132372 | OU      | $20059652.88  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BELIMO N AG                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CH        |     11602 | OU      | $13501570.17  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ENDEAVOUR MINING                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    486067 | OU      | $14593235.57  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ABB LTD                                                 | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | CH        |    467144 | OU      | $30503610.61  | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | QBE INSURANCE GROUP LTD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     14289 | OU      | $211966.12    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JET2 PLC                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |     12939 | OU      | $-277144.73   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DAISEKI LTD                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     13800 | OU      | $-321276.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SIGMA HEALTHCARE LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |   3157032 | OU      | $-5831402.73  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FTI CONSULTING INC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     67269 | OU      | $-11190198.15 | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DENSO CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    548400 | OU      | $7440372.34   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IMI PLC                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |     33996 | OU      | $993190.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WHITECAP RESOURCES INC                                  | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | CA        |    491968 | OU      | $-3713903.93  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | AECOM                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     61275 | OU      | $6908143.50   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EXPERIAN PLC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    422754 | OU      | $22275215.85  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | VOSSLOH AG                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | DE        |     12187 | OU      | $-1195272.75  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SMC (JAPAN) CORP                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     36000 | OU      | $12527043.02  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KORN FERRY                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    185806 | OU      | $13168071.22  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797RE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  41900000 | PA      | $41466088.21  | 0.70%             | 2025-10-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | S P GLOBAL INC                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      4898 | OU      | $-2699287.80  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MONEY FORWARD INC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    858000 | OU      | $-33931638.15 | -0.57%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SEIBU HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     23700 | OU      | $-662289.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MIZUNO CORP                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     22700 | OU      | $-413506.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PERRIGO PLC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     69191 | OU      | $1845323.97   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CODAN LTD                                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |     35503 | OU      | $474682.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TRANSMEDICS GROUP INC CFD                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     11330 | OU      | $-1347930.10  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | UPM-KYMMENE                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | FI        |       496 | OU      | $-12855.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CARLISLE COMPANIES INC                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      2572 | OU      | $912314.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | IMCD NV                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NL        |     46741 | OU      | $-5123313.10  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FUSO CHEMICAL LTD                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       500 | OU      | $-14167.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FORTUM                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FI        |    841222 | OU      | $-15432824.80 | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HARBOUR ENERGY PLC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |   2581899 | OU      | $6790231.08   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TREEHOUSE FOODS INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    194234 | OU      | $-3733177.48  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LVMH                                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |      6365 | OU      | $3416806.88   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | AMPHASTAR PHARMACEUTICALS INC                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     91053 | OU      | $-1907560.35  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SIGMA HEALTHCARE LTD                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |   3253028 | OU      | $-6008718.43  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ALLIED MOTION TECHNOLOGIES INC                          | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     25384 | OU      | $1023229.04   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NORWEGIAN AIR SHUTTLE                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NO        |   2630703 | OU      | $4302960.09   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | WISE PLC CLASS A                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |     11213 | OU      | $149794.23    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TIMEE INC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     23200 | OU      | $-309180.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RS GROUP PLC                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |    379499 | OU      | $-2792716.16  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | AVADEL PHARMACEUTICALS ORD                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    145229 | OU      | $-1526356.79  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SIGMAROC PLC                                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |    368168 | OU      | $-559286.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GUOTAI JUNAN INTERNATIONAL HOLDING                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | HK        |  10381000 | OU      | $8461365.32   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Floating Rate Notes                       | CUSIP: 91282CMX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 222520000 | PA      | $222651533.80 | 3.73%             | 2027-04-30      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALLREAL HOLDING AG                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |     11795 | OU      | $-2667845.25  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SPIRAX GROUP PLC                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |     45237 | OU      | $-3780394.93  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TERRAVEST INDUSTRIES INC                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CA        |      7140 | OU      | $879720.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BILL HOLDINGS INC CFD                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     56108 | OU      | $-2404227.80  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TEREX CORP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     36167 | OU      | $1839453.62   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CADELER                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | NO        |     89172 | OU      | $-469424.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ORGANO CORP                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    128300 | OU      | $-7905264.60  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COSMOS PHARMACEUTICAL CORP                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     99100 | OU      | $-6156234.53  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | OJI HOLDINGS CORP                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     76000 | OU      | $-370413.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MILLERKNOLL INC                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    108641 | OU      | $2062006.18   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GULF KEYSTONE PETROLEUM LTD                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    855124 | OU      | $1852083.73   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BORALEX INC CLASS A                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |   1548804 | OU      | $-35053762.59 | -0.59%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOYD GROUP SERVICES INC                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     11145 | OU      | $-1544743.97  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMEREN CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     53342 | OU      | $5394476.46   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BEIJER REF CLASS B                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |     18020 | OU      | $-302499.86   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BRP GROUP INC CLASS A                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    162344 | OU      | $-5980752.96  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VIKING HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     63812 | OU      | $3747040.64   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | LY CORP                                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |   3222500 | OU      | $11778767.57  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ANI PHARMACEUTICALS INC                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     84161 | OU      | $5331599.35   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VICAT SA                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |     39495 | OU      | $-2557843.77  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NITORI HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     31400 | OU      | $-2659163.62  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | RUSSELL 2000 INDEX                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1354 | NC      | $-528060.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AMERICAN HEALTHCARE REIT INC                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     23129 | OU      | $-893704.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PORCH GROUP INC                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     99641 | OU      | $-1257469.42  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RESONA HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |    436100 | OU      | $3970255.07   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DISCOVERIE GROUP                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |     80520 | OU      | $734800.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MURPHY OIL CORP                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    265937 | OU      | $6597896.97   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HINO MOTORS LTD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   2650400 | OU      | $-6441550.81  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NIPPON YAKIN KOGYO LTD                                  | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     31100 | OU      | $-859432.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOTETSU HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    188600 | OU      | $-2978198.63  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOSTON BEER INC CLASS A                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     47168 | OU      | $9767549.44   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SYDBANK                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DK        |    114156 | OU      | $-8457500.70  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | QT GROUP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | FI        |     11184 | OU      | $-769599.97   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LOREAL SA                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |      1043 | OU      | $461509.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HEXCEL CORP                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     14474 | OU      | $-867137.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | POWER INTEGRATIONS INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    101326 | OU      | $4916337.52   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FUJIFILM HOLDINGS CORP                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     79700 | OU      | $-1653155.25  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | JAPAN LOGISTICS FUND REIT INC                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       793 | OU      | $-492238.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | YORK WATER                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     13251 | OU      | $-400975.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AUTO1 GROUP                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |     25965 | OU      | $778376.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HIKMA PHARMACEUTICALS PLC                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |    409525 | OU      | $-10585093.84 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | GRAPHIC PACKAGING HOLDING                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    105966 | OU      | $-2369399.76  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ARCHROCK INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    512785 | OU      | $11978657.60  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CARNIVAL PLC                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |    143113 | OU      | $3894240.88   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SANKI ENGINEERING LTD                                   | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     36900 | OU      | $1085697.33   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SOSILA LOGISTICS REIT INC                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       239 | OU      | $-185873.56   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TECHNOPROBE SPA                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IT        |     70511 | OU      | $-578525.97   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NITERRA LTD                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    149600 | OU      | $-5157263.83  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SANTOS LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |   1421020 | OU      | $7150411.16   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MICHELIN                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |       358 | OU      | $-12736.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NIPPON BUILDING FUND REIT INC                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |       569 | OU      | $-521959.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BPER BANCA                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |    418377 | OU      | $4117045.66   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SEKISUI HOUSE REIT INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      1501 | OU      | $-779760.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | THE HONEST COMPANY INC                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     72631 | OU      | $-334828.91   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | OTTER TAIL CORP                                         | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     23317 | OU      | $-1799606.06  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | STELLANTIS NV                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | IT        |   1600784 | OU      | $14127083.99  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DANONE SA                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |    522015 | OU      | $42720043.36  | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EDP RENOVAVEIS SA                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | PT        |    204365 | OU      | $-2399389.57  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VERBUND AG                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AT        |     31685 | OU      | $-2359248.55  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MITSUBISHI GAS CHEMICAL INC                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     10600 | OU      | $183116.45    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SEPTENI HOLDINGS LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     45900 | OU      | $-134626.26   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CAMDEN NATIONAL CORP                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     10229 | OU      | $-385735.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DELUXE CORP                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     32223 | OU      | $518790.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FRAPORT FRANKFURT AIRPORT SERVICES                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | DE        |     59428 | OU      | $-4422389.59  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FABEGE                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |     65137 | OU      | $-545955.09   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | 1 1 AG                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |     41427 | OU      | $-870896.12   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JUDGES SCIENTIFIC PLC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |     10228 | OU      | $-810456.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | COCA-COLA                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     15907 | OU      | $1079926.23   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SHOALS TECHNOLOGIES GROUP INC CLAS                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |   2260125 | OU      | $-12182073.75 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOUTHSTATE CORP                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     73577 | OU      | $-6928746.09  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AUTO1 GROUP                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | XX        |     11708 | OU      | $350981.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | REV GROUP INC                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      5367 | OU      | $-265934.85   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MATERION CORP                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     60505 | OU      | $6371176.50   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ERG                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |    621619 | OU      | $-13467019.37 | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ACS ACTIVIDADES DE CONSTRUCCION Y                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | ES        |    166605 | OU      | $11498201.66  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NEXTNAV INC                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     12257 | OU      | $-181281.03   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GRINDR INC                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     31869 | OU      | $557070.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ASBURY AUTOMOTIVE GROUP INC                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     10655 | OU      | $2366688.60   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HSBC HOLDINGS PLC                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |    166673 | OU      | $-2030572.28  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TORONTO DOMINION                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CA        |     11439 | OU      | $833158.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FUJI MEDIA HOLDINGS INC                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     18300 | OU      | $-431395.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMBAC FINANCIAL GROUP INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    439617 | OU      | $3692782.80   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOCIONEXT INC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   1082700 | OU      | $-20403286.36 | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LAURENTIAN BANK OF CANADA                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    105486 | OU      | $-2345571.35  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SOFINA SA                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | BE        |     11628 | OU      | $-3560748.90  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AMERICAN ELECTRIC POWER INC                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     45391 | OU      | $-5135537.74  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | FLOWERS FOODS INC                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    247857 | OU      | $-3928533.45  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ASTELLAS PHARMA INC                                     | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     85100 | OU      | $882369.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SOLARWORLD AG                                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | DE        |         3 | OU      | $0.29         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ODFJELL DRILLING LTD                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | NO        |    206005 | OU      | $1463767.39   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HP INC                                                  | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     15157 | OU      | $-375893.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SOTERA HEALTH COMPANY                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    887092 | OU      | $-10192687.08 | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | VF CORP                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    282625 | OU      | $3312365.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KROSAKI HARIMA CORP                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      8600 | OU      | $-196957.25   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KEIKYU CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     56100 | OU      | $-576585.82   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ZEBRA TECHNOLOGIES CORP CLASS A                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     31779 | OU      | $10773716.58  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED JPY / SOLD USD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |         1 | NC      | $-4191.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OMV AG                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AT        |    282879 | OU      | $-14406566.47 | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NIPPON PAINT HOLDINGS LTD                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    146500 | OU      | $-1241959.19  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AEON REIT INVESTMENT REIT CORP                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      1770 | OU      | $-1509039.95  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MINERAL RESOURCES LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     18972 | OU      | $-342675.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL               | TRSWAP: DEDZ6 FUTURE 18-DEC-2026                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |   1458437 | OU      | $-33365.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NKT                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DK        |     76426 | OU      | $-6723404.29  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | JAPAN INVESTMENT ADVISER LTD                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    104800 | OU      | $-1275564.62  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SUGI HOLDINGS LTD                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     12700 | OU      | $-307814.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TERRENO REALTY REIT CORP                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     70824 | OU      | $-3930023.76  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CHIBA KOGYO BANK LTD                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     17200 | OU      | $-169826.10   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FUJIKURA LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    150900 | OU      | $-10243458.37 | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WESTSHORE TERMINALS INVESTMENT COR                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |     18012 | OU      | $-366713.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ACCIONA SA                                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | ES        |     22540 | OU      | $4323055.84   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | GEN DIGITAL INC                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      9724 | OU      | $-286760.76   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GROUP  AUTOMOTIVE INC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      6524 | OU      | $2688866.60   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WICKES GROUP PLC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |    762589 | OU      | $2230755.34   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FUJITEC LTD                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     45100 | OU      | $1669402.72   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TSUBURAYA FIELDS HOLDINGS INC                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     18200 | OU      | $-277025.07   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MIDLAND STATES BANCORP INC                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      7515 | OU      | $127454.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KOITO MANUFACTURING LTD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    322200 | OU      | $4119917.65   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KIER GROUP PLC                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |    535244 | OU      | $1399183.20   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | UNICHARM CORP                                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |   1329300 | OU      | $9194963.07   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GMO PAYMENT GATEWAY INC                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    111800 | OU      | $-6230927.74  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Voyager Technologies Inc                         | Voyager Technologies Inc                                | CUSIP: 92892B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8962 | NS      | $358659.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797RN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        | 196300000 | PA      | $193921939.35 | 3.25%             | 2025-11-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | SODEXO SA                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |     28389 | OU      | $-1688391.72  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NISHIMATSU CONSTRUCTION LTD                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    106500 | OU      | $3541628.68   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AOYAMA TRADING LTD                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    117300 | OU      | $-1779373.87  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GREENBRIER INC                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |    138149 | OU      | $6285779.50   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SYMRISE AG                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |     10224 | OU      | $926777.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GILDAN ACTIVEWEAR INC                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    120760 | OU      | $-6099879.04  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SANKYO LTD                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     27200 | OU      | $-507560.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CIMPRESS PLC                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     10774 | OU      | $595909.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BC VAUD N                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |     22198 | OU      | $-2568847.20  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KAJIMA CORP                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    138800 | OU      | $-3477030.52  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SECURITAS B                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |    511612 | OU      | $7593004.79   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EXPERIAN PLC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    810241 | OU      | $42692187.81  | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ACADEMEDIA                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SE        |        24 | OU      | $-219.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOSTON SCIENTIFIC CORP                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       240 | OU      | $-25180.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO STOXX 50 SEP25                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       187 | NC      | $-136969.96   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                      | AMBU CLASS B                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DK        |    107429 | OU      | $-1568236.92  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HAWKINS INC                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      2068 | OU      | $-337663.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | INDUTRADE                                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | SE        |     46258 | OU      | $1123347.68   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ANALOG DEVICES INC                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    124811 | OU      | $28036294.93  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SAN IN GODO BANK LTD                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    566500 | OU      | $4770281.51   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SMITH AND NEPHEW PLC                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |     97030 | OU      | $1482904.18   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MEIJI HOLDINGS LTD                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     86200 | OU      | $-1743048.21  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ATLASSIAN CORP CLASS A                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      1140 | OU      | $-218629.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALTRIA GROUP INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    227721 | OU      | $-14105038.74 | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| IFBH Ltd                                         | IFBH Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    632600 | NS      | $2949447.13   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas                                      | SCHLUMBERGER NV                                         | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      5311 | OU      | $-179511.80   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NIAGEN BIOSCIENCE INC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     34136 | OU      | $-319171.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SUN CORP                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     11300 | OU      | $-433575.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | JANUS INTERNATIONAL GROUP INC                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     23454 | OU      | $-201000.78   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | COUSINS PROPERTIES REIT INC                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    276576 | OU      | $-7495209.60  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SUNCOR ENERGY INC                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    412570 | OU      | $16272337.25  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MARUBENI CORP                                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    830800 | OU      | $-17009578.59 | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BMW PREF AG                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |       458 | OU      | $-40040.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CHIBA KOGYO BANK LTD                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      5000 | OU      | $-49368.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INTUITIVE SURGICAL INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     15415 | OU      | $-7416002.35  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | KLAVIYO INC SERIES A                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     84208 | OU      | $-2618868.80  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NOVA LTD                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      1497 | OU      | $393097.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ASR NEDERLAND NV                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NL        |     21776 | OU      | $1446447.06   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AIR FRANCE-KLM SA                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |    868564 | OU      | $-11399479.38 | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | YONEX LTD                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      2600 | OU      | $-51052.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NISSHIN OILLIO GROUP LTD                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     22500 | OU      | $765032.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FIRST QUANTUM MINERALS LTD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    285830 | OU      | $4804402.93   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BELDEN INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     52012 | OU      | $6431283.80   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JUSTSYSTEMS CORP                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    132100 | OU      | $-3326685.94  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CTT CORREIOS DE PORTUGAL SA                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | PT        |     34445 | OU      | $290284.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NEW YORK MORTGAGE TRUST REIT INC                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    156528 | OU      | $-990822.24   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | COSMO ENERGY HOLDINGS LTD                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    129500 | OU      | $5747543.79   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | TRSWAP: DEDZ5 FUTURE 19-DEC-2025                        | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | DE        |   3215207 | OU      | $-1833.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LIQUIDIA CORP                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    135203 | OU      | $-2526944.07  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | APPLIED OPTOELECTRONICS INC                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    200113 | OU      | $-4576584.31  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | XOMETRY INC CLASS A                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    188988 | OU      | $-6111871.92  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GOODYEAR TIRE   RUBBER                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    209241 | OU      | $2150997.48   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CYBER AGENT INC                                         | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |   1330800 | OU      | $13328412.14  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | IWATANI CORP                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    159400 | OU      | $-1676630.35  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ALAMOS GOLD INC CLASS A                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |    545112 | OU      | $13246190.13  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DYNEX CAPITAL REIT INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    130324 | OU      | $-1621230.56  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HMS NETWORKS                                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | SE        |     36523 | OU      | $-1534687.12  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ENTERPRISE FINANCIAL SERVICES CORP                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    120277 | OU      | $6638087.63   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | QUALYS INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     78453 | OU      | $10439740.71  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GERMAN AMERICAN BANCORP INC                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     23940 | OU      | $-919774.80   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                   | TRSWAP: MNDZ5 FUTURE 31-MAR-2026                        | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DE               |  | FR        | 321640000 | OU      | $169946.95    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AUCKLAND INTERNATIONAL AIRPORT LTD                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NZ        |    120572 | OU      | $-534848.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | UNIBAIL RODAMCO WE STAPLED UNITS                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |     67034 | OU      | $6498226.87   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NEC CORP                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |    349800 | OU      | $10044812.27  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOUTHERN                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     84273 | OU      | $-7962113.04  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CASCADES INC                                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | CA        |     28923 | OU      | $-188492.13   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MATAS                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DK        |     90431 | OU      | $-1854931.75  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CHIYODA CORPORATION CORP                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |    494400 | OU      | $-1174648.25  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NIPPON TELEVISION HOLDINGS INC                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |      4600 | OU      | $-99488.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALASKA AIR GROUP INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    430840 | OU      | $22817286.40  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ALFRESA HOLDINGS CORP                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     87400 | OU      | $1268697.77   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | QANTAS AIRWAYS LTD                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |    203708 | OU      | $1412783.54   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SEA ADS REPRESENTING LTD CLASS A                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    108294 | OU      | $16964255.10  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HIGHPEAK ENERGY INC                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      1299 | OU      | $-12951.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WHITE MOUNTAINS INSURANCE GROUP LT                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       285 | OU      | $-509523.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DAKTRONICS INC                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     56559 | OU      | $-917386.98   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TERADATA CORP                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    329675 | OU      | $6900097.75   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MERIT MEDICAL SYSTEMS INC                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     30635 | OU      | $-2599686.10  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | OBAYASHI CORP                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |    103100 | OU      | $1518174.01   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LUMENTUM HOLDINGS INC                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      4938 | OU      | $-543575.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MARZETTI                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      4132 | OU      | $-734504.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AUSTASIA GROUP LTD                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | HK        |      1000 | OU      | $-178.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FREEE KK                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      7600 | OU      | $-204276.04   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | TRSWAP: SMU5 FUTURE 19-SEP-2025                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | DE        |   2245333 | OU      | $-595.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WESTPAC BANKING CORPORATION CORP                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    492019 | OU      | $-10622752.93 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | STANDARD CHARTERED PLC                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |     59005 | OU      | $-1057780.21  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SUMITOMO MITSUI TRUST HOLDINGS INC                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |    192500 | OU      | $5046341.19   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | VICAT SA                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |      7740 | OU      | $-501271.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SIGMAROC PLC                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |     17027 | OU      | $-25865.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RCI HOSPITALITY HOLDINGS INC                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     13755 | OU      | $-492841.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | EURAZEO                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FR        |     10575 | OU      | $-620538.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COMMONWEALTH BANK OF AUSTRALIA                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    161504 | OU      | $18335471.46  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SINO LAND LTD                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | HK        |     80000 | OU      | $-92215.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GRAINGER PLC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |   4070250 | OU      | $11004220.23  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SCHIBSTED CLASS A                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | NO        |    194373 | OU      | $-7672290.37  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AVADEL PHARMACEUTICALS ORD                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     13330 | OU      | $-140098.30   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOC HONG KONG HOLDINGS LTD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |    386500 | OU      | $-1735483.32  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ECOVYST INC                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    304252 | OU      | $-2619609.72  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AIN HOLDINGS INC                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      4000 | OU      | $-153959.14   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ULTRA CLEAN HOLDINGS INC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     63390 | OU      | $1427542.80   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FOX CORP CLASS B                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    321495 | OU      | $16441254.30  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SHARKNINJA INC                                          | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | KY        |     65932 | OU      | $-7654705.20  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | LONDONMETRIC PROPERTY REIT PLC                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |   3222627 | OU      | $-8110279.87  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOKYO ELECTRON LTD                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      6800 | OU      | $1081055.04   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MEIKO ELECTRONICS LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    112000 | OU      | $-5488397.24  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | WIX.COM LTD                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     20297 | OU      | $2761000.91   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BRAZE INC CLASS A                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     45848 | OU      | $-1277783.76  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PAYCOM SOFTWARE INC                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      4778 | OU      | $1106298.12   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ATOSS SOFTWARE                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |       384 | OU      | $51506.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FLETCHER BUILDING LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |   1981274 | OU      | $-3525103.56  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AVIO                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |     72602 | OU      | $2481062.21   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RADNET INC                                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      4804 | OU      | $-262922.92   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ORION CLASS B                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | FI        |     78890 | OU      | $-6315833.17  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | KULICKE AND SOFFA INDUSTRIES INC                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    207651 | OU      | $-6802646.76  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ITT INC                                                 | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     41422 | OU      | $7040083.12   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | LAND SECURITIES GROUP REIT PLC                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |   1553821 | OU      | $-11816714.69 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                    | Citigroup Inc                                           | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    255000 | NS      | $23893500.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                      | KURABO INDUSTRIES LTD                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      5800 | OU      | $-307824.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | IONIS PHARMACEUTICALS INC                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    149002 | OU      | $6404105.96   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DAIWA SECURITIES LIVING INVESTMENT                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      6057 | OU      | $4103849.43   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AG GROWTH INTERNATIONAL INC                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |     29088 | OU      | $878350.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KAROON ENERGY LTD                                       | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |   1374462 | OU      | $-1643848.45  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | INTERNATIONAL AIRLINES GROUP SA                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |     51221 | OU      | $-255930.34   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HOLMEN CLASS B                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |    210244 | OU      | $-7814057.85  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SCENTRE GROUP                                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |     93665 | OU      | $-224162.71   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CHEFS WAREHOUSE INC                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      3658 | OU      | $250792.48    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MEDICAL PROPERTIES TRUST REIT INC                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    310552 | OU      | $-1279474.24  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AMERICAN EXPRESS                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     22889 | OU      | $6850906.59   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BLACKSTONE MORTGAGE TRUST REIT CLA                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    204568 | OU      | $-3780416.64  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MITSUBISHI MOTORS CORP                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   1544500 | OU      | $-4058447.97  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GLAXOSMITHKLINE                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     13854 | OU      | $-254830.22   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DEXCOM INC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     46312 | OU      | $-3740620.24  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SECOM LTD                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    438000 | OU      | $15729988.55  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BANK OF QUEENSLAND LTD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |   2331018 | OU      | $11356335.15  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ROLAND CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     16900 | OU      | $-353237.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | LANDIS+GYR GROUP AG                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CH        |     74769 | OU      | $-6105212.00  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | RENISHAW PLC                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |     97320 | OU      | $-3823637.78  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | XPONENTIAL FITNESS INC CLASS A                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    156227 | OU      | $-1634134.42  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NSD LTD                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      4400 | OU      | $-105239.63   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BANCORP INC                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |    193370 | OU      | $-12213249.20 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SUNSTONE HOTEL INVESTORS REIT INC                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    151489 | OU      | $-1325528.75  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CHEWY INC CLASS A                                       | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     14144 | OU      | $-519084.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AMERICAN SUPERCONDUCTOR CORP                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      8086 | OU      | $-459689.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CREATE RESTAURANTS HOLDINGS INC                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     71600 | OU      | $728491.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | APPLIED OPTOELECTRONICS INC                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    129392 | OU      | $-2959195.04  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHIBA KOGYO BANK LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     10400 | OU      | $-102685.55   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AGNC INVESTMENT REIT CORP                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    133092 | OU      | $-1255057.56  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NIHON CHOUZAI LTD                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     13300 | OU      | $308959.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MENORAH MIVTACHIM HOLDINGS LTD                          | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | IL        |      2203 | OU      | $-191506.60   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FIRST COMMONWEALTH FINANCIAL CORP                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     95104 | OU      | $-1570167.04  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SEMBCORP INDUSTRIES LTD                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SG        |   2598400 | OU      | $-15450313.74 | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SUEDZUCKER AG                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |     58809 | OU      | $-673457.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MODERNA INC                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    236313 | OU      | $6985412.28   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | STARWOOD PROPERTY TRUST REIT INC                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    461265 | OU      | $-8976216.90  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ORRSTOWN FINANCIAL SERVICES INC                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      4630 | OU      | $-152141.80   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NISSAN CHEMICAL CORP                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    110600 | OU      | $3605421.69   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FUJITA KANKO INC                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      4500 | OU      | $-313116.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LIVERAMP HOLDINGS INC                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     32155 | OU      | $1055327.10   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SULZER AG                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CH        |      1252 | OU      | $-240898.40   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AECOM                                                   | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    100446 | OU      | $11324282.04  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TRIMAS CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    115208 | OU      | $-4116381.84  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHOE CARNIVAL INC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     55335 | OU      | $-1132154.10  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | EURAZEO                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FR        |      3725 | OU      | $-218582.15   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PANASONIC HOLDINGS CORP                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |   3576400 | OU      | $33830306.17  | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RICHELIEU HARDWARE LTD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      5511 | OU      | $-137894.32   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PARAMOUNT GLOBAL CLASS B                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    155901 | OU      | $1959675.57   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TRIPADVISOR INC                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    630268 | OU      | $-11023387.32 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UNITI GROUP INC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    445203 | OU      | $-2368479.96  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LYONDELLBASELL INDUSTRIES NV CLASS                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     46107 | OU      | $-2670978.51  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | YAMATO HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     52100 | OU      | $-753323.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NCINO INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    598449 | OU      | $-16711688.33 | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CAPSTONE COPPER CORP                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |    848006 | OU      | $-4755345.42  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ENHABIT INC                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    330375 | OU      | $2220120.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | TKO GROUP HOLDINGS INC CLASS A                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2417 | OU      | $-406080.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GLOBAL INDUSTRIAL                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      4856 | OU      | $165395.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EXOR NV                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NL        |     27603 | OU      | $-2660277.91  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KADOKAWA CORP                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     42300 | OU      | $-1027360.68  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PTC INC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    143579 | OU      | $-30842204.99 | -0.52%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PEXA GROUP LTD                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    132074 | OU      | $-1341157.59  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MAPFRE SA                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | ES        |   3191591 | OU      | $12997999.66  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | JAMF HOLDING CORP                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |   1408251 | OU      | $11181512.94  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | YOKOGAWA ELECTRIC CORP                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    132200 | OU      | $-3523669.28  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | JAPAN POST BANK LTD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |   1162500 | OU      | $12975004.27  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | COMPAGNIE DE SAINT GOBAIN SA                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | FR        |      2533 | OU      | $-290578.41   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BE SEMICONDUCTOR INDUSTRIES NV                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |      1014 | OU      | $137003.25    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DAIWA SECURITIES GROUP INC                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    440900 | OU      | $3069480.55   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN INVESTMENT ADVISER LTD                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    142100 | OU      | $-1729558.51  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MARRIOTT INTERNATIONAL INC CLASS A                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     43953 | OU      | $-11596119.99 | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MITSUBISHI MATERIALS CORP                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     48100 | OU      | $734662.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NVR INC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1339 | OU      | $10108767.11  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NIPPON PILLAR PACKING LTD                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     66700 | OU      | $-1708367.35  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HYAKUGO BANK LTD                                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     47300 | OU      | $-233950.55   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DAIWA HOUSE INDUSTRY LTD                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    123300 | OU      | $4076410.25   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Floating Rate Notes                       | CUSIP: 91282CJD4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15182000 | PA      | $15187848.26  | 0.25%             | 2025-10-31      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | POWELL INDUSTRIES INC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       735 | OU      | $-174268.50   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SILEX SYSTEMS LTD                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |     86052 | OU      | $-231462.55   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WYNN RESORTS LTD                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    108053 | OU      | $-11781018.59 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KOMAX HOLDING AG                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |     12191 | OU      | $1668679.71   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | VERINT SYSTEMS INC                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    298859 | OU      | $6359719.52   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | YPSOMED HOLDING AG                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |      4442 | OU      | $-2125306.61  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ASSICURAZIONI GENERALI                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | IT        |   1406346 | OU      | $52464818.20  | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DSV                                                     | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | DK        |     94957 | OU      | $-21278429.94 | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | OSAKA SODA LTD                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    172600 | OU      | $-2101897.99  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GS YUASA CORP                                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    223500 | OU      | $-4010992.27  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BIOGEN INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     34012 | OU      | $4353536.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MIDWESTONE FINANCIAL GROUP INC                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      6044 | OU      | $-166451.76   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EXOR NV                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NL        |    232279 | OU      | $-22386215.03 | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SIF HOLDING NV                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | NL        |         9 | OU      | $-87.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SECOM LTD                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     80700 | OU      | $2898196.52   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TIETO                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FI        |     29889 | OU      | $-514506.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | HSBC HOLDINGS PLC                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    542681 | OU      | $-6611466.75  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KANEMATSU CORP                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |    492300 | OU      | $9249401.69   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ENCE ENERGIA Y CELULOSA SA                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | ES        |    127771 | OU      | $-402074.95   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MELIA HOTELS INTERNATIONAL SA                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | ES        |    702849 | OU      | $-6240755.72  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WALLENIUS WILHELMSEN                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NO        |    128396 | OU      | $1148653.80   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HEINEKEN NV                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |     82633 | OU      | $6486000.93   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ADYEN NV                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NL        |      3291 | OU      | $-5644560.60  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WILMAR INTERNATIONAL LTD                                | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | SG        |   2285600 | OU      | $-5173127.48  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SWISS LIFE HOLDING AG                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CH        |     26943 | OU      | $-27907493.49 | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | INFRATIL LTD                                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | NZ        |   1086569 | OU      | $-7419203.78  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SILEX SYSTEMS LTD                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |     82976 | OU      | $-223188.73   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED CAD / SOLD USD                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |         1 | NC      | $-3797.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | QUILTER PLC                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    814643 | OU      | $1820351.95   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOUNDHOUND AI INC CLASS A                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     24923 | OU      | $-257454.59   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOKYO KIRABOSHI FINANCIAL GROUP IN                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     11300 | OU      | $-487206.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BYTES TECHNOLOGY GROUP PLC                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |     69039 | OU      | $333120.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OSAKA SODA LTD                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |    100600 | OU      | $-1225092.34  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TECK RESOURCES SUBORDINATE VOTING                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    857087 | OU      | $27792233.62  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED JPY / SOLD USD                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |         1 | NC      | $-25440.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ANTOFAGASTA PLC                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |    167640 | OU      | $4134271.40   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FRAPORT FRANKFURT AIRPORT SERVICES                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |    132785 | OU      | $-9881318.60  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | LINCOLN ELECTRIC HOLDINGS INC                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     90755 | OU      | $22098842.50  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | KOBE STEEL LTD                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     16700 | OU      | $-183484.53   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DOMAIN HOLDINGS AUSTRALIA LTD                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |   1152939 | OU      | $-3260572.10  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TOKYO OHKA KOGYO LTD                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     49700 | OU      | $-1361263.28  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FIRST NATIONAL FINANCIAL CORP                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |     25039 | OU      | $-871558.15   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SQUARE ENIX HLDG LTD                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     29600 | OU      | $-2001142.24  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CENTURY COMMUNITIES INC                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    151435 | OU      | $8524276.15   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | OKAMURA CORP                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     58600 | OU      | $923678.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RATIONAL AG                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |      3455 | OU      | $2667076.91   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VAULT MINERALS LTD                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |  20890692 | OU      | $4836179.15   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TIS INC                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     36300 | OU      | $-1158039.63  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | THERMON GROUP HOLDINGS INC                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     19923 | OU      | $-563422.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CHEMOMETEC                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DK        |     20250 | OU      | $-1562919.64  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BELLRING BRANDS INC                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    239739 | OU      | $13084954.62  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NAGARRO N                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      2088 | OU      | $110485.37    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TWO HARBORS INVESTMENT CORP                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |   1073461 | OU      | $-10466244.75 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ROSS STORES INC                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     49645 | OU      | $-6778528.30  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FIXSTARS CORP                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      8300 | OU      | $-111676.57   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ZEALAND PHARMA                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DK        |     23881 | OU      | $-1235551.33  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ASICS CORP                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    337900 | OU      | $-7943788.08  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | INABA DENKISANGYO LTD                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     20800 | OU      | $545469.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TKC CORP                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      5700 | OU      | $-171216.95   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CERENCE INC                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    303639 | OU      | $2611295.40   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SHUTTERSTOCK INC                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    173703 | OU      | $3328149.48   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DEUTSCHE BOERSE AG                                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | DE        |     83615 | OU      | $-24197113.10 | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HARVEY NORMAN HOLDINGS LTD                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    361874 | OU      | $-1341770.34  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DOVER CORP                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     51546 | OU      | $9337042.44   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HAYS PLC                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |   3430454 | OU      | $-2883631.29  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WESTPAC BANKING CORPORATION CORP                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |    408405 | OU      | $-8817516.01  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NORITSU KOKI LTD                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     12900 | OU      | $134878.29    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CAPITAL POWER CORP                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     32268 | OU      | $-1352573.21  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | QANTAS AIRWAYS LTD                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |   1943137 | OU      | $13476309.08  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | XPO INC                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     21928 | OU      | $2637719.12   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TECHNOLOGY ONE LTD                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |    294346 | OU      | $7699657.78   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SAMHALLSBYGGNADSBOLAGET I NORDEN C                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |    419847 | OU      | $210504.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BANK OF GEORGIA GROUP PLC                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |     10546 | OU      | $1057280.95   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797NA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27600000 | PA      | $27307474.52  | 0.46%             | 2025-10-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | POWER INTEGRATIONS INC                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     37204 | OU      | $1805138.08   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NATIONAL PRESTO INDUSTRIES INC                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      1594 | OU      | $-153741.30   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | EBARA CORP                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     22700 | OU      | $414520.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WACOM LTD                                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    670300 | OU      | $2886167.97   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BEL FUSE INC CLASS B                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     19272 | OU      | $-2506130.88  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | INTERNATIONAL BUSINESS MACHINES CO                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     54501 | OU      | $-13796928.15 | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COMPASS GROUP PLC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    189294 | OU      | $6651689.31   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VOLVO CLASS B                                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | SE        |     83944 | OU      | $-2410853.72  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BARCO NV                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | BE        |    128957 | OU      | $2009907.50   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NAVITAS SEMICONDUCTOR CORP                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     52437 | OU      | $-384363.21   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HEIDRICK AND STRUGGLES INTERNATION                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     18904 | OU      | $841795.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CRODA INTERNATIONAL PLC                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |    210793 | OU      | $-7255000.58  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | JAPAN STEEL WORKS LTD                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     60000 | OU      | $-3700653.76  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TAMRON LTD                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    205800 | OU      | $1236717.46   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GE VERNOVA INC                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      3150 | OU      | $-2079913.50  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SHORE BANCSHARES INC                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     12842 | OU      | $-199179.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MEDLEY INC                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     20400 | OU      | $-417333.35   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ODAKYU ELECTRIC RAILWAY LTD                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    768400 | OU      | $-8280917.79  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | VISHAY INTERTECHNOLOGY INC                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     89273 | OU      | $-1463184.47  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LIQUIDITY SERVICES INC                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      6514 | OU      | $-155554.32   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MORGAN SINDALL GROUP PLC                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |     36348 | OU      | $2205202.97   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NITTO KOGYO CORP                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     36900 | OU      | $-815364.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CREDITO EMILIANO                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IT        |     55124 | OU      | $835596.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KAROON ENERGY LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |  14874986 | OU      | $-17790395.58 | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RESONAC HOLDINGS                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    124400 | OU      | $-2991587.91  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | JOHNSON   JOHNSON                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     22944 | OU      | $3779794.56   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HKBN LTD                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | HK        |   4597500 | OU      | $2920481.93   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CKD CORP                                                | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     51400 | OU      | $917656.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHEUNG KONG INFRASTRUCTURE HOLDING                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | HK        |    236500 | OU      | $1665666.61   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TRAVELERS COMPANIES INC                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     37510 | OU      | $9761602.40   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SPIRE HEALTHCARE GROUP PLCINARY                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    652010 | OU      | $-1866843.10  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ONO PHARMACEUTICAL LTD                                  | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    189500 | OU      | $2119134.84   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DUSKIN LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    232200 | OU      | $-6130326.70  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WEBUILD                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IT        |    597528 | OU      | $2689265.71   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LIGHT   WONDER INC. CDI INC                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |         2 | OU      | $192.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DEUTSCHE LUFTHANSA AG                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | DE        |    498899 | OU      | $-4277974.76  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DREAM INDUSTRIAL REAL ESTATE INVES                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |     20089 | OU      | $-167021.71   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SPECTRIS PLC                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |      6903 | OU      | $-362474.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TOOTSIE ROLL INDUSTRIES INC                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     64547 | OU      | $-2448267.71  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BRIGHTHOUSE FINANCIAL INC                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     20870 | OU      | $998629.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | FUJIMI INC                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    216100 | OU      | $3222408.66   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RATIONAL AG                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |      4410 | OU      | $3404286.30   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PINNACLE FINANCIAL PARTNERS INC                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      2730 | OU      | $-239939.70   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DAIEI KANKYO LTD                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     34500 | OU      | $-710886.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CIMPRESS PLC                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      4774 | OU      | $264049.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NEWMARK GROUP INC CLASS A                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     14372 | OU      | $-218023.24   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BLUE BIRD CORP                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    122561 | OU      | $-5489507.19  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TC ENERGY CORP                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     13075 | OU      | $-624308.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RAKUTEN BANK LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    279300 | OU      | $-13010283.33 | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | EXPRO GROUP HOLDINGS NV                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     83520 | OU      | $-900345.60   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AYVENS SA                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |    569565 | OU      | $-6120260.04  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOKYO ELECTRIC POWER HOLDINGS INC                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    533800 | OU      | $-2021256.53  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WHITBREAD PLC                                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |    220635 | OU      | $-8863080.01  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DEUTSCHE TELEKOM N AG                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |     14117 | OU      | $506318.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | YARA INTERNATIONAL                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NO        |    704834 | OU      | $26055697.47  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ADVANCE RESIDENCE INVESTMENT REIT                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       285 | OU      | $-293936.82   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | QIAGEN NV                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    619387 | OU      | $30560554.58  | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | JPMORGAN CHASE   CO                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     90729 | OU      | $26877558.96  | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | GRAND CITY PROPERTIES SA                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |     23233 | OU      | $292922.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MERCARI INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    720700 | OU      | $-10995631.89 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ALM BRAND                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DK        |    208531 | OU      | $575785.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BALFOUR BEATTY PLC                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |    587429 | OU      | $4198058.06   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KEEPER TECHNICAL LABORATORY LTD                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      8400 | OU      | $-181394.24   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ENDEAVOUR SILVER CORP                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |   1289727 | OU      | $-6534269.30  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KYOCERA CORP                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |    753700 | OU      | $8896951.15   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VITEC SOFTWARE GROUP CLASS B                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | SE        |     65637 | OU      | $-2544584.17  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DREAM INDUSTRIAL REAL ESTATE INVES                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    272882 | OU      | $-2268764.90  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MEIJI HOLDINGS LTD                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    171400 | OU      | $-3465875.44  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PLEXUS CORP                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    119230 | OU      | $15201825.00  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BRP GROUP INC CLASS A                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     70713 | OU      | $-2605066.92  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                     | CUSIP: 91282CKY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7700000 | PA      | $7727431.25   | 0.13%             | 2026-06-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HYPOPORT N                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |     13029 | OU      | $2780305.98   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WINTRUST FINANCIAL CORP                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     23449 | OU      | $-3001003.02  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DUSKIN LTD                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     28000 | OU      | $-739229.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RANDSTAD HOLDING                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NL        |     93800 | OU      | $-4458260.95  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KANSAI PAINT LTD                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     25900 | OU      | $-366741.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SIMON PROPERTY GROUP REIT INC                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |    129404 | OU      | $21195081.16  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | COURSERA INC                                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    361187 | OU      | $4565403.68   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ADTALEM GLOBAL EDUCATION INC                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    185941 | OU      | $21247478.07  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GLOBAL E ONLINE LTD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      7031 | OU      | $-233077.65   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KOEI TECMO HOLDINGS LTD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   1029000 | OU      | $-13473726.59 | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BUMBLE INC CLASS A                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |   1709738 | OU      | $-13301761.64 | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CREATE SD HOLDINGS LTD                                  | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    106500 | OU      | $2428555.86   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MARTIN MARIETTA MATERIALS INC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     15711 | OU      | $-9031939.68  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AECOM                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     39240 | OU      | $4423917.60   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NELNET INC CLASS A                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     27533 | OU      | $-3435292.41  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CORNING INC                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     53341 | OU      | $-3373284.84  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | YELLOW HAT LTD                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     14800 | OU      | $-156667.92   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ROLLINS INC                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      7811 | OU      | $-447335.97   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RENTOKIL INITIAL PLC                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |   1371880 | OU      | $-6843546.99  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BUFAB HLDNG AB                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |    145775 | OU      | $-1445673.53  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PARAMOUNT RESOURCE LTD CLASS A                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    742622 | OU      | $-11421243.37 | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MONOLITHIC POWER SYSTEMS INC                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     24156 | OU      | $-17180713.44 | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MEBUKI FINANCIAL GROUP INC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   1561800 | OU      | $-8468173.10  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GIVAUDAN SA                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CH        |      5852 | OU      | $24463390.08  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SUN CORP                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     12200 | OU      | $-468107.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SEMBCORP INDUSTRIES LTD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SG        |   2925000 | OU      | $-17392305.91 | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOHO BANK LTD                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    305400 | OU      | $-743570.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NOMURA MICRO SCIENCE LTD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     13000 | OU      | $-234477.85   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | COGNYTE SOFTWARE LTD                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    207797 | OU      | $1924200.22   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | COMPUGROUP MEDICAL N                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |    124792 | OU      | $-3392267.28  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SVENSKA HANDELSBANKEN-A SHS                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | SE        |     78090 | OU      | $-951477.92   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | LATOUR INVESTMENT CLASS B                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | SE        |       506 | OU      | $12917.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | HARMONY BIOSCIENCES HLDG INC                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    380120 | OU      | $13372621.60  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SWISSCOM AG                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |     38420 | OU      | $-26695534.70 | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NOV INC                                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |   1079630 | OU      | $13581745.40  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SYNOPSYS INC                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     61671 | OU      | $-39066728.37 | -0.66%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KRAFT HEINZ                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |   1340414 | OU      | $-36807768.44 | -0.62%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SSE PLC                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |    109172 | OU      | $-2676049.02  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SBI HOLDINGS INC                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    122900 | OU      | $-4565472.47  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AZELIS GROUP NV                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | BE        |    325283 | OU      | $-5053789.99  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PALOMAR HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     50088 | OU      | $6636159.12   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INFICON HOLDING AG                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |      4658 | OU      | $560478.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ICF INTERNATIONAL INC                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     25577 | OU      | $2145654.53   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NITTO BOSEKI LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     42200 | OU      | $-1846235.95  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | OPC ENERGY LTD                                          | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | IL        |      5687 | OU      | $-85428.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SELECT WATER SOLUTIONS INC CLASS A                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    225794 | OU      | $-2174396.22  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DEUTSCHE BOERSE AG                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |       957 | OU      | $-276943.58   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ROLAND CORP                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       400 | OU      | $-8360.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | STOREBRAND                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NO        |    994867 | OU      | $14127390.17  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ARGAN INC                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       663 | OU      | $162421.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BRICKWORKS LTD                                          | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |      2966 | OU      | $-62246.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MISUMI GROUP INC                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |    169500 | OU      | $2440805.09   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | VUSIONGROUP SA                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |       928 | OU      | $238545.91    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CLARIANT AG                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |     77878 | OU      | $799258.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | UBISOFT ENTERTAINMENT SA CAT A                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |   1094376 | OU      | $11541830.11  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KIER GROUP PLC                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |    351549 | OU      | $918985.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SNAP INC CLASS A                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    280228 | OU      | $-2642550.04  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | OC OERLIKON CORPORATION AG                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | CH        |    211861 | OU      | $-1035060.38  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NICHICON CORP                                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     16100 | OU      | $-137889.89   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LIFEDRINK COMPANY INC                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     11100 | OU      | $-165790.92   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VICINITY CENTRES                                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |   5991985 | OU      | $-9434373.66  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KEPPEL LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SG        |    253900 | OU      | $-1649546.88  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MUENCHENER RUECKVERSICHERUNGS-GESE                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | DE        |     23713 | OU      | $-15524203.96 | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SEEK LTD                                                | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |      9541 | OU      | $147176.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHRISTIAN DIOR                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |     18902 | OU      | $-9664295.73  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BECTON DICKINSON                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     70572 | OU      | $-12579459.00 | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LANTHEUS HOLDINGS INC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     57928 | OU      | $-4123894.32  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIPPON PAPER INDUSTRIES LTD                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    491400 | OU      | $-3615361.01  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SURGERY PARTNERS INC                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    480200 | OU      | $-10540390.00 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MAX LTD                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      9300 | OU      | $-311572.33   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OSAKA STEEL LTD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     60200 | OU      | $-1018960.78  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | TRSWAP: SMU5 FUTURE 19-SEP-2025                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | DE        |    839876 | OU      | $-15790.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SKANDINAVISKA ENSKILDA BANKEN                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |   1842531 | OU      | $-32230521.77 | -0.54%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TRUSCO NAKAYAMA CORP                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    337100 | OU      | $4909570.98   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CITIGROUP INC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     30834 | OU      | $2889145.80   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LIFENET INSURANCE                                       | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     90342 | OU      | $-1368421.73  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HILTON GRAND VACATIONS INC                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     65608 | OU      | $-2940550.56  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | JAMF HOLDING CORP                                       | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    463163 | OU      | $3677514.22   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ENTEGRIS INC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     64636 | OU      | $-5071340.56  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KOBE STEEL LTD                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     88100 | OU      | $-967963.30   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | GENPACT LTD                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      5483 | OU      | $-241526.15   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SURGE ENERGY INC                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |    250430 | OU      | $1330228.64   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | HELMERICH   PAYNE INC                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    105004 | OU      | $1702114.84   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ALPHABET INC CLASS A                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     51513 | OU      | $9885344.70   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SONY GROUP CORP                                         | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |   1542100 | OU      | $37092593.66  | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CRANEWARE PLC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |     36629 | OU      | $1083245.41   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ATLANTA BRAVES HOLDINGS INC SERIES                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    259879 | OU      | $-11580208.24 | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HONG KONG AND CHINA GAS LTD                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | HK        |    451000 | OU      | $-402546.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FUJITA KANKO INC                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     15200 | OU      | $-1057639.27  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | KH NEOCHEM LTD                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     12800 | OU      | $-242262.59   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SERIA LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    543100 | OU      | $10002038.98  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BANCFIRST CORP                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     19858 | OU      | $2472718.16   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MITIE GROUP PLC                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |    961335 | OU      | $1782581.24   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ROYAL BANK OF CANADA                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CA        |     14091 | OU      | $1808053.47   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BUMBLE INC CLASS A                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    229577 | OU      | $-1786109.06  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TOKYO TATEMONO LTD                                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    203900 | OU      | $3412238.74   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HOCHTIEF AG                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |    199080 | OU      | $43378198.87  | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DXC TECHNOLOGY                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    542714 | OU      | $7386337.54   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PLAYTECH PLC                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |    283121 | OU      | $-1488136.71  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SWISS RE AG                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | CH        |     54185 | OU      | $-9699188.51  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CHUGAI PHARMACEUTICAL LTD                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     29200 | OU      | $-1399758.34  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HELLOFRESH                                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | DE        |    437874 | OU      | $4607601.82   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TEMPUS AI INC CLASS A                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     72227 | OU      | $-4087325.93  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WISETECH GLOBAL LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    527226 | OU      | $-39932177.48 | -0.67%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | FORTINET INC                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2119 | OU      | $-211688.10   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | JCR PHARMACEUTICALS LTD                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    360400 | OU      | $1348842.65   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FISERV INC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     78877 | OU      | $10959170.38  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NOMURA HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    297800 | OU      | $1967354.81   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LEMONADE INC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     35618 | OU      | $-1342086.24  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ACS ACTIVIDADES DE CONSTRUCCION Y                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | ES        |    246286 | OU      | $16997365.60  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NEXI                                                    | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | IT        |    811579 | OU      | $4634305.58   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HAMAMATSU PHOTONICS                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     94100 | OU      | $-1148499.24  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CAIXABANK SA                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | ES        |   3837210 | OU      | $-36101642.77 | -0.61%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BANCA IFIS                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IT        |     31064 | OU      | $860303.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CADRE HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     42747 | OU      | $-1413643.29  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PETS AT HOME PLC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |   1170078 | OU      | $-3524544.68  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ACCIONA SA                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | ES        |      4265 | OU      | $-818005.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GREATLAND RESOURCES LTD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |     91485 | OU      | $-292383.55   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | THULE GROUP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |    260632 | OU      | $-7371129.73  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DAIDO STEEL LTD                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    384900 | OU      | $-2963895.97  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INFRATIL LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NZ        |    202071 | OU      | $-1379761.37  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FURUNO ELECTRIC LTD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      3800 | OU      | $-109604.49   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DAIMLER TRUCK HOLDING E AG                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |    210546 | OU      | $-10242064.52 | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MICRONICS JAPAN LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    190400 | OU      | $-6936852.80  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ARIS MINING CORP                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |   1303442 | OU      | $-9077811.27  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOPRA STERIA GROUP                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |     42085 | OU      | $-9067932.17  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NISSUI CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    198500 | OU      | $-1158895.77  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FUKUOKA FINANCIAL GROUP INC                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    310300 | OU      | $8460960.57   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797QT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        | 384378100 | PA      | $382595658.03 | 6.42%             | 2025-09-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | VIASAT INC                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    143667 | OU      | $-2360448.81  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | INTERNATIONAL FLAVORS   FRAGRANCES                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      6899 | OU      | $-490035.97   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NIPPON SANSO HOLDINGS CORP                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |      7000 | OU      | $-247754.69   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | OBAYASHI CORP                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    319000 | OU      | $4697357.01   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | EAST JAPAN RAILWAY                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     40400 | OU      | $-865940.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Italian Derivatives Market                       | FTSE/MIB IDX FUT SEP25                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IT        |       280 | NC      | $1637722.23   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                           | WHARF (HOLDINGS) LTD                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | HK        |     14000 | OU      | $-39859.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SHIN ETSU CHEMICAL LTD                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     36100 | OU      | $-1038846.22  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | APTIV PLC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    253987 | OU      | $17433667.68  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | TRSWAP: EOQ5 FUTURE 15-AUG-2025                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | NL        |   7927668 | OU      | $-27128.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MAZDA MOTOR CORP                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    128600 | OU      | $-771149.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BANK OF NEW YORK MELLON CORP                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    247552 | OU      | $-25114150.40 | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TOKYOTOKEIBA LTD                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |     35200 | OU      | $1213062.54   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FIDELIS INSURANCE HOLDINGS LTD                          | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     42328 | OU      | $-639576.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | INTACT FINANCIAL CORP                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     19415 | OU      | $-4013031.18  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | INFORMA PLC                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |    116942 | OU      | $-1337236.20  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | S+P500 EMINI FUT SEP25                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |      1425 | NC      | $13183550.44  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | IONQ INC                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     53207 | OU      | $-2121363.09  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CATENA                                                  | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | SE        |     57894 | OU      | $-2615315.80  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KAJIMA CORP                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |      7800 | OU      | $195395.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | YANGZIJIANG SHIPBUILDING (HOLDINGS                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | SG        |    106100 | OU      | $-208107.50   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CRACKER BARREL OLD COUNTRY STORE I                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      2765 | OU      | $-171430.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | TRSWAP: GSCBMSAL INDEX                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | GB        |   4235398 | OU      | $296885.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD GBP                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $18577.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SKYLARK HOLDINGS LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    113500 | OU      | $2157389.89   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SCORPIO TANKERS INC                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    399178 | OU      | $18046837.38  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FLOW TRADERS NV                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | NL        |     52730 | OU      | $-1579362.04  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | METRO INC                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CA        |      8079 | OU      | $617761.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PRADA                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | HK        |    506900 | OU      | $2758989.67   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KDX REALTY INVESTMENT CORP                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      1351 | OU      | $-1451869.33  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ENGIE SA                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |    220654 | OU      | $4959908.07   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CONMED CORP CFD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     90607 | OU      | $-4634548.05  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FAST RETAILING LTD                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     11000 | OU      | $-3355326.65  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | C3 AI INC CLASS A                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     24091 | OU      | $-567583.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RED ROCK RESORTS ORS CLASS A INC                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      7904 | OU      | $484910.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BOYD GROUP SERVICES INC                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |       486 | OU      | $-67361.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ONESPAN INC                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     51211 | OU      | $-755362.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | GODO STEEL LTD                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       500 | OU      | $-12616.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ENERPAC TOOL GROUP CORP CLASS A                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     55853 | OU      | $-2150899.03  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | READY CAPITAL CORP                                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    129178 | OU      | $-543839.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ASTELLAS PHARMA INC                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    240900 | OU      | $2497800.58   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DCC PLC                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |     17336 | OU      | $1085771.52   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PROSIEBEN SAT.1 MEDIA N                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | XX        |     60540 | OU      | $551827.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SEGRO REIT PLC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    212944 | OU      | $1814864.58   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SIEMENS N AG                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | DE        |      3418 | OU      | $870575.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EMBECTA CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    125793 | OU      | $-1278056.88  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KONTRON AG                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |     25731 | OU      | $830084.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SPORTRADAR GROUP AG CLASS A                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    258621 | OU      | $7647422.97   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TECHNOLOGY ONE LTD                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |    135431 | OU      | $3542675.47   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IDP EDUCATION PTY LTDINARY                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |   1564741 | OU      | $3540163.20   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797NL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27500000 | PA      | $27117057.00  | 0.45%             | 2025-11-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KYUSHU ELECTRIC POWER INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     21400 | OU      | $-189713.03   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SELECTIVE INSURANCE GROUP INC                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      3776 | OU      | $294414.72    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BORGWARNER INC                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    818114 | OU      | $30106595.20  | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KH NEOCHEM LTD                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    125000 | OU      | $-2365845.63  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | DONALDSON INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       658 | OU      | $47356.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KADOKAWA CORP                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     33400 | OU      | $-811202.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BANK HAPOALIM BM                                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | IL        |     25840 | OU      | $484579.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SANTOS LTD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |    649025 | OU      | $3265820.05   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | COCA COLA HBC AG                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    372743 | OU      | $19372269.43  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LINDE PLC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     25090 | OU      | $-11547923.40 | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOPPAN HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    222300 | OU      | $-5990590.45  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MAN GROUP PLC                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |        24 | OU      | $52.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DELUXE CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     96191 | OU      | $1548675.10   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | XVIVO PERFUSION                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | SE        |     99689 | OU      | $-2032008.30  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ASMODEE GROUP CLASS B                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |    424523 | OU      | $-5346269.18  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WEIR GROUP PLC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |     38574 | OU      | $1355138.88   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HALEON PLC                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |   3396849 | OU      | $-15933491.44 | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SPIRAX GROUP PLC                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     11033 | OU      | $-922012.89   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MAZDA MOTOR CORP                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    757600 | OU      | $4542948.13   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ENGIE SA                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |    477454 | OU      | $10732313.70  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MITSUI OSK LINES LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    161400 | OU      | $-5425023.34  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | THYSSENKRUPP AG                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      9941 | OU      | $115068.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EASTERN BANKSHARES INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    956712 | OU      | $-14781200.40 | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PEARSON PLC                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |    803440 | OU      | $11361406.18  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NIPPON BUILDING FUND REIT INC                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |      5267 | OU      | $-4831564.39  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TOKYO STEEL MANUFACTURING LTD                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     85500 | OU      | $-889613.45   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HAMAMATSU PHOTONICS                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     30700 | OU      | $-374696.35   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | MATTEL INC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     35929 | OU      | $-611152.29   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SCHOELLER-BLECKMANN OILFIELD EQUIP                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AT        |       759 | OU      | $-25117.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BRISTOW GROUP INC                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      4767 | OU      | $-164795.19   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ALLREAL HOLDING AG                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CH        |     15576 | OU      | $-3523048.54  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NICE LTD                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IL        |     17167 | OU      | $2679959.54   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WESTPAC BANKING CORPORATION CORP                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |    199386 | OU      | $-4304769.16  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ENDEAVOUR MINING                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    373254 | OU      | $11206240.18  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TOKYU FUDOSAN HOLDINGS CORP                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |    290500 | OU      | $2048505.58   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VENTURE GLOBAL INC CLASS A                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    427566 | OU      | $-6554586.78  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ALSTOM SA                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | XX        |     51862 | OU      | $1216491.85   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | VAR ENERGI                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | NO        |   2561122 | OU      | $8772755.58   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DOLLAR TREE INC                                         | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     47975 | OU      | $-5447561.25  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CAPRI HOLDINGS LTD                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    461882 | OU      | $-8401633.58  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BIO RAD LABORATORIES INC CLASS A                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     39920 | OU      | $9658644.00   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HANNOVER RUECK                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |     29044 | OU      | $-8810304.53  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GE HEALTHCARE TECHNOLOGIES INC                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     17787 | OU      | $-1268568.84  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                   | TRSWAP: MNDZ6 FUTURE 31-MAR-2027                        | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DE               |  | FR        | 595840000 | OU      | $236366.05    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOCIONEXT INC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   1275000 | OU      | $-24027145.20 | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RUSH STREET INTERACTIVE INC CLASS                       | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    548895 | OU      | $11065723.20  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SEMTECH CORP                                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    270959 | OU      | $-13846004.90 | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | GATX CORP                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     51699 | OU      | $-7893920.31  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | IVECO GROUP NV                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IT        |    163854 | OU      | $-3386834.21  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SUMMIT THERAPEUTICS INC                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     18470 | OU      | $-487053.90   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PROSUS NV CLASS N                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NL        |     53067 | OU      | $3031491.56   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SMITHS GROUP PLC                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    248812 | OU      | $7707242.86   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LYNAS RARE EARTHS LTD                                   | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |    162682 | OU      | $1093125.60   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PRA GROUP INC                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     23060 | OU      | $350512.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CAMDEN NATIONAL CORP                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     11212 | OU      | $-422804.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DEUTSCHE LUFTHANSA AG                                   | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | DE        |    133329 | OU      | $-1143273.68  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ATOSS SOFTWARE AG                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |      6570 | OU      | $881245.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DUNELM GROUP PLC                                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |    206864 | OU      | $3318385.66   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SANSAN INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    164100 | OU      | $-2076341.18  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DAIWA SECURITIES GROUP INC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    123100 | OU      | $857003.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | METROPOLE TELEVISION SA                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |    374823 | OU      | $-5475210.45  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CHECK POINT SOFTWARE TECHNOLOGIES                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     46391 | OU      | $8638004.20   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FURUNO ELECTRIC LTD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      3400 | OU      | $-98067.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HORIZON BANCORP INC                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     79579 | OU      | $1232678.71   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KYOTO FINANCIAL GROUP INC                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    183400 | OU      | $-3317841.68  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MONADELPHOUS GROUP LTD                                  | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |    258369 | OU      | $3221262.39   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PILGRIMS PRIDE CORP                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     44212 | OU      | $2095206.68   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | COSTAR GROUP INC                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    271329 | OU      | $-25827807.51 | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CERTARA INC                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        27 | OU      | $-265.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SWEETGREEN INC CLASS A                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     26563 | OU      | $-342131.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | EQT CORP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     43709 | OU      | $-2349358.75  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | INABA DENKISANGYO LTD                                   | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     21700 | OU      | $569071.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797RK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  10800000 | PA      | $10575741.02  | 0.18%             | 2026-01-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | EAGLE BANCORP INC                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      6755 | OU      | $108687.95    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ASMPT LTD                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | HK        |     30200 | OU      | $255483.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ODAKYU ELECTRIC RAILWAY LTD                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     37200 | OU      | $-400898.15   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IINO KAIUN LTD                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   1014700 | OU      | $-6956944.15  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | IHI CORP                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     11300 | OU      | $-1258330.98  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CADENCE DESIGN SYSTEMS INC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     34860 | OU      | $-12708910.20 | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HELLOFRESH                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |     96525 | OU      | $1015700.33   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VOYA FINANCIAL INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    126108 | OU      | $8827560.00   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GLOBAL PAYMENTS INC                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     45370 | OU      | $3627331.50   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SOCIETE GENERALE SA                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |    104698 | OU      | $6682716.83   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HAREL INSURANCE INVESTMENTS   FINA                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IL        |     74424 | OU      | $2243567.78   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HYAKUGO BANK LTD                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     39500 | OU      | $-195370.97   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SENSHU IKEDA HOLDINGS INC                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |    298600 | OU      | $-1270992.69  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | STANTEC INC                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |     53718 | OU      | $5871917.06   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | J AND J SNACK FOODS CORP                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    119105 | OU      | $-13445763.45 | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | C C GROUP PLC                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |    415518 | OU      | $-972391.68   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NEUROCRINE BIOSCIENCES INC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     40147 | OU      | $5148049.81   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | OLLIES BARGAIN OUTLET HOLDINGS INC                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      8515 | OU      | $-1163404.45  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NIPPON PILLAR PACKING LTD                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      3200 | OU      | $-81960.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | OLD DOMINION FREIGHT LINE INC                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      7474 | OU      | $1115494.50   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TREX INC                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    158460 | OU      | $-10179470.40 | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FREEE KK                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |    240600 | OU      | $-6466949.50  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FERRARI NV                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     39136 | OU      | $17352511.04  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ELKEM                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NO        |     34236 | OU      | $-79546.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RAYONIER REIT INC                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    239637 | OU      | $-5585938.47  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ALASKA AIR GROUP INC                                    | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    270113 | OU      | $14305184.48  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WHITECAP RESOURCES INC                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |   2334015 | OU      | $-17619657.12 | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KONICA MINOLTA INC                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    104200 | OU      | $338763.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WILMAR INTERNATIONAL LTD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SG        |   1657600 | OU      | $-3751739.63  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GE AEROSPACE                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     16794 | OU      | $-4552517.52  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NESTLE SA                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CH        |    338768 | OU      | $-29600553.12 | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                     | CUSIP: 91282CKB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2900000 | PA      | $2904599.23   | 0.05%             | 2026-02-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EQUINOX GOLD CORP                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    369854 | OU      | $-2252863.57  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | XPEL INC                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     21847 | OU      | $-714178.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PEMBINA PIPELINE CORP                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CA        |    109397 | OU      | $4066069.21   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | QINETIQ GROUP PLC                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |    341715 | OU      | $-2240315.64  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BANCO COMERCIAL PORTUGUES SA                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | PT        |   7482219 | OU      | $-6143982.02  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TRIPLE FLAG PRECIOUS METALS CORP                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    157695 | OU      | $3598669.10   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FINANCIAL INSTITUTIONS INC                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     11677 | OU      | $-297646.73   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HULIC LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    696500 | OU      | $6643009.66   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RORZE CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   1254300 | OU      | $-16866006.90 | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ENSIGN GROUP INC                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     14152 | OU      | $-2122800.00  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GEORGE WESTON LTD                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |     45598 | OU      | $8664475.62   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ARISTOCRAT LEISURE LTD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |    814315 | OU      | $36462481.60  | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TAIKISHA LTD                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     64100 | OU      | $1148441.69   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CTO REALTY GROWTH INC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     41439 | OU      | $-684157.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | K O ENERGY GROUP INC                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |      7300 | OU      | $139631.96    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CK ASSET HOLDINGS LTD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      5500 | OU      | $-25202.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CHEESECAKE FACTORY INC                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      2171 | OU      | $138748.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ADVANCED ENERGY INDUSTRIES INC                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     12985 | OU      | $-1803876.20  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | REA GROUP LTD                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     66563 | OU      | $10139604.42  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MARKS AND SPENCER GROUP PLC                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |   1799906 | OU      | $-8266228.10  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WESTPAC BANKING CORPORATION CORP                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |    461414 | OU      | $-9961987.08  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | XERO LTD                                                | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |    308620 | OU      | $35540850.74  | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TETRA TECH INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     35563 | OU      | $-1306584.62  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | VESTAS WIND SYSTEMS                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | DK        |    348823 | OU      | $6368841.61   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TECHTRONIC INDUSTRIES LTD                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | HK        |    314000 | OU      | $3754701.60   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ZSCALER INC                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      1570 | OU      | $448329.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KONINKLIJKE PHILIPS NV                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NL        |    102060 | OU      | $-2665330.66  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TOYO TANSO LTD                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     39500 | OU      | $-1267985.12  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ASSOCIATED BANCORP                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     32903 | OU      | $814020.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WH GROUP LTD                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | HK        |   7459500 | OU      | $7467988.63   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PROGRESS SOFTWARE CORP                                  | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     94136 | OU      | $4526058.88   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MILLER INDUSTRIES INC                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      4396 | OU      | $179137.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DOWNER EDI LTD                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |     24373 | OU      | $107475.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | GREAT SOUTHERN BANCORP INC                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      2739 | OU      | $155958.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | XERO LTD                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |    100694 | OU      | $11595977.01  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FRASERS CENTREPOINT UNITS TRUST                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SG        |   1002010 | OU      | $1708728.80   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN STEEL WORKS LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    316300 | OU      | $-19508613.09 | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FASTENAL                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     99617 | OU      | $-4595332.21  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | RENEW HOLDINGS PLC                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |     78381 | OU      | $-875273.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NATIONAL AUSTRALIA BANK LTD                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |    292555 | OU      | $-7260233.17  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STADLER RAIL AG                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |     24986 | OU      | $660296.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MOTA-ENGIL SGPS SA                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | PT        |    510566 | OU      | $2608853.70   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INVISIO                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |     44745 | OU      | $1449785.91   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PACKAGING CORP OF AMERICA                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     55006 | OU      | $10657412.50  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DAIMLER TRUCK HOLDING E AG                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |     62803 | OU      | $-3055068.15  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MASTEC INC                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    156648 | OU      | $29639368.08  | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CLOROX                                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      3505 | OU      | $-440087.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HELVETIA HOLDING AG                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |       803 | OU      | $193106.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NOKIAN RENKAAT                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FI        |     31357 | OU      | $281514.20    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PHINIA INC                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     31722 | OU      | $-1608305.40  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HENDERSON LAND DEVELOPMENT LTD                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |    464000 | OU      | $1623663.67   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | APPLIED DIGITAL CORP                                    | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    140384 | OU      | $-1844645.76  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AIRBUS GROUP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |     22925 | OU      | $-4609187.26  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HENRY SCHEIN INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    273102 | OU      | $18475350.30  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TBS HOLDINGS INC                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     14900 | OU      | $-490122.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UNIPOL GRUPPO FINANZIARIO                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |     89586 | OU      | $1796889.23   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HANWA LTD                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     43400 | OU      | $1748344.36   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RENAULT SA                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |    230199 | OU      | $-8517541.90  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | APPLIED OPTOELECTRONICS INC                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       404 | OU      | $-9239.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHO-BOND HOLDINGS LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     80800 | OU      | $2579937.48   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MORGAN SINDALL GROUP PLC                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     26328 | OU      | $1597297.89   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INSIGNIA FINANCIAL LTD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    289026 | OU      | $-832620.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CK ASSET HOLDINGS LTD                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | HK        |    441500 | OU      | $-2023040.57  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MODINE MANUFACTURING                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     42003 | OU      | $-5651923.68  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PLUS ALPHA CONSULTING LTD                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     30800 | OU      | $-463275.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ADEIA INC                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     84801 | OU      | $-1098172.95  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | YOKOGAWA ELECTRIC CORP                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     46000 | OU      | $-1226087.65  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BIG SHOPPING CENTERS  LTD                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IL        |       812 | OU      | $-154660.32   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TREASURY WINE ESTATES LTD                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |    195031 | OU      | $-943097.14   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GOODMAN GROUP UNITS                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |   1315204 | OU      | $-29405945.16 | -0.49%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LIXIL CORP                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    464500 | OU      | $-5381287.36  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IVANHOE MINES LTD CLASS A                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |     78267 | OU      | $-610613.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD EUR                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $1638045.25   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL               | TRSWAP: UKDZ5 FUTURE 18-DEC-2025                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |   1079649 | OU      | $-23605.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | STANDARD MOTOR PRODUCTS INC                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    163282 | OU      | $4957241.52   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KROSAKI HARIMA CORP                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      2500 | OU      | $-57255.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KAWASAKI HEAVY INDUSTRIES LTD                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     59800 | OU      | $-4367375.40  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                              | SPI 200 FUTURES SEP25                                   | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |        64 | NC      | $92985.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                              | ARRAY TECHNOLOGIES INC                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |   1377212 | OU      | $-8951878.00  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | UNITED OVERSEAS BANK LTD                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SG        |      6600 | OU      | $-183366.07   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NEXGEN ENERGY LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |    305929 | OU      | $-2053362.95  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SYSTENA CORP                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |    201100 | OU      | $532709.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SIRIUS REAL ESTATE LIMITED LTD                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |   5678089 | OU      | $-7806216.63  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | AMPRIUS TECHNOLOGIES INC                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    138820 | OU      | $-962022.60   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD GBP                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $11277.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RYOHIN KEIKAKU LTD                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      7800 | OU      | $-365178.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DAIICHI SANKYO LTD                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     49400 | OU      | $-1211876.84  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SOFI TECHNOLOGIES INC                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    193397 | OU      | $-4366904.26  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MIDDLESEX WATER                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     22670 | OU      | $-1169772.00  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CATERPILLAR INC                                         | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      9726 | OU      | $-4260182.52  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CGI INC                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |    150133 | OU      | $14473705.36  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NHK SPRING LTD                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     34700 | OU      | $-390709.86   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TELEFONICA SA                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | ES        |   7656115 | OU      | $39511622.58  | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GLOBALSTAR VOTING INC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    285925 | OU      | $-6716378.25  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED CHF / SOLD EUR                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |         1 | NC      | $22469.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FUJI SEAL INTERNATIONAL INC                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     55600 | OU      | $-1021466.78  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | KLA CORP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      8407 | OU      | $-7390005.21  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | EGUARANTEE INC                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    139100 | OU      | $-1377070.63  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VICAT SA                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |     54352 | OU      | $-3520038.60  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TEVA PHARMACEUTICAL INDUSTRIES ADR                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     43174 | OU      | $-667038.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PEXA GROUP LTD                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |     21111 | OU      | $-214373.59   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ENCE ENERGIA Y CELULOSA SA                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | ES        |    275103 | OU      | $-865705.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TOSOH CORP                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     22600 | OU      | $340230.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AEON REIT INVESTMENT REIT CORP                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      7210 | OU      | $-6146993.24  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | UNION TOOL                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |     12000 | OU      | $-501158.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | JFROG LTD                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     21353 | OU      | $-926933.73   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SILEX SYSTEMS LTD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AU        |       280 | OU      | $-753.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MARKETAXESS HOLDINGS INC                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     16045 | OU      | $3297247.50   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TERNA RETE ELETTRICA NAZIONALE                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IT        |   2320298 | OU      | $-22451075.83 | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NIKON CORP                                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    177500 | OU      | $-1723825.66  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ORKLA                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NO        |    232567 | OU      | $-2445680.89  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NIPPON EXPRESS HOLDINGS INC                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     77700 | OU      | $1706831.14   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HACKETT GROUP INC                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     19324 | OU      | $451988.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GEO GROUP INC                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     78089 | OU      | $2024066.88   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DR ING HC F PORSCHE PRF AG                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | DE        |    204168 | OU      | $-10352636.90 | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EMBRACER GROUP CLASS B                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |    180142 | OU      | $1863495.78   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DIAGEO PLC                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |    446523 | OU      | $-10822621.43 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AIRTEL AFRICA PLC                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |   6534442 | OU      | $17590515.27  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BRITISH AMERICAN TOBACCO                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    259039 | OU      | $-13878616.96 | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SEADRILL LTD                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    256694 | OU      | $7485197.04   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | INTERNATIONAL PAPER                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    660865 | OU      | $-30888830.10 | -0.52%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | VISTRY GROUP PLC                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    260522 | OU      | $-1996647.90  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | HEWLETT PACKARD ENTERPRISE                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    768049 | OU      | $-15890933.81 | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | EXPEDIA GROUP INC                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     78303 | OU      | $14111766.66  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | APPLIED OPTOELECTRONICS INC                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    149318 | OU      | $-3414902.66  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FAGRON NV                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | BE        |     34770 | OU      | $859753.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KULICKE AND SOFFA INDUSTRIES INC                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     66696 | OU      | $-2184960.96  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | VIMIAN GROUP                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SE        |    133402 | OU      | $-452479.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GALENICA AG                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | CH        |    108829 | OU      | $-11549980.57 | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KAO CORP                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     20300 | OU      | $913427.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHOALS TECHNOLOGIES GROUP INC CLAS                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    503166 | OU      | $-2712064.74  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SMARTSTOP SELF STORAGE REIT INC                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     16573 | OU      | $561493.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VERADIGM INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     53524 | OU      | $262267.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VERISIGN INC                                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     36066 | OU      | $9697065.42   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HELIX ENERGY SOLUTIONS GROUP INC                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    216530 | OU      | $1284022.90   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TORAY INDUSTRIES INC                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     73600 | OU      | $-503413.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CAL MAINE FOODS INC                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     69088 | OU      | $7678440.32   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AFRY CLASS B                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |    323253 | OU      | $-5003493.55  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ASP ISOTOPES INC                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    143601 | OU      | $-1302461.07  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SECURITAS B                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |    496457 | OU      | $7368084.36   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RESONAC HOLDINGS                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     41500 | OU      | $-997997.57   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INTESA SANPAOLO                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |   4920716 | OU      | $29648589.89  | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VERIZON COMMUNICATIONS INC                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    375089 | OU      | $16038805.64  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CUMMINS INC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     15778 | OU      | $-5800308.36  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ROHTO PHARMACEUTICAL LTD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    157100 | OU      | $2242458.47   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CRANSWICK PLC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    142753 | OU      | $9997424.49   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LULULEMON ATHLETICA INC                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     16049 | OU      | $3218305.97   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SANDOZ GROUP AG                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |    663402 | OU      | $-37939224.08 | -0.64%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HILTON WORLDWIDE HOLDINGS INC                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     68417 | OU      | $-18341229.36 | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KYORITSU MAINTENANCE LTD                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     74000 | OU      | $1781638.61   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ROGERS SUGAR INC                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |     21712 | OU      | $-88377.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HIGHPEAK ENERGY INC                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      5280 | OU      | $-52641.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NTT DATA GROUP CORP                                     | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    779300 | OU      | $-20322560.35 | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HOKUHOKU FINANCIAL GROUP INC                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     55400 | OU      | $1170182.69   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | V2X INC                                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     14917 | OU      | $706767.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CREDITO EMILIANO                                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | IT        |     50106 | OU      | $759531.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | JUMBO INTERACTIVE LTD                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |    138404 | OU      | $930873.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CTS EVENTIM AG                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |     39705 | OU      | $-4483662.04  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Jiangsu Hengrui Pharmaceuticals Co Ltd           | Jiangsu Hengrui Pharmaceuticals Co Ltd                  | CUSIP: 000000000<br>LEI: 2549003BT1XS3SE3E448 | Long             | EC               | CORP              | CN        |    655600 | NS      | $6585230.57   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | ZEALAND PHARMA                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DK        |     14480 | OU      | $749163.91    | 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      | $38293.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PATRICK INDUSTRIES INC                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     27783 | OU      | $-2701618.92  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LYNAS RARE EARTHS LTD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |    603632 | OU      | $4056045.48   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TRONOX HOLDINGS PLC                                     | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    214065 | OU      | $682867.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DEUTSCHE LUFTHANSA AG                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |    184886 | OU      | $-1585366.26  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NVR INC                                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      1019 | OU      | $7692930.31   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WORKDAY INC CLASS A                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     65281 | OU      | $14974155.78  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SEVERN TRENT PLC                                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |     19979 | OU      | $-700609.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EXAIL TECHNOLOGIES SA                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |     11957 | OU      | $1615851.05   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TECHNIPFMC PLC                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    935548 | OU      | $34025880.76  | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CLEVELAND CLIFFS INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |   1820596 | OU      | $19152669.92  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LOTUS BAKERIES NV                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | BE        |       194 | OU      | $-1640156.29  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MONCLER                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IT        |      5131 | OU      | $-273649.46   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ENAGAS SA                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | ES        |   1933630 | OU      | $28960917.06  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DAIMLER TRUCK HOLDING E AG                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | DE        |     57601 | OU      | $-2802015.51  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HERBALIFE NUTRITION LTD                                 | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    149261 | OU      | $-1373201.20  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SIMILARWEB LTD                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    106469 | OU      | $-890080.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHIN NIPPON BIOMEDICAL LABORATORIE                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    550100 | OU      | $-5064647.79  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INDUSTRIAL   INFRASTRUCTURE FUND I                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       190 | OU      | $-155462.68   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | JDE PEETS NV                                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | NL        |     15024 | OU      | $-445537.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PARK24 LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    345800 | OU      | $-4366899.47  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | OBAYASHI CORP                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    114900 | OU      | $1691932.04   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WESTPAC BANKING CORPORATION CORP                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    518925 | OU      | $-11203656.90 | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ZALANDO                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |    419933 | OU      | $-12244425.67 | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DTE ENERGY                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     39216 | OU      | $-5427886.56  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DOUBLEVERIFY HOLDINGS INC                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    960682 | OU      | $14717648.24  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LEGGETT   PLATT INC                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    619165 | OU      | $5913025.75   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PIAGGIO   C                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IT        |    278443 | OU      | $-601077.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FEDERATED HERMES INC CLASS B                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    218756 | OU      | $10843734.92  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FLOOR DECOR HOLDINGS INC CLASS A                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     32981 | OU      | $2527663.84   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SHIMIZU CORP                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |    648300 | OU      | $7181841.95   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CALERES INC                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    457441 | OU      | $-6280664.93  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GUARDANT HEALTH INC                                     | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    163134 | OU      | $6685231.32   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WILLDAN GROUP INC                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     75187 | OU      | $6413451.10   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EXPERIAN PLC                                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |     63177 | OU      | $3328842.10   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TRICO BANCSHARES                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     59139 | OU      | $2431795.68   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OCEANEERING INTERNATIONAL INC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    114196 | OU      | $2478053.20   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HORACE MANN EDUCATORS CORP                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     39208 | OU      | $-1667516.24  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TRI CHEMICAL LABORATORIES INC                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     49200 | OU      | $-1117609.48  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                          | Procter & Gamble Co/The                                 | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     74000 | NS      | $11134780.00  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | TANGER INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     45260 | OU      | $1358705.20   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | IDEX CORP                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      1032 | OU      | $168742.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GUESS INC                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    131901 | OU      | $-1714713.00  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SABLE OFFSHORE CORP CLASS A                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    163875 | OU      | $-5026046.25  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | THG PLC                                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |   3772814 | OU      | $1504181.90   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CANADIAN APARTMENT PROPERTIES REAL                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     23926 | OU      | $-764091.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ORCHID ISLAND CAPITAL INC                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    494578 | OU      | $-3442262.88  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SOFTWAREONE HOLDING LTD                                 | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | CH        |    100337 | OU      | $-818892.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CAMECO CORP                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     28594 | OU      | $-2146820.02  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RIO TINTO LTD                                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |     16331 | OU      | $-1161426.73  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LASALLE LOGIPORT REIT                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      3853 | OU      | $-3667242.10  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | HEXAGON CLASS B                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | SE        |    546135 | OU      | $6000974.39   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN REAL ESTATE INVESTMENT TRUST                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     25091 | OU      | $-20351434.44 | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SALESFORCE INC                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    109020 | OU      | $28163136.60  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BRINKER INTERNATIONAL INC                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     46901 | OU      | $7391597.60   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FERROVIAL                                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | ES        |     69758 | OU      | $-3575998.36  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SAMPO CLASS A                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | XX        |     16169 | OU      | $173552.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DELONGHI                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IT        |     24363 | OU      | $799069.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BOK FINANCIAL CORP                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      6909 | OU      | $701470.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EVEREST GROUP LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     35209 | OU      | $-11823182.20 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NISHIMATSUYA CHAIN LTD                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     44600 | OU      | $-657043.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN EXCHANGE GROUP INC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    569700 | OU      | $5567323.28   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NIPPON BUILDING FUND REIT INC                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |       783 | OU      | $-718267.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BANCA MEDIOLANUM                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |    120196 | OU      | $2120110.88   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | COFINIMMO REIT SA                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | BE        |     51600 | OU      | $-4479001.67  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INVESCO LTD                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     52512 | OU      | $1103277.12   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SANTOS LTD                                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |     79446 | OU      | $399763.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | UNITED ARROWS LTD                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |     95600 | OU      | $1387383.50   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | VIDRALA SA                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | ES        |     28796 | OU      | $-3099789.63  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ESQUIRE FINANCIAL HOLDINGS INC                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      4313 | OU      | $-413530.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SCANDINAVIAN TOBACCO GROUP                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DK        |    137908 | OU      | $-1806935.84  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | QUEBECOR INC CLASS B                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |     33070 | OU      | $-930332.42   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | COMPAGNIE DE SAINT GOBAIN SA                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |    109963 | OU      | $-12614636.35 | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIDEC CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    156100 | OU      | $-2994977.91  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FLUENCE ENERGY INC CLASS A                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    263964 | OU      | $-2143387.68  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMBARELLA INC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    209856 | OU      | $13869383.04  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NOMURA LTD                                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    399300 | OU      | $2429356.50   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BANCO COMERCIAL PORTUGUES SA                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | PT        |    316889 | OU      | $-260211.62   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EQUITY RESIDENTIAL REIT                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    197893 | OU      | $-12506837.60 | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TERNA RETE ELETTRICA NAZIONALE                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IT        |   1099854 | OU      | $-10642126.81 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TKH GROUP NV                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | NL        |    138541 | OU      | $-5698638.41  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AMERICAN COASTAL INSURANCE CORP                         | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      7261 | OU      | $-75587.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | AEDAS HOMES SA                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | XX        |    190902 | OU      | $4593825.57   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | KINDER MORGAN INC                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     13811 | OU      | $387536.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | B AND G FOODS INC                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     70610 | OU      | $-289501.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MERCURY GENERAL CORP                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      3716 | OU      | $-257333.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | YASKAWA ELECTRIC CORP                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    439100 | OU      | $9184120.75   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BOEING                                                  | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    169423 | OU      | $-37584798.32 | -0.63%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AFFIRM HOLDINGS INC CLASS A                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     42461 | OU      | $-2911126.16  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CHEMOMETEC                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DK        |      5016 | OU      | $-387140.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | VISTRY GROUP PLC                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    597090 | OU      | $-4576114.48  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NOVANTA INC                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     46594 | OU      | $-5731993.88  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | COGECO COMMUNICATIONS SUBORDINATE                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     48783 | OU      | $-2196572.87  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TRINITY INDUSTRIES INC                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      8466 | OU      | $197257.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AERCAP HOLDINGS NV                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      5593 | OU      | $599849.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BHP GROUP LTD                                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |    102985 | OU      | $-2600908.18  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD SGD                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $13951.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HULIC LTD                                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    186400 | OU      | $1777827.71   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CRANEWARE PLC                                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |     24418 | OU      | $722124.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | UNION TOOL                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     18400 | OU      | $-768442.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CREDIT AGRICOLE SA                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |   1161027 | OU      | $21368136.50  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DAI-ICHI LIFE HOLDINGS INC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    685500 | OU      | $5423801.10   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| AliphCom, Series 8                               | AliphCom, Series 8                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    823530 | NS      | $8.24         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UBS AG                                           | VESTAS WIND SYSTEMS                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DK        |     26684 | OU      | $487198.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FINNING INTERNATIONAL INC                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |      5923 | OU      | $258105.33    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ALFRESA HOLDINGS CORP                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |    106800 | OU      | $1550308.03   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN TOBACCO INC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    773600 | OU      | $22093720.88  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MITSUI LTD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |    385600 | OU      | $7849520.10   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MCDONALDS HOLDINGS (JAPAN) LTD                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    784800 | OU      | $31339615.95  | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ORORA LTD                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |     86784 | OU      | $-115181.07   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SERVICETITAN INC CLASS A                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      3282 | OU      | $-383042.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ESTABLISHMENT LABS INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     94150 | OU      | $-3950063.25  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | PPL CORP                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     12732 | OU      | $-454405.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SG HOLDINGS LTD                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     68100 | OU      | $-755529.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EOS ENERGY ENTERPRISES INC CLASS A                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     36176 | OU      | $-206203.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CLAS OHLSON                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | SE        |      4864 | OU      | $-169240.56   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SPECTRUM BRANDS HOLDINGS INC                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     18594 | OU      | $994964.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TRI CHEMICAL LABORATORIES INC                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     18000 | OU      | $-408881.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FIRSTSERVICE SUBORDINATE VOTING CO                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |     24545 | OU      | $4838142.61   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALIGNMENT HEALTHCARE INC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |   1645460 | OU      | $22674438.80  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EXPONENT INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     46466 | OU      | $3204295.36   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ASICS CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    109200 | OU      | $-2567214.14  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | GREAT LAKES DREDGE AND DOCK CORP                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     37251 | OU      | $412741.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ALEXANDRIA REAL ESTATE EQUITIES RE                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      3629 | OU      | $-277364.47   | -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        |    244325 | OU      | $14087779.50  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ZIFF DAVIS INC                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      4266 | OU      | $-132757.92   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BURKHALTER HOLDING AG                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CH        |       776 | OU      | $139547.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RUSSEL METALS INC                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |    170449 | OU      | $5459386.99   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ZOETIS INC CLASS A                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     10028 | OU      | $1461982.12   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ULVAC INC                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    983500 | OU      | $36125870.66  | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TERRENO REALTY REIT CORP                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    176094 | OU      | $-9771456.06  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SUMITOMO ELECTRIC INDUSTRIES LTD                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     12800 | OU      | $-317627.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SKF B                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |     62985 | OU      | $1467074.22   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NFI GROUP INC                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    132668 | OU      | $-1828780.89  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ESCO TECHNOLOGIES INC                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     39707 | OU      | $-7691245.90  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MONGODB INC CLASS A                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     97130 | OU      | $-23106255.70 | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IYOGIN HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    195000 | OU      | $-2265983.11  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                   | TRSWAP: MNDZ5 FUTURE 31-MAR-2026                        | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DE               |  | FR        | 133285000 | OU      | $133680.37    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KEWPIE CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    605700 | OU      | $16552520.96  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ASM INTERNATIONAL NV                                    | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | XX        |      3059 | OU      | $-1480730.23  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GUIDEWIRE SOFTWARE INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     57516 | OU      | $13011269.52  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ARB CORPORATION LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     17271 | OU      | $370372.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PIPER SANDLER COMPANIES                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     10890 | OU      | $3433834.80   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CANADIAN IMPERIAL BANK OF COMMERCE                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    280587 | OU      | $-20053789.41 | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OSCAR HEALTH INC CLASS A                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     91415 | OU      | $-1284380.75  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FAIRFAX FINANCIAL HOLDINGS SUB VOT                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      1167 | OU      | $-2064114.41  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SIGMA HEALTHCARE LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |   1354264 | OU      | $-2501482.02  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UPWORK INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    453846 | OU      | $5427998.16   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VISTRY GROUP PLC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |     40690 | OU      | $-311849.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HANG SENG BANK LTD                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | HK        |    190500 | OU      | $-2774955.67  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NUTEX HEALTH INC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2826 | OU      | $-239673.06   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GERMAN AMERICAN BANCORP INC                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     27594 | OU      | $-1060161.48  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ALPHATEC HOLDNGS INC                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     17645 | OU      | $186684.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOPPAN HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    136500 | OU      | $-3678432.73  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PRIMORIS SERVICES CORP                                  | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    129402 | OU      | $12185786.34  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EURAZEO                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |     66162 | OU      | $-3882371.04  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CHURCHILL DOWNS INC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2490 | OU      | $-266529.60   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MOTA-ENGIL SGPS SA                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | PT        |    486908 | OU      | $2487967.74   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SIEMENS ENERGY N AG                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |     97326 | OU      | $11268274.07  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CTS CORP                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      4727 | OU      | $185251.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | IGG INC                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | HK        |    806000 | OU      | $422119.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ENOVIX CORP                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     12489 | OU      | $-167352.60   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TECK RESOURCES SUBORDINATE VOTING                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |    479536 | OU      | $15549619.28  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GPT GROUP STAPLED UNITS                                 | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |    374238 | OU      | $-1219120.29  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | G MINING VENTURES CORP                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |     62728 | OU      | $-735206.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | STANTEC INC                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CA        |     20842 | OU      | $2278239.98   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NINTENDO LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    182700 | OU      | $-15269861.63 | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BLACKBERRY LTD                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |   1025300 | OU      | $-3773838.05  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PIOLAX INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     35400 | OU      | $-410320.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | VODAFONE GROUP PLC                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |   7987515 | OU      | $8660037.47   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | URANIUM ENERGY CORP                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |   1353013 | OU      | $-11730622.71 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ABERCROMBIE AND FITCH CLASS A                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    149234 | OU      | $14329448.68  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SAN-A LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    125000 | OU      | $2490605.34   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | AGCO CORP                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    113152 | OU      | $-13348541.44 | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BANK OF GEORGIA GROUP PLC                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |     47289 | OU      | $4740921.55   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KOKUSAI ELECTRIC CORP                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      7300 | OU      | $-161120.55   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CENTURIA INDUSTR UNITS                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    426263 | OU      | $-867547.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SALMAR                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NO        |     57499 | OU      | $2335843.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WETHERSPOON(J.D.) PLC                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |    121340 | OU      | $1202639.21   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DRAX GROUP PLC                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |    809568 | OU      | $-7560994.10  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | VISTEON CORP                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     71453 | OU      | $7942000.95   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NOVOCURE LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    176571 | OU      | $2042926.47   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PANASONIC HOLDINGS CORP                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |   1222300 | OU      | $11562124.83  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CERIBELL INC                                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     58289 | OU      | $-839361.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | JOBY AVIATION INC CLASS A                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    235796 | OU      | $3928361.36   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TEL AVIV STOCK EXCHANGE LTD                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IL        |    147047 | OU      | $2775969.49   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SUN HUNG KAI PROPERTIES LTD                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | HK        |    344000 | OU      | $4085848.21   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NITERRA LTD                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     90800 | OU      | $-3130210.93  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ASCENDIS PHARMA ADR REPRESENTING                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     18162 | OU      | $3151107.00   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AWA BANK LTD                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      6600 | OU      | $-139910.88   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | IPG PHOTONICS CORP                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     54739 | OU      | $-4099403.71  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CIVITAS RESOURCES INC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    534021 | OU      | $16212877.56  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | VERTEX INC CLASS A                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    143189 | OU      | $-4749579.13  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LEGACY HOUSING CORP                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      1366 | OU      | $-30571.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AIRBUS GROUP                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | XX        |     90582 | OU      | $-18211969.50 | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VERTIV HOLDINGS CLASS A                                 | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     21333 | OU      | $-3106084.80  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AEVA TECHNOLOGIES INC                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    100548 | OU      | $-1874214.72  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                     | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $1085553.91   | 0.02%             | 2025-11-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOFTBANK GROUP CORP                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    226700 | OU      | $-17310570.19 | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SILEX SYSTEMS LTD                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |     88206 | OU      | $-237256.38   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MITSUBISHI CHEMICAL GROUP CORP                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    648900 | OU      | $3534410.29   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MCJ LTD                                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    229400 | OU      | $2132678.74   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BECHTLE AG                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |     83373 | OU      | $-3618708.14  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ROGERS SUGAR INC                                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | CA        |    121844 | OU      | $-495958.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | QUIDELORTHO CORP                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    189440 | OU      | $4360908.80   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Floating Rate Notes                       | CUSIP: 91282CKM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20300000 | PA      | $20315665.10  | 0.34%             | 2026-04-30      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SYMBOTIC INC CLASS A                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     82033 | OU      | $-4425680.35  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FLOWSERVE CORP                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     22840 | OU      | $1279953.60   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | JAPAN LOGISTICS FUND REIT INC                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      2158 | OU      | $-1339533.10  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UNITED STATES CELLULAR CORP                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    102655 | OU      | $-7486629.15  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | TRSWAP: UKDZ6 FUTURE 17-DEC-2026                        | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | GB        |   2821407 | OU      | $177364.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HITACHI LTD                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    208700 | OU      | $6386354.30   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | A2A                                                     | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | IT        |   1426428 | OU      | $3475849.47   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EMPIRE LTD CLASS A                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    113146 | OU      | $4505915.33   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LSI INDUSTRIES INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      3359 | OU      | $-61469.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | AMPHENOL CORP CLASS A                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    114191 | OU      | $-12162483.41 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ORIGIN ENERGY LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |   1080521 | OU      | $-8079931.71  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WEST AFRICAN RESOURCES LTD                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    446930 | OU      | $-669143.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FLETCHER BUILDING LTD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |       646 | OU      | $-1149.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HIKMA PHARMACEUTICALS PLC                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |    116604 | OU      | $-3013892.39  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NESTLE SA                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CH        |    131282 | OU      | $-11471035.68 | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | TRSWAP: SMU5 FUTURE 19-SEP-2025                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | DE        |   4898749 | OU      | $-67219.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HENNES   MAURITZ                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |      2548 | OU      | $-34325.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | LONZA GROUP AG                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CH        |     12818 | OU      | $-8933747.15  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SHOCHIKU LTD                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      1600 | OU      | $-135591.10   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | INABA DENKISANGYO LTD                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     25300 | OU      | $663479.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SIEMENS N AG                                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | DE        |       743 | OU      | $-189244.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CHALLENGER LTD                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |     53477 | OU      | $281054.20    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | GARMIN LTD                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     46501 | OU      | $10172558.76  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | AFLAC INC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      7528 | OU      | $747982.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MAPLEBEAR INC                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    113893 | OU      | $-5463447.21  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SOUTHSTATE CORP                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1306 | OU      | $-122986.02   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HYATT HOTELS CORP CLASS A                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     11350 | OU      | $-1600009.50  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD JPY                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $417159.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BOC HONG KONG HOLDINGS LTD                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | HK        |   2565000 | OU      | $-11517502.52 | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AMANO CORP                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     17000 | OU      | $474363.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BRUNSWICK CORP                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3636 | OU      | $211942.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FTAI AVIATION LTD                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      8738 | OU      | $-1202436.18  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALLIED PROPERTIES REAL ESTATE INVT                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     30734 | OU      | $-383731.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | GN STORE NORD                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | DK        |    942377 | OU      | $13500060.74  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | JD SPORTS FASHION PLC                                   | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |   1231878 | OU      | $-1382766.19  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | V2X INC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     95496 | OU      | $4524600.48   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WEST FRASER TIMBER LTD                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |     11495 | OU      | $-796918.09   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MKS INSTRUMENTS INC                                     | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     38184 | OU      | $3634353.12   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MASTERBRAND INC                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    678419 | OU      | $-7482961.57  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | US PHYSICAL THERAPY INC                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     16983 | OU      | $-1242306.45  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | KUREHA CORP                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    104400 | OU      | $2380866.19   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ATRICURE INC                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    155733 | OU      | $5466228.30   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ASSA ABLOY B                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |      6133 | OU      | $202942.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BROOKFIELD INFRASTRUCTURE CORP CLA                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    624823 | OU      | $24391365.52  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SHIGA BANK LTD                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     14500 | OU      | $-582324.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FUKUYAMA TRANSPORTING LTD                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     15400 | OU      | $-366657.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BARRICK MINING CORP                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    210658 | OU      | $-4446987.95  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | UBER TECHNOLOGIES INC                                   | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     99389 | OU      | $8721384.75   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | LIVANOVA PLC                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    303334 | OU      | $12797661.46  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHIGA BANK LTD                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    124400 | OU      | $-4995944.43  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WINTRUST FINANCIAL CORP                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      1979 | OU      | $-253272.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LINK REAL ESTATE INVESTMENT TRUST                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | HK        |    266300 | OU      | $1483758.20   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | AGILYSYS INC                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     24869 | OU      | $-2837055.52  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BAE SYSTEMS PLC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    761965 | OU      | $18180954.25  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ING GROEP NV                                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | NL        |      8207 | OU      | $-191267.64   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EXLSERVICE HOLDINGS INC                                 | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     37239 | OU      | $1617289.77   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RYOHIN KEIKAKU LTD                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    163200 | OU      | $-7640660.10  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SANDISK CORP W/I                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    182591 | OU      | $-7836805.72  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | AMER SPORTS INC                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     67635 | OU      | $2539017.90   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MAPLETREE LOGISTICS TRUST UNITS                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SG        |    228900 | OU      | $-203552.82   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Australia Holdings Ltd                    | Virgin Australia Holdings Ltd                           | CUSIP: 000000000<br>LEI: 254900SNPW6V9967CJ18 | Long             | EC               | CORP              | AU        |   1414477 | NS      | $2863392.89   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                              | MOBILEYE GLOBAL INC CLASS A                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    127340 | OU      | $1813321.60   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MITSUBOSHI BELTING LTD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     30500 | OU      | $-726519.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DIAMONDROCK HOSPITALITY REIT                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    192912 | OU      | $-1489280.64  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IBOTTA INC CLASS A                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     65105 | OU      | $-2366566.75  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AUTOZONE INC                                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      1172 | OU      | $4416541.36   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ASR NEDERLAND NV                                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | NL        |     56221 | OU      | $3734418.64   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GETLINK                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |    325277 | OU      | $-5899193.66  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TORAY INDUSTRIES INC                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     14400 | OU      | $-98493.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DOLLAR TREE INC                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     52031 | OU      | $-5908120.05  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CHIBA KOGYO BANK LTD                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     21000 | OU      | $-207345.83   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | JAPAN LIFELINE LTD                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    120500 | OU      | $1151340.03   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FIRSTGROUP PLC                                          | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |    431437 | OU      | $1278580.02   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TOKYO METRO LTD                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     74400 | OU      | $-801685.29   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LEGRAND SA                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |    117148 | OU      | $-17303546.00 | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SHOPIFY SUBORDINATE VOTING INC CLA                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     22384 | OU      | $-2736127.37  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | TRSWAP: DEDZ6 FUTURE 18-DEC-2026                        | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | DE        |   1215068 | OU      | $26900.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ASICS CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     82600 | OU      | $-1941867.11  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RENAULT SA                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FR        |     14900 | OU      | $-551311.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AVON TECHNOLOGIES PLC                                   | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |     74323 | OU      | $2075970.97   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VENTURE CORPORATION LTD                                 | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | SG        |    119900 | OU      | $-1189316.21  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VEEVA SYSTEMS INC CLASS A                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     19579 | OU      | $5564351.80   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HONDA MOTOR LTD                                         | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |   2180200 | OU      | $-22571398.94 | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BURLINGTON STORES INC                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     91336 | OU      | $-24931074.56 | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DIGITAL ARTS INC                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     17300 | OU      | $-914571.58   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | OPEN HOUSE GROUP LTD                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    117300 | OU      | $-5187055.00  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HELIOS TECHNOLOGIES INC                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |    103573 | OU      | $-3800093.37  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DIAMONDBACK ENERGY INC                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     29105 | OU      | $-4326749.30  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | EDION CORP                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     20900 | OU      | $277904.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DEUTSCHE TELEKOM N AG                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |    246035 | OU      | $8824266.13   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BKW N AG                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CH        |      2252 | OU      | $-502809.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FISHER AND PAYKEL HEALTHCARE CORPO                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | NZ        |     59960 | OU      | $-1299865.39  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TREEHOUSE FOODS INC                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     53408 | OU      | $-1026501.76  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IWATANI CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    391800 | OU      | $-4121102.70  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RANGE RESOURCES CORP                                    | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      6302 | OU      | $-231409.44   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | VITAL FARMS INC                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    100631 | OU      | $-3743473.20  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | REVOLVE GROUP CLASS A INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    317652 | OU      | $6591279.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ENERFLEX LTD                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CA        |    390243 | OU      | $3112142.86   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CARNIVAL PLC                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |     82947 | OU      | $2257066.78   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TSUGAMI CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     87700 | OU      | $1207826.20   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BACHEM HOLDING AG                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CH        |     50489 | OU      | $-4253523.36  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHIMIZU CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    590400 | OU      | $6540428.03   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SQUARE ENIX HLDG LTD                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       800 | OU      | $-54084.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ATLAS COPCO CLASS B                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |     11097 | OU      | $150177.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NIPPON YAKIN KOGYO LTD                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     31700 | OU      | $-876013.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WACOAL HOLDINGS CORP                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    265300 | OU      | $-9588168.67  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HALEON PLC                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |    615208 | OU      | $-2885736.58  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MASTERCARD INC CLASS A                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      3889 | OU      | $-2203001.83  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PENTA-OCEAN CONSTRUCTION LTD                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    129000 | OU      | $-834808.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | FRESH DEL MONTE PRODUCE INC                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     53772 | OU      | $-2021289.48  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DANAHER CORP                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     27862 | OU      | $5493271.92   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HEIDRICK AND STRUGGLES INTERNATION                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     76967 | OU      | $3427340.51   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BAKER HUGHES CLASS A                                    | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    110047 | OU      | $-4957617.35  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KELLY SERVICES INC CLASS A                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    412526 | OU      | $5053443.50   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | UNIVERSAL ENTERTAINMENT CORP                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |    512500 | OU      | $3423260.44   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | OSAKA STEEL LTD                                         | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     11600 | OU      | $-196344.60   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BRAMBLES LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    129142 | OU      | $-1975800.55  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SCHNEIDER ELECTRIC                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |     92621 | OU      | $-23969686.86 | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PBF ENERGY INC CLASS A                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |    214037 | OU      | $4837236.20   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | FIFTH THIRD BANCORP                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    110351 | OU      | $4587291.07   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NEXTERA ENERGY INC                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     87638 | OU      | $-6227556.28  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BROOKDALE SENIOR LIVING INC                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |    152254 | OU      | $1179968.50   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BIOMARIN PHARMACEUTICAL INC                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     39994 | OU      | $2313652.90   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DR ING HC F PORSCHE PRF AG                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | DE        |     58173 | OU      | $-2949747.00  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CHURCH AND DWIGHT INC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    165271 | OU      | $-15497461.67 | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | FACTSET RESEARCH SYSTEMS INC                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       743 | OU      | $-299354.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PEDIATRIX MEDICAL GROUP INC                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    381228 | OU      | $4670043.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ANZ GROUP HOLDINGS LTD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    554467 | OU      | $-10880581.56 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NITERRA LTD                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    115900 | OU      | $-3995500.52  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FIRST HORIZON CORP                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     75644 | OU      | $-1649795.64  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TRITAX BIG BOX REIT PLC                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |    328385 | OU      | $-610835.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OMEGA HEALTHCARE INVESTORS REIT IN                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    238342 | OU      | $-9271503.80  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | QUEBECOR INC CLASS B                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |     54366 | OU      | $-1529436.11  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ARISTOCRAT LEISURE LTD                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |     22201 | OU      | $994091.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | TRSWAP: UKDZ6 FUTURE 17-DEC-2026                        | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | GB        |   1054057 | OU      | $40457.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ASAHI INTECC LTD                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |    287300 | OU      | $4470985.31   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SYENSQO NV                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | BE        |     16869 | OU      | $-1336966.32  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VIAVI SOLUTIONS INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    390888 | OU      | $3928424.40   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN METROPOLITAN FUND INVESTMENT                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     39142 | OU      | $28468874.37  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SCSK CORP                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |      7600 | OU      | $-236473.25   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ECKERT   ZIEGLER                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |      6434 | OU      | $-489454.29   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TSUBAKIMOTO CHAIN                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    153900 | OU      | $2160113.49   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | OSAKA SODA LTD                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       600 | OU      | $-7306.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MARVELL TECHNOLOGY INC                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    174713 | OU      | $14041683.81  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EVONIK INDUSTRIES AG                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |    440985 | OU      | $8757108.05   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | KYORITSU MAINTENANCE LTD                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    844600 | OU      | $20334756.37  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BALOISE HOLDING AG                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CH        |     20827 | OU      | $-4991500.82  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MITSUBISHI UFJ FINANCIAL GROUP INC                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |    268600 | OU      | $3702051.65   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CHEVRON CORP                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      4683 | OU      | $-710130.12   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FURUKAWA ELECTRIC LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     21600 | OU      | $-1304676.70  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BJS RESTAURANTS INC                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |    108394 | OU      | $-3840399.42  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BRAVURA SOLUTIONS LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |   1368831 | OU      | $1878605.98   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SQUARE ENIX HLDG LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    108400 | OU      | $-7328507.41  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SG HOLDINGS LTD                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      9100 | OU      | $-100959.13   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | OBAYASHI CORP                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |    143100 | OU      | $2107184.29   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TRYG                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DK        |    248339 | OU      | $5990412.27   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ASMPT LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | HK        |    213200 | OU      | $1803610.97   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MS AD INSURANCE GROUP HOLDINGS INC                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     92500 | OU      | $1976360.91   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PRIVIA HEALTH GROUP INC                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    481920 | OU      | $9407078.40   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HEXATRONIC GROUP                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |     39157 | OU      | $-83168.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | THERAVANCE BIOPHARMA INC                                | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    215025 | OU      | $2399679.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED SGD / SOLD USD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |         1 | NC      | $-5129.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SONIC HEALTHCARE LTD                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |    171194 | OU      | $3023087.50   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KANDENKO LTD                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    206400 | OU      | $4889411.19   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RENAULT SA                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |    272912 | OU      | $-10097956.10 | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MEGMILK SNOW BRAND LTD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     13200 | OU      | $-249456.53   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | IONQ INC                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    129963 | OU      | $-5181624.81  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OTSUKA CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    424600 | OU      | $8044963.44   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AOZORA BANK LTD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    318200 | OU      | $-4668433.11  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ADVANTEST CORP                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      4300 | OU      | $285946.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | COMPAGNIE FINANCIERE RICHEMONT SA                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CH        |     15658 | OU      | $-2556578.42  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ITOCHU CORP                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    106900 | OU      | $-5607182.53  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ALTRI SGPS SA                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | PT        |      3448 | OU      | $-18764.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BOWHEAD SPECIALTY HOLDINGS INC                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      3094 | OU      | $100555.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INTERNATIONAL PETROLEUM CORP                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |      1013 | OU      | $16965.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NIFCO INC                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    113500 | OU      | $2769400.38   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HEIWA REAL ESTATE LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    436400 | OU      | $6389345.19   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797PD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   5200000 | PA      | $5096002.44   | 0.09%             | 2026-01-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL               | TRSWAP: UKDZ6 FUTURE 17-DEC-2026                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |   1250795 | OU      | $39224.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ENAGAS SA                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | ES        |   1612987 | OU      | $24158490.88  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KI-STAR REAL ESTATE LTD                                 | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     25800 | OU      | $825625.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MGE ENERGY INC                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     62600 | OU      | $-5317244.00  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SG HOLDINGS LTD                                         | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |      4200 | OU      | $-46596.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SG HOLDINGS LTD                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    460300 | OU      | $-5106756.87  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AEVA TECHNOLOGIES INC                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    121531 | OU      | $-2265337.84  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LIFE360 INC                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     18000 | OU      | $-1378620.00  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOSILA LOGISTICS REIT INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       287 | OU      | $-223203.82   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AVEPOINT INC CLASS A                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     94341 | OU      | $1800026.28   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PEAPACK GLADSTONE FINANCIAL CORP                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     32759 | OU      | $834699.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TSI HOLDINGS LTD                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |    643300 | OU      | $4499633.08   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IGG INC                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | HK        |   1060000 | OU      | $555144.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED EUR / SOLD USD                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $-346096.33   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MTR CORPORATION CORP LTD                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | HK        |   1639500 | OU      | $-5897721.76  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | 1ST SOURCE CORP                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     68277 | OU      | $4084330.14   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NEXTNAV INC                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     92179 | OU      | $-1363327.41  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ANRITSU CORP                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     18700 | OU      | $-201561.70   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CF INDUSTRIES HOLDINGS INC                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    214040 | OU      | $-19869333.20 | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FULTON FINANCIAL CORP                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    106037 | OU      | $-1903364.15  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CACI INTERNATIONAL INC CLASS A                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      8605 | OU      | $3963204.85   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | EUROFINS SCIENTIFIC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      5937 | OU      | $-454675.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PUIG BRANDS SA CLASS B                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | ES        |    188610 | OU      | $-3505275.19  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Slide Insurance Holdings Inc                     | Slide Insurance Holdings Inc                            | CUSIP: 831349105<br>LEI: 2549004LDWZTPC69SX47 | Long             | EC               | CORP              | US        |    260878 | NS      | $4904506.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                      | BANDWIDTH INC CFD                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     10873 | OU      | $151243.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | GESTAMP AUTOMOCION SA                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | ES        |   1989180 | OU      | $-7477335.14  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOHO TITANIUM LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     90400 | OU      | $-818656.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOPPAN HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     98900 | OU      | $-2665179.47  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | POSTNL NV                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |    264755 | OU      | $280121.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NGK INSULATORS LTD                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    709400 | OU      | $8981170.08   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | COMMVAULT SYSTEMS INC                                   | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      8805 | OU      | $1672509.75   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GXO LOGISTICS INC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       653 | OU      | $-32460.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ENDEAVOUR GROUP LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    326661 | OU      | $-855422.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SHENG SIONG GROUP LTD                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SG        |    681000 | OU      | $1099327.22   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BUNKA SHUTTER LTD                                       | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |      4300 | OU      | $-72781.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CHUGOKU MARINE PAINTS LTD                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     83700 | OU      | $-1719227.62  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LANDSTAR SYSTEM INC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     46205 | OU      | $6162360.85   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RALPH LAUREN CORP CLASS A                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     16566 | OU      | $4949092.50   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DATA 3 LTD                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |     74593 | OU      | $358894.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TRIUMPH FINANCIAL INC                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     75262 | OU      | $-4268860.64  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CLOUDFLARE INC CLASS A                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     82846 | OU      | $-17205457.28 | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | UNITED NATURAL FOODS INC                                | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    397468 | OU      | $10986015.52  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CONSENSUS CLOUD SOLUTIONS INC                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      8048 | OU      | $-162408.64   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | FERROVIAL                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | ES        |    285379 | OU      | $-14629359.16 | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MERIDIAN ENERGY LTD                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | NZ        |    569643 | OU      | $-1912786.77  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CREATE SD HOLDINGS LTD                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    173300 | OU      | $3951819.06   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | YAMADA HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    212200 | OU      | $-646726.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIPPON STEEL CORP                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    740700 | OU      | $-14264410.40 | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SEIKO EPSON CORP                                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    734400 | OU      | $9318290.77   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CASTELLUM                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | SE        |   1316772 | OU      | $-14989550.95 | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HOME BANCSHARES INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    767246 | OU      | $21605647.36  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | COMPASS INC CLASS A                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    488555 | OU      | $3879126.70   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FORVIA                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |     29868 | OU      | $379719.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | HARTFORD INSURANCE GROUP INC                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     31764 | OU      | $3951123.96   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SEVEN BANK LTD                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    702300 | OU      | $1261473.81   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ALCON AG                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |     18716 | OU      | $-1640793.73  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | LANXESS AG                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | DE        |    337279 | OU      | $-9262331.96  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MANULIFE FINANCIAL CORP                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CA        |     57393 | OU      | $-1775720.20  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | WILLIAMS SONOMA INC                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     20537 | OU      | $-3841445.85  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | REDDIT INC CLASS A                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     17097 | OU      | $2745607.23   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AGEAS SA                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | BE        |    569898 | OU      | $38748657.11  | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HU GROUP HOLDINGS INC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    154300 | OU      | $-3315473.97  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NEXTDECADE CORP                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      5204 | OU      | $-59117.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | APOLLO COMMERCIAL REAL ESTATE FINA                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    172337 | OU      | $-1657881.94  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CHANGE HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     58500 | OU      | $-447517.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TOYOBO LTD                                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    253500 | OU      | $1641499.58   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRSWAP: MNDZ5 FUTURE 31-MAR-2026                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        | 194400000 | OU      | $-3819.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TESCO PLC                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |   3208404 | OU      | $-18026163.41 | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RAITO KOGYO LTD                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     42600 | OU      | $880204.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DORMAKABA HOLDING AG                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |      1359 | OU      | $1311876.21   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | GARTNER INC                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     23619 | OU      | $7998574.35   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Illumio Inc.                                     | Illumio Inc.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    466730 | NS      | $2497005.50   | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FIRSTSERVICE SUBORDINATE VOTING CO                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     58797 | OU      | $11589662.70  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | WAVE LIFE SCIENCES LTD                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    162771 | OU      | $-1318445.10  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BNP PARIBAS SA                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      2508 | OU      | $228675.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SEMLER SCIENTIFIC INC                                   | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     27675 | OU      | $-992148.75   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SOUNDHOUND AI INC CLASS A                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    552035 | OU      | $-5702521.55  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHOCHIKU LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     54800 | OU      | $-4643995.10  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HELVETIA HOLDING AG                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CH        |     21039 | OU      | $5059489.36   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EDP RENOVAVEIS SA                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | PT        |    225602 | OU      | $-2648726.96  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SCSK CORP                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    186900 | OU      | $-5815374.96  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MARUBENI CORP                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     27700 | OU      | $-567122.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MITSUI E S LTD                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    573100 | OU      | $-11940207.01 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SUMITOMO CORP                                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    179300 | OU      | $4582863.67   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | VSE CORP                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     61095 | OU      | $-9563811.30  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PHOENIX GROUP HOLDINGS PLC                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    142601 | OU      | $1247055.68   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOTETSU KOGYO LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    188500 | OU      | $5216394.43   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PLAYTIKA HOLDING CORP                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     19567 | OU      | $87170.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KILROY REALTY REIT CORP                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       215 | OU      | $-7924.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WEB TRAVEL GROUP LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     99114 | OU      | $282990.11    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AMADA LTD                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |    129500 | OU      | $1460232.30   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VITAL FARMS INC                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     27093 | OU      | $-1007859.60  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DNB BANK                                                | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | NO        |     50514 | OU      | $1277990.70   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BANK HAPOALIM BM                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IL        |     85624 | OU      | $1605712.87   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SEGA SAMMY HOLDINGS INC                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    122600 | OU      | $-2506219.26  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KYORITSU MAINTENANCE LTD                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |    124200 | OU      | $2990263.72   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TANGER INC                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     40072 | OU      | $1202961.44   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GOLDEN ENTERTAINMENT INC                                | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      1667 | OU      | $46876.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMETEK INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     71612 | OU      | $13237478.20  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RAKUTEN GROUP INC                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |    996500 | OU      | $5042003.58   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HEIWADO LTD                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     15700 | OU      | $302929.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TAKARA LEBEN REAL ESTATE REIT CORP                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       939 | OU      | $-586654.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | GENTHERM INC                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     20219 | OU      | $647816.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FUJITA KANKO INC                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      5600 | OU      | $-389656.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | KADOKAWA CORP                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    122500 | OU      | $-2975217.11  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DIETEREN (D) SA                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | BE        |     26356 | OU      | $-5206180.37  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HAVERTY FURNITURE COMPANIES INC                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     54679 | OU      | $1128027.77   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DOMETIC GROUPINARY SHARES                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |    317228 | OU      | $-1602454.12  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GN STORE NORD                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DK        |    403086 | OU      | $5774425.19   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | KYOEI STEEL LTD                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     31100 | OU      | $-446903.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | IMCD NV                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | NL        |     30982 | OU      | $-3395958.29  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | INTACT FINANCIAL CORP                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     72413 | OU      | $-14967583.14 | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | KURABO INDUSTRIES LTD                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |      4700 | OU      | $-249443.65   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STARBUCKS CORP                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    166116 | OU      | $-14810902.56 | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | HECLA MINING                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |   1316501 | OU      | $-7556715.74  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ANYCOLOR INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    265400 | OU      | $-8270619.65  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BROOKFIELD BUSINESS CORP CLASS A                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CA        |      4895 | OU      | $150425.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | GUNZE LTD                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |      9200 | OU      | $-233104.83   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RB GLOBAL INC                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    163828 | OU      | $-17738968.56 | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | W. P. CAREY REIT INC                                    | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    229134 | OU      | $-14701237.44 | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NORTH AMERICAN CONSTRUCTION GROUP                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |     39305 | OU      | $591447.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CANON INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    272300 | OU      | $7734039.03   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LONDONMETRIC PROPERTY REIT PLC                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |   1971625 | OU      | $-4961924.09  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OGAKI KYORITSU BANK LTD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      3100 | OU      | $-58384.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MAKITA CORP                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    278900 | OU      | $-8634219.02  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ASAHI GROUP HOLDINGS LTD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   2435800 | OU      | $30900750.93  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SMA SOLAR TECHNOLOGY AG                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |     39408 | OU      | $902078.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | XERO LTD                                                | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |     62321 | OU      | $7176921.00   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FUSO CHEMICAL LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     57800 | OU      | $-1637737.35  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NEC CORP                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    218300 | OU      | $6268675.01   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HEINEKEN HOLDING NV                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NL        |      6328 | OU      | $-427083.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | COSMOS PHARMACEUTICAL CORP                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     18600 | OU      | $-1155458.75  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SUSS MICROTEC N                                         | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | DE        |     15520 | OU      | $-562593.91   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CASTLE BIOSCIENCES INC                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    175501 | OU      | $2658840.15   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ILLINOIS TOOL INC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     80486 | OU      | $20602001.42  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LION CORP                                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |       100 | OU      | $974.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GREAT WEST LIFECO INC                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    200946 | OU      | $7545626.72   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SACYR SA                                                | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | ES        |     34592 | OU      | $141645.88    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EPIROC CLASS B                                          | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | SE        |    151753 | OU      | $-2720322.44  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HOIST FINANCE                                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | SE        |      5109 | OU      | $-50337.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TOWNEBANK                                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      5844 | OU      | $-204715.32   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | JAPAN STEEL WORKS LTD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     27900 | OU      | $-1720804.00  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED CHF / SOLD EUR                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |         1 | NC      | $4994.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LENDLEASE GROUP STAPLED UNITS                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |    423508 | OU      | $1423412.68   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CGI INC CLASS A                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     64394 | OU      | $6207960.83   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PARK HOTELS RESORTS INC                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |   1169130 | OU      | $12462925.80  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CHIMERA INVESTMENT CORP                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     64032 | OU      | $-856107.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DISTRIBUTION SOLUTIONS GROUP INC                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     11151 | OU      | $-334195.47   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NABORS INDUSTRIES LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     53952 | OU      | $1876450.56   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FORWARD AIR CORP                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     66954 | OU      | $-2034732.06  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BROWN   BROWN INC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    189019 | OU      | $-17270666.03 | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NEXTDC LTD                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |    156538 | OU      | $-1441416.71  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MCDONALDS HOLDINGS (JAPAN) LTD                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    287000 | OU      | $11460843.24  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HORACE MANN EDUCATORS CORP                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     18031 | OU      | $-766858.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ARCHROCK INC                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |    223033 | OU      | $5210050.88   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | WH SMITH PLC                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |     89375 | OU      | $-1206415.14  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MARUWA (OWARIASAHI) LTD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      9900 | OU      | $-2984034.04  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | REYNOLDS CONSUMER PRODUCTS INC                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    256243 | OU      | $-5762905.07  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ZENSHO HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    211100 | OU      | $-11108807.42 | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AIRBNB INC CLASS A                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    130055 | OU      | $17220582.55  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MATTHEWS INTERNATIONAL CORP CLASS                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     30400 | OU      | $-714096.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DELONGHI                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IT        |     30706 | OU      | $1007109.75   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AEDIFICA NV                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | BE        |      2325 | OU      | $-171092.01   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | COMPASS GROUP PLC                                       | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |    127627 | OU      | $4484744.11   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TOKYO OHKA KOGYO LTD                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    103100 | OU      | $-2823868.08  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | COMPASS MINERALS INTERNATIONAL INC                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    247832 | OU      | $4939291.76   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MONY GROUP PLC                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |         1 | OU      | $2.65         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ADDTECH CLASS B                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |    175212 | OU      | $5890308.94   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | JAPAN EXCHANGE GROUP INC                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    615000 | OU      | $6010011.97   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HUBSPOT INC                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2203 | OU      | $-1144788.95  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MANULIFE FINANCIAL CORP                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    351046 | OU      | $-10861245.68 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CSG SYSTEMS INTERNATIONAL INC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    115958 | OU      | $7242736.68   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FRESENIUS SE AND CO KGAA                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |    105870 | OU      | $-5053241.81  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SANOFI SA                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |     43048 | OU      | $-3864446.00  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TELIX PHARMACEUTICALS LTD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    111884 | OU      | $-1498930.61  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MITSUBOSHI BELTING LTD                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      7900 | OU      | $-188180.39   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TRADEWEB MARKETS INC CLASS A                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     62604 | OU      | $-8673784.20  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | A2A                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IT        |         4 | OU      | $9.75         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LIVE OAK BANCSHARES INC                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     16545 | OU      | $522987.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SUMITOMO ELECTRIC INDUSTRIES LTD                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    122000 | OU      | $-3027391.82  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VALVOLINE INC                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    129265 | OU      | $4556591.25   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BAUSCH LOMB CORP                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     16211 | OU      | $-220955.93   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | UNIVERSAL LOGISTICS INC                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      8319 | OU      | $-199073.67   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | OTSUKA CORP                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     47200 | OU      | $894305.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SCHRODERS PLC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    267356 | OU      | $-1374249.24  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HEXPOL CLASS B                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |    320506 | OU      | $-2759873.44  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CYBER AGENT INC                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    136300 | OU      | $1365090.60   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | QXO INC                                                 | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     47774 | OU      | $-958346.44   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RENGO LTD                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    143900 | OU      | $-834615.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CREATE SD HOLDINGS LTD                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     33800 | OU      | $770752.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SECTRA CLASS B                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |       487 | OU      | $-18056.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EDP RENOVAVEIS SA                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | PT        |     94980 | OU      | $-1115132.34  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang Sanhua Intelligent Controls Co Ltd      | Zhejiang Sanhua Intelligent Controls Co Ltd             | CUSIP: 000000000<br>LEI: 8368003UTQ4F88XERZ23 | Long             | EC               | CORP              | CN        |    908900 | NS      | $3027736.94   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | TOHO (TOKYO) LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    275100 | OU      | $-17356939.27 | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NEXTDC LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    547572 | OU      | $-5042094.76  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CAPITALAND INTEGRATED COMMERCIAL T                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SG        |      3228 | OU      | $-5450.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NAPCO SECURITY TECHNOLOGIES INC                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     64030 | OU      | $-1954835.90  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL               | TRSWAP: UKDZ6 FUTURE 17-DEC-2026                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |   1015657 | OU      | $46021.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | COMPAGNIE FINANCIERE RICHEMONT SA                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CH        |      5329 | OU      | $870098.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COFINIMMO REIT SA                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | BE        |     30849 | OU      | $-2677765.94  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TELEFLEX INC                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2337 | OU      | $279271.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | HAYWARD HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    373634 | OU      | $-5746490.92  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AUB GROUP LTD                                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |     13795 | OU      | $-299644.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PIRELLI   C                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IT        |   1463347 | OU      | $-9864961.84  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NUVISTA ENERGY LTD                                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | CA        |    285136 | OU      | $-3012695.61  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | KONTRON AG                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |     34385 | OU      | $1109263.61   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SOFTBANK CORP                                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |   4217500 | OU      | $6093595.11   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NATIONAL BANK OF CANADA                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    252430 | OU      | $-26257748.20 | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MITSUBISHI ELECTRIC CORP                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    102100 | OU      | $-2296457.32  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GOLDEN OCEAN GROUP LTD                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    226390 | OU      | $1847342.40   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FINCANTIERI                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IT        |    373952 | OU      | $-7236855.07  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PIOLAX INC                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     35300 | OU      | $-409161.79   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FRESENIUS MEDICAL CARE AG                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |    242618 | OU      | $12305928.25  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TAIYO HOLDINGS LTD                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     32000 | OU      | $-1389669.10  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | JAPAN TOBACCO INC                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     54700 | OU      | $1562211.13   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WHITBREAD PLC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    411375 | OU      | $-16525254.55 | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SIGMA HEALTHCARE LTD                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |   1117122 | OU      | $-2063453.36  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TOKYO TATEMONO LTD                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    901100 | OU      | $15079785.84  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BRICKWORKS LTD                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |     19903 | OU      | $-417698.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CREST NICHOLSON HOLDINGS PLC                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |    633802 | OU      | $-1525509.00  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SHOPIFY SUBORDINATE VOTING INC CLA                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     61101 | OU      | $-7468732.95  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CONNECTONE BANCORP INC                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     61351 | OU      | $-1412913.53  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PINNACLE INVESTMENT MANAGEMENT GRO                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |    165957 | OU      | $2354962.70   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ANGI INC CLASS A                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    325453 | OU      | $-5278847.66  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | UNITED OVERSEAS BANK LTD                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SG        |    152600 | OU      | $-4239645.70  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LAURENTIAN BANK OF CANADA                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |     78332 | OU      | $-1741778.95  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DMG MORI LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    421000 | OU      | $9728140.16   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ARITZIA SUBORDINATE VOTING INC                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CA        |    166400 | OU      | $8931270.21   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PAR PACIFIC HOLDINGS INC                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    152646 | OU      | $4790031.48   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BREAD FINANCIAL HOLDINGS INC                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     22699 | OU      | $-1391448.70  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COFACE SA                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | XX        |    111173 | OU      | $2067003.60   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ROCHE HOLDING PAR AG                                    | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | CH        |      3563 | OU      | $-1111916.20  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CENTERSPACE                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     10220 | OU      | $-556274.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | INTEGRA LIFESCIENCES HOLDINGS CORP                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    348507 | OU      | $-4579381.98  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MIDDLEBY CORP                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     38638 | OU      | $-5610237.60  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | TRSWAP: SMU5 FUTURE 19-SEP-2025                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | DE        |   5505041 | OU      | $-86353.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TOYO SUISAN LTD                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     49600 | OU      | $-3168874.47  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ST JOE                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     46963 | OU      | $-2371631.50  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ASSOCIATED BRITISH FOODS PLC                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |    346775 | OU      | $-10041038.72 | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMERIPRISE FINANCE INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     36684 | OU      | $19009281.96  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DALATA HOTEL GROUP PLC                                  | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | IE        |    270130 | OU      | $-1966776.72  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BABCOCK INTERNATIONAL GROUP PLC                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    134927 | OU      | $1849893.16   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TIS INC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    320500 | OU      | $-10224564.81 | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DHT HOLDINGS INC                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    375352 | OU      | $4162653.68   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALPHAWAVE IP GROUP PLC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    719815 | OU      | $-1638605.01  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EBOS GROUP LTD                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NZ        |     91051 | OU      | $2193799.66   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | METSO CORPORATION                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FI        |    113118 | OU      | $-1420681.17  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FIDELIS INSURANCE HOLDINGS LTD                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    100718 | OU      | $-1521848.98  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AIR CANADA VOTING AND VARIABLE VOT                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |    788343 | OU      | $-10980816.90 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | IONOS GROUP N                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | DE        |    150202 | OU      | $7123555.74   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HENKEL AG                                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | DE        |     17222 | OU      | $1224661.69   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INPEX CORP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    367400 | OU      | $5231317.10   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SUMITOMO MITSUI TRUST HOLDINGS INC                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     15300 | OU      | $401085.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LUNDIN MINING CORP                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |     32300 | OU      | $329853.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PREMIER FOODS PLC                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |   1029228 | OU      | $-2620633.55  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TOKAI TOKYO FINANCIAL HOLDINGS INC                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    373900 | OU      | $1347896.12   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MIZRAHI TEFAHOT BANK LTD                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | IL        |     32392 | OU      | $-2000977.75  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BRINKS                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    139399 | OU      | $12175108.66  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LIVANOVA PLC                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |    183150 | OU      | $7727098.50   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SUMMIT THERAPEUTICS INC                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     28359 | OU      | $-747826.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HELIA GROUP LTD                                         | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |    567993 | OU      | $-1838879.70  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MOTA-ENGIL SGPS SA                                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | PT        |    209770 | OU      | $1071867.77   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LANCASHIRE HOLDINGS LTD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    381460 | OU      | $3153631.99   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NBT BANCORP INC                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     51393 | OU      | $-2126642.34  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PEAPACK GLADSTONE FINANCIAL CORP                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     33518 | OU      | $854038.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NITTO KOGYO CORP                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      8800 | OU      | $-194450.10   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | UNITED FIRE GROUP INC                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     32178 | OU      | $854325.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PERENTI LTD                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |   1274919 | OU      | $1430351.82   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DAI-ICHI LIFE HOLDINGS INC                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |   1018000 | OU      | $8054601.79   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | REXEL SA                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |    284730 | OU      | $-8605801.47  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NESTE                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FI        |    148386 | OU      | $2341919.99   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BHP GROUP LTD                                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |    386787 | OU      | $-9768388.33  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CARLSBERG AS  CL B                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DK        |      1491 | OU      | $185878.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NIPPON CARBON LTD                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      7900 | OU      | $-215941.37   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | FRESHPET INC                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    154879 | OU      | $-10581333.28 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | VALMET                                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | FI        |        23 | OU      | $-829.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TRIUMPH FINANCIAL INC                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      6803 | OU      | $-385866.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GREEN BRICK PARTNERS INC                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     36283 | OU      | $-2247369.02  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BERKSHIRE HILLS BANCORP INC                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     46667 | OU      | $-1149874.88  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | UNILEVER PLC                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    223869 | OU      | $-12988979.59 | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | IBERDROLA SA                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | ES        |   1394599 | OU      | $-24511914.31 | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NORTHERN STAR RESOURCES LTD                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |     60825 | OU      | $604316.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KUMIAI CHEMICAL INDUSTRY LTD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    124400 | OU      | $-670503.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INPOST SA                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |     10669 | OU      | $174872.33    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MANDATUM                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FI        |    702019 | OU      | $-4761872.43  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | UNITEDHEALTH GROUP INC                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     92879 | OU      | $23178883.24  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED EUR / SOLD USD                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-8676.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TOPGOLF CALLAWAY BRANDS CORP                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    953852 | OU      | $8823131.00   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GAZTRANSPORT   TECHNIGAZ SA                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |     27747 | OU      | $5218803.49   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ENAV SPA                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IT        |     75871 | OU      | $332848.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VOYAGER TECHNOLOGIES INC CLASS A                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     66609 | OU      | $-2665692.18  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RB GLOBAL INC                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |    108583 | OU      | $-11757150.32 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SEMBCORP INDUSTRIES LTD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SG        |   1447800 | OU      | $-8608745.47  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AECOM                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     61253 | OU      | $6905663.22   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | QUEBECOR INC CLASS B                                    | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | CA        |     70352 | OU      | $-1979157.74  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | EMEIS SA                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |     56906 | OU      | $885070.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FUJITSU LTD                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     20000 | OU      | $435678.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ORICA LTD                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |    251871 | OU      | $3439564.72   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | COTY INC CLASS A                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |    337663 | OU      | $-1637665.55  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MAXELL LTD                                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     69600 | OU      | $924940.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DAETWYLER HOLDING AG                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CH        |      2555 | OU      | $-455030.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HILLMAN SOLUTIONS CORP                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    701048 | OU      | $-5531268.72  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CTS EVENTIM AG                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | DE        |     62511 | OU      | $-7059015.18  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MANDATUM                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FI        |    251151 | OU      | $-1703584.98  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | IG GROUP HOLDINGS PLC                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |    196861 | OU      | $2931419.75   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ESSEX PROPERTY TRUST REIT INC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     33766 | OU      | $-8785237.88  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | YOKOHAMA RUBBER LTD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    289400 | OU      | $-8274496.97  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | AUTODESK INC                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     15219 | OU      | $4613031.09   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BECHTLE AG                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | DE        |    174281 | OU      | $-7564464.19  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | AZ-COM MARUWA HOLDINGS INC                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     24900 | OU      | $-192079.87   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MIDLAND STATES BANCORP INC                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     15814 | OU      | $268205.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FUJI CORP                                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     42800 | OU      | $-803184.29   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NAMURA SHIPBUILDING LTD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    536300 | OU      | $-10949807.24 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MITSUI OSK LINES LTD                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    310600 | OU      | $10439976.77  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CLARIANT AG                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CH        |    618316 | OU      | $6345748.37   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ALFA LAVAL                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |    100290 | OU      | $4357360.11   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SWISS RE AG                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CH        |     18499 | OU      | $-3311346.10  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ROCKET COMPANIES INC CLASS A                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    154068 | OU      | $-2275584.36  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CAE INC                                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CA        |    459790 | OU      | $13110784.43  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HANNOVER RUECK                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |       374 | OU      | $-113450.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HACKETT GROUP INC                                       | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     12251 | OU      | $286550.89    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NXP SEMICONDUCTORS NV                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     15600 | OU      | $-3334812.00  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TALEN ENERGY CORP                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     15482 | OU      | $5845538.74   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | STOCKLAND STAPLED UNITS LTD                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |    954777 | OU      | $-3384956.86  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OCULAR THERAPEUTIX INC                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    369189 | OU      | $-4275208.62  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MICROSTRATEGY INC CLASS A                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     20077 | OU      | $-8068143.22  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ELF BEAUTY INC                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     29458 | OU      | $-3570015.02  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | JAPAN STEEL WORKS LTD                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     14600 | OU      | $-900492.42   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MARUWA (OWARIASAHI) LTD                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |      9900 | OU      | $-2984034.04  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SPROUT SOCIAL INC CLASS A                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    137687 | OU      | $2361332.05   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NERDWALLET INC CLASS A                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     26630 | OU      | $282011.70    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VENTURE GLOBAL INC CLASS A                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     72224 | OU      | $-1107193.92  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EURAZEO                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |     80045 | OU      | $-4697022.30  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EQUINOR                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NO        |    471700 | OU      | $-12116826.22 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED EUR / SOLD SEK                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $-1062.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WETHERSPOON(J.D.) PLC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |    151497 | OU      | $1501534.80   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SOSILA LOGISTICS REIT INC                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      1200 | OU      | $-933256.37   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CKD CORP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    139400 | OU      | $2488741.44   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SINGAPORE TECHNOLOGIES ENGINEERING                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SG        |    917200 | OU      | $6170260.97   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | OTSUKA CORP                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    305100 | OU      | $5780778.02   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GOLDWIN INC                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     39800 | OU      | $2049330.75   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NITTO DENKO CORP                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      4800 | OU      | $-99330.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TAYLOR WIMPEY PLC                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |   4249335 | OU      | $5717414.94   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NIPPON SANSO HOLDINGS CORP                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     15100 | OU      | $-534442.27   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CK ASSET HOLDINGS LTD                                   | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | HK        |    812500 | OU      | $-3723036.15  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BANNER CORP                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     27948 | OU      | $-1734872.10  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AMPOL LTD                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |     98363 | OU      | $1719763.80   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | STORYTEL CLASS B                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |    284270 | OU      | $2474913.99   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | JACK IN THE BOX INC                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     83944 | OU      | $-1653696.80  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ACOM LTD                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    598400 | OU      | $-1730528.44  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SIMPLEX HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      8600 | OU      | $-233462.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FIRSTSERVICE SUBORDINATE VOTING CO                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | CA        |      5206 | OU      | $1026171.13   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HANESBRANDS INC                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |   1705019 | OU      | $-6973527.71  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CAR GROUP LTD                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     81755 | OU      | $-1989877.49  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TSUBAKIMOTO CHAIN                                       | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    174400 | OU      | $2447847.91   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HULIC LTD                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |    129500 | OU      | $1235132.45   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OR ROYALTIES INC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    365384 | OU      | $-10120841.45 | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AEON FINANCIAL SERVICES LTD                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |   2166200 | OU      | $-19479601.19 | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LATTICE SEMICONDUCTOR CORP                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     30491 | OU      | $1519366.53   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UBIQUITI INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      5756 | OU      | $2506565.32   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOUTHERN MISSOURI BANCORP INC                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      2296 | OU      | $124190.64    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CK HUTCHISON HOLDINGS LTD                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | HK        |    391000 | OU      | $2545019.50   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | IHI CORP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     26400 | OU      | $-2939817.50  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GREENCORE GROUP PLC                                     | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |   1615138 | OU      | $5481891.46   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ISETAN MITSUKOSHI HOLDINGS LTD                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    311700 | OU      | $4405092.68   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COLUMBIA SPORTSWEAR                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     33728 | OU      | $1907992.96   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | GETTY REALTY REIT CORP                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    136270 | OU      | $3786943.30   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | JAPAN INVESTMENT ADVISER LTD                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      6900 | OU      | $-83982.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SIG GROUP N AG                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |      8316 | OU      | $134542.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NATIONAL AUSTRALIA BANK LTD                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |    115309 | OU      | $-2861582.36  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EVONIK INDUSTRIES AG                                    | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | DE        |    363539 | OU      | $7219180.48   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ATI INC                                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    185361 | OU      | $-14261675.34 | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HENDERSON LAND DEVELOPMENT LTD                          | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | HK        |    477000 | OU      | $1669154.25   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NIPPON SANSO HOLDINGS CORP                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     48700 | OU      | $-1723664.79  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CROWDSTRIKE HOLDINGS INC CLASS A                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     11684 | OU      | $-5311195.88  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OCEANFIRST FINANCIAL CORP                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     94246 | OU      | $1581447.88   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | STAG INDUSTRIAL REIT INC                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    465529 | OU      | $-15981610.57 | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | YARA INTERNATIONAL                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NO        |    116888 | OU      | $4321015.11   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ES CON JAPAN LTD                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     57700 | OU      | $-371362.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RTL GROUP SA                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |     84761 | OU      | $-3341027.14  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GMO PAYMENT GATEWAY INC                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    143000 | OU      | $-7969791.30  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TOKYO METRO LTD                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     29800 | OU      | $-321105.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MORINAGA MILK INDUSTRY LTD                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     63700 | OU      | $-1385293.67  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAC RECRUITMENT LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    388500 | OU      | $2718968.46   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CENOVUS ENERGY INC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |    284241 | OU      | $4326387.62   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BEAZLEY PLC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |   1285680 | OU      | $15148809.26  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FINANCIAL INSTITUTIONS INC                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     15656 | OU      | $-399071.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SANDOZ GROUP AG                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CH        |    473234 | OU      | $-27063727.23 | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AUSTASIA GROUP RTS                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | HK        |       400 | OU      | $-20.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ROLLINS INC                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     22625 | OU      | $-1295733.75  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PORTILLO S INC CLASS A                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       681 | OU      | $-6782.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TMX GROUP LTD                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |     55550 | OU      | $2258723.30   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FORTUM                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FI        |    849833 | OU      | $-15590799.81 | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | POLA ORBIS HOLDINGS INC                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     41700 | OU      | $-351982.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NINE ENTERTAINMENT CO HOLDINGS LTD                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |   4958814 | OU      | $5386868.89   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DTE ENERGY                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     79497 | OU      | $-11003179.77 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | UNICREDIT                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | IT        |    173498 | OU      | $-12764901.15 | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MITSUBISHI PENCIL LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     31800 | OU      | $-435969.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ASTRONICS CORP                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     26390 | OU      | $-953206.80   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SIMILARWEB LTD                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     20304 | OU      | $-169741.44   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMBEA                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |    198604 | OU      | $2498540.35   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FASTIGHETS BALDER CLASS B                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |    647613 | OU      | $4372742.58   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TBC BANK GROUP PLC                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |     24594 | OU      | $1572020.55   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TOROMONT INDUSTRIES LTD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    153558 | OU      | $-15569690.69 | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | JB HI-FI LTD                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |    110298 | OU      | $7855644.75   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RYOHIN KEIKAKU LTD                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     65600 | OU      | $-3071245.73  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NBT BANCORP INC                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     22991 | OU      | $-951367.58   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ARKO                                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     28905 | OU      | $-120533.85   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INFRASTRUTTURE WIRELESS ITALIANE                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |    315035 | OU      | $3724436.25   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AMADEUS IT GROUP SA                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | ES        |    240014 | OU      | $-19271624.49 | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AUTONATION INC                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1916 | OU      | $369098.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | STOREBRAND                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NO        |    315132 | OU      | $4474962.70   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DYNEX CAPITAL REIT INC                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    376211 | OU      | $-4680064.84  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | VODAFONE GROUP PLC                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |  22865490 | OU      | $24790688.99  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MAN GROUP PLC                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |        13 | OU      | $28.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SKYWEST INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     14455 | OU      | $1676201.80   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MERCARI INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    766900 | OU      | $-11700499.64 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OSAKA SODA LTD                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    719100 | OU      | $-8757096.45  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WEST FRASER TIMBER LTD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    321064 | OU      | $-22258521.82 | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MINTO APARTMENT REIT UNITS TRUST                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     93766 | OU      | $-947404.73   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CELLNEX TELECOM SA                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | ES        |     20051 | OU      | $-707590.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IMPERIAL BRANDS PLC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    406789 | OU      | $15856383.29  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | JD SPORTS FASHION PLC                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |   1362607 | OU      | $-1529507.70  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TIS INC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    338300 | OU      | $-10792418.95 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AKER SOLUTIONS                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NO        |     28663 | OU      | $84776.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | VITEC SOFTWARE GROUP CLASS B                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SE        |      9552 | OU      | $-370307.42   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RYDER SYSTEM INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      5213 | OU      | $926402.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COLRUYT GROUP NV                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | BE        |     27601 | OU      | $1179027.81   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | 1 1 AG                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |     28694 | OU      | $-603217.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SARTORIUS STEDIM BIOTECH SA                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |     16514 | OU      | $-3299998.92  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BIC CAMERA INC                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |    225800 | OU      | $2357649.86   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | INTERNET INITIATIVE JAPAN INC                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    189800 | OU      | $-3495454.52  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ACCENT GROUP LTD                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |     37692 | OU      | $-35904.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CREDITO EMILIANO                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IT        |     10398 | OU      | $157618.02    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOAGOSEI LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    710600 | OU      | $6965746.71   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | HANKYU HANSHIN HOLDINGS INC                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     12400 | OU      | $-323164.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ENOVIX CORP                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     10967 | OU      | $-51215.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MARUWA (OWARIASAHI) LTD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      8700 | OU      | $-2622332.94  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RIOCAN REAL ESTATE INVESTMENT TRUS                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    633638 | OU      | $8071384.74   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CENTERRA GOLD INC                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |   1160967 | OU      | $7901211.61   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GMS INC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      3157 | OU      | $346133.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | IBERDROLA SA                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | ES        |    264163 | OU      | $-4643012.67  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | OSAKA SODA LTD                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |     30200 | OU      | $-367771.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ATKINSREALIS GROUP INC                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |    101739 | OU      | $7203820.22   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN LOGISTICS FUND REIT INC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       220 | OU      | $-136560.37   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PRIMERICA INC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     16600 | OU      | $-4409458.00  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NATIONAL AUSTRALIA BANK LTD                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    512419 | OU      | $-12716519.70 | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CHARTER HALL GROUP STAPLED UNITS                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |    166703 | OU      | $2147695.24   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN PETROLEUM EXPLORATION LTD                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    850900 | OU      | $6179803.67   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PALOMAR HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     17130 | OU      | $2269553.70   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HIPPO HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     15962 | OU      | $-412458.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PERSEUS MINING LTD                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |   1956783 | OU      | $4085189.45   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AMERICAN AIRLINES GROUP INC                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    719225 | OU      | $8263895.25   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DIME COMMUNITY BANCSHARES INC                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     19021 | OU      | $-527071.91   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NORTHEAST BANK                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      2180 | OU      | $-216190.60   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DAVIDE CAMPARI MILANO NV                                | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | IT        |    943219 | OU      | $-6496728.16  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | HULIC LTD                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    166200 | OU      | $1585166.12   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JMDC INC                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    388800 | OU      | $-10046480.17 | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ORCHID ISLAND CAPITAL INC                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    322675 | OU      | $-2245818.00  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PROVIDENT FINANCIAL SERVICES INC                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     10500 | OU      | $-191310.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | EVERCORE INC CLASS A                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     71089 | OU      | $21407741.46  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OKLO INC CLASS A                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     44099 | OU      | $-3377542.41  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GARRETT MOTION INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    318854 | OU      | $-4157856.16  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | APA GROUP UNITS                                         | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |    320762 | OU      | $-1725181.81  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KYUSHU FINANCIAL GROUP INC                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     51300 | OU      | $261980.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TIS INC                                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |      7000 | OU      | $-223313.43   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SIGMAXYZ HOLDINGS INC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |    294100 | OU      | $2341736.31   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AliphCom                                         | AliphCom                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      8264 | NS      | $0.08         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Merrill Lynch International                      | MONEYSUPERMARKET.COM GROUP PLC                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |         1 | OU      | $2.65         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AISAN INDUSTRY LTD                                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     33400 | OU      | $369249.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CHURCH AND DWIGHT INC                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     51760 | OU      | $-4853535.20  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NORTHFIELD BANCORP INC                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |       114 | OU      | $1214.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SUEDZUCKER AG                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |     49097 | OU      | $-562239.09   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAMES HARDIE INDUSTRIES PLC                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    125407 | OU      | $3253057.58   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HEIDRICK AND STRUGGLES INTERNATION                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     19475 | OU      | $867221.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BIG SHOPPING CENTERS  LTD                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | IL        |       876 | OU      | $-166850.29   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GRAINCORP CLASS A LTD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |    162855 | OU      | $790292.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OCADO GROUP PLC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |     27494 | OU      | $113950.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ANTERO MIDSTREAM CORP                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    303319 | OU      | $-5565903.65  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ARTHUR J GALLAGHER                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    135718 | OU      | $-38984995.50 | -0.65%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | JD SPORTS FASHION PLC                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |    685258 | OU      | $-769192.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WOOLWORTHS GROUP LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    859093 | OU      | $-17343453.56 | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | HOLMEN CLASS B                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | SE        |     33748 | OU      | $-1254298.93  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CASTELLUM                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |     52678 | OU      | $-599663.09   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ATMOS ENERGY CORP                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     48664 | OU      | $7587690.88   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DINE BRANDS GLOBAL INC                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     84586 | OU      | $-1912489.46  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AGC INC                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |    136800 | OU      | $4116950.96   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | INVESCO MORTGAGE CAPITAL REIT INC                       | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |   1235825 | OU      | $-9330478.75  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ASSURA REIT PLC                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |  12535014 | OU      | $-8254403.14  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MIDLAND STATES BANCORP INC                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     13523 | OU      | $229350.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TEXAS ROADHOUSE INC                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     32318 | OU      | $5983031.34   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ASAHI INTECC LTD                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    129000 | OU      | $2007508.20   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ASSA ABLOY B                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |    148504 | OU      | $4914031.73   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MAXELL LTD                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     25500 | OU      | $338879.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ANDERSONS INC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     68923 | OU      | $2475714.16   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | COLLINS FOODS LTD                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |     87512 | OU      | $519772.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NIPPON REIT INVESTMENT REIT CORP                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     10098 | OU      | $6321403.16   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PORTILLO S INC CLASS A                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    146171 | OU      | $-1455863.16  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PEYTO EXPLORATION & DEVELOPMENT CO                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |   1254771 | OU      | $-17604466.11 | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DENKA CO LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   1320000 | OU      | $-18612424.37 | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ARYZTA AG                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |     12856 | OU      | $-1206573.44  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MIDDLESEX WATER                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     19284 | OU      | $-995054.40   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NOMURA REAL ESTATE HOLDINGS INC                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   3005800 | OU      | $16656982.02  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ONO PHARMACEUTICAL LTD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    536300 | OU      | $5997319.34   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PENNON GROUP PLC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |   1267863 | OU      | $-8376033.73  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GLENCORE PLC                                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |     89273 | OU      | $358281.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | XPEL INC                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     24724 | OU      | $-808227.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BRITISH LAND REIT PLC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     47457 | OU      | $-218109.18   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BERKELEY GROUP HOLDINGS (THE) PLC                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |     83043 | OU      | $-3993686.44  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | OXFORD INDUSTRIES INC                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     26453 | OU      | $-1009975.54  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NCR VOYIX CORP                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    294077 | OU      | $-4005328.74  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BLUESCOPE STEEL LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    204854 | OU      | $-3105646.00  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TOKYU FUDOSAN HOLDINGS CORP                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    899100 | OU      | $6340142.41   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RYMAN HOSPITALITY PROPERTIES REIT                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     56744 | OU      | $-5394084.64  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | INGLES MARKETS INC CLASS A                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      4259 | OU      | $-268018.87   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NVENT ELECTRIC PLC                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     24230 | OU      | $-1900116.60  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MIXI INC                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     37200 | OU      | $851312.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UNIQA INSURANCE GROUP AG                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AT        |    618583 | OU      | $8911738.71   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PANASONIC HOLDINGS CORP                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    564300 | OU      | $5337893.35   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LENDINGCLUB CORP                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    267768 | OU      | $4174503.12   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOISE CASCADE                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     35534 | OU      | $2978104.54   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DAISHI HOKUETSU FINANCIAL GROUP IN                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      7200 | OU      | $-176212.79   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PARAMOUNT BED HOLDINGS LTD                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     94900 | OU      | $1557082.19   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CELSIUS HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    216681 | OU      | $-9824316.54  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | HORIBA LTD                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |      3400 | OU      | $250046.93    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KYB CORP                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    150600 | OU      | $-3237039.69  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MOSAIC                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    228157 | OU      | $-8215933.57  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SG HOLDINGS LTD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   4444400 | OU      | $-49307995.27 | -0.83%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NORTH PACIFIC BANK LTD                                  | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     17500 | OU      | $-75299.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | KOSE CORP                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     20500 | OU      | $786723.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GREENBRIER INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    237328 | OU      | $10798424.00  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | EVERQUOTE INC CLASS A                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    182743 | OU      | $4493650.37   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | TRSWAP: UKDZ5 FUTURE 18-DEC-2025                        | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | GB        |   1194257 | OU      | $-7173.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | YAKULT HONSHA LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   1083000 | OU      | $-17422800.25 | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DREAM FINDERS HOMES INC CLASS A                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    148476 | OU      | $-3759412.32  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SCOR                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |     96935 | OU      | $3157856.10   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | OCADO GROUP PLC                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    236571 | OU      | $980484.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SWCC CORP                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     24400 | OU      | $-1460705.72  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ECKERT   ZIEGLER STRAHLEN UND MEDI                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |       895 | OU      | $-68085.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WINPAK LTD                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |     12737 | OU      | $-376337.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BAE SYSTEMS PLC                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |   1416901 | OU      | $33808130.64  | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | INTERFACE INC                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      4888 | OU      | $-100790.56   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NEXTDC LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |   1540528 | OU      | $-14185327.50 | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | G MINING VENTURES CORP                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |     51174 | OU      | $-599787.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SCREEN HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     33200 | OU      | $-2589928.65  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ECKERT   ZIEGLER STRAHLEN UND MEDI                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |      5135 | OU      | $-390635.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ICF INTERNATIONAL INC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    102281 | OU      | $8580353.09   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KOBE BUSSAN LTD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    224500 | OU      | $-5978279.70  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | OKAMURA CORP                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    139300 | OU      | $2195706.07   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SARTORIUS STEDIM BIOTECH SA                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FR        |     10101 | OU      | $-2018486.68  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CENTRAL JAPAN RAILWAY                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    101800 | OU      | $-2373179.78  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SCHRODERS PLC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    191433 | OU      | $983993.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IMPERIAL BRANDS PLC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    325365 | OU      | $12682526.20  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOYO SUISAN LTD                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     93500 | OU      | $-5973583.93  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DYCOM INDUSTRIES INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      8436 | OU      | $2267681.16   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CHOICE HOTELS INTERNATIONAL INC                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     34558 | OU      | $4413402.18   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | NRG ENERGY INC                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    185634 | OU      | $31038004.80  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ELEMENT FLEET MANAGEMENT CORP                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |    335189 | OU      | $-8718397.49  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BRENNTAG                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      1729 | OU      | $107265.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DENTSU SOKEN INC                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     57000 | OU      | $2503616.16   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | APA GROUP UNITS                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |   1595116 | OU      | $-8579149.37  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SVENSKA CELLULOSA B                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |    534092 | OU      | $-6698126.49  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALFA LAVAL                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |      4101 | OU      | $178178.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | QUANTA SERVICES INC                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     66587 | OU      | $-27042978.31 | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SANDFIRE RESOURCES LTD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |     28589 | OU      | $192334.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ENERSYS                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2077 | OU      | $191852.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | QORVO INC                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    274637 | OU      | $22959653.20  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | REDWIRE CORP                                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    121875 | OU      | $-1741593.75  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ALKERMES                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     71011 | OU      | $1881081.39   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | UNIVERSAL INSURANCE HOLDINGS INC                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    197918 | OU      | $4678781.52   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SHIONOGI LTD                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      7300 | OU      | $122087.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NTN CORP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |   1360700 | OU      | $2321553.50   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ALS LTD                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |    516115 | OU      | $6000082.44   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | AMERICAN SUPERCONDUCTOR CORP                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     47413 | OU      | $-2695429.05  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NETSCOUT SYSTEMS INC                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     28186 | OU      | $603744.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PANTORO GOLD LTD                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |    142296 | OU      | $-332003.91   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | GROUPE BRUXELLES LAMBERT NV                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | BE        |      1254 | OU      | $-104834.45   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BLOOMIN BRANDS INC                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    283556 | OU      | $-2583195.16  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED EUR / SOLD USD                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-5615.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AOZORA BANK LTD                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |    210100 | OU      | $-3082456.93  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | UNITED THERAPEUTICS CORP                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      8724 | OU      | $2396482.80   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | GRAB HOLDINGS LTD CLASS A                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    922444 | OU      | $4510751.16   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AGC INC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    100400 | OU      | $3021504.94   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ODFJELL DRILLING LTD                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NO        |    752470 | OU      | $5346671.45   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HARMONIC DRIVE SYSTEMS INC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     91900 | OU      | $-1742348.95  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DIETEREN (D) SA                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | BE        |     32474 | OU      | $-6414687.40  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | TRSWAP: SMU5 FUTURE 19-SEP-2025                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | DE        |   3122837 | OU      | $-62710.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LIBERTY ENERGY INC CLASS A                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     36302 | OU      | $447966.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | JOHNSON SERVICE GROUP PLC                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    151368 | OU      | $-282264.62   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CHIYODA CORPORATION CORP                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    732900 | OU      | $-1741301.99  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ROLLS-ROYCE HOLDINGS PLC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    589274 | OU      | $8363548.62   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SAPPORO HOLDINGS LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     30400 | OU      | $-1406674.32  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | OCEANEERING INTERNATIONAL INC                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    171727 | OU      | $3726475.90   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TOKAI HOLDINGS CORP                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     94900 | OU      | $671962.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | COMMSCOPE HOLDING INC                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    228485 | OU      | $-1873577.00  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SIRIUS REAL ESTATE LIMITED LTD                          | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |   2573865 | OU      | $-3538540.48  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TERUMO CORP                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |   1085700 | OU      | $18410505.32  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SWEDISH ORPHAN BIOVITRUM                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |     16463 | OU      | $-452674.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SUNDRUG LTD                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     51700 | OU      | $-1532338.27  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LINDAB INTERNATIONAL                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |     85013 | OU      | $-1786852.21  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DUSKIN LTD                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      3700 | OU      | $-97683.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CUBESMART REIT                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    220043 | OU      | $8561873.13   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AEROPORTS DE PARIS SA                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |    146749 | OU      | $-17811578.71 | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AUCTION TECHNOLOGY GROUP PLC                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |     57051 | OU      | $-371071.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ZENSHO HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     12700 | OU      | $-668317.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EPIROC CLASS B                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |    237066 | OU      | $-4249642.25  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HIGHPEAK ENERGY INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    220817 | OU      | $-2201545.49  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ASSURED GUARANTY LTD                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    103650 | OU      | $8766717.00   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PRESTIGE CONSUMER HEALTHCARE INC                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    183607 | OU      | $13577737.65  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FIDELITY NATIONAL FINANCIAL INC                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    122578 | OU      | $6917076.54   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PEAB CLASS B                                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | SE        |      9185 | OU      | $69076.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SUMITOMO RUBBER INDUSTRIES LTD                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |   1013200 | OU      | $11580338.34  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PITNEY BOWES INC                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     35728 | OU      | $-405870.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STERIS                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     17360 | OU      | $3931866.40   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GARRETT MOTION INC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    110484 | OU      | $-1440711.36  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | UBE CORP                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    101400 | OU      | $-1552216.00  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | APA GROUP UNITS                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |     76008 | OU      | $-408800.35   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | JVCKENWOOD CORP                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     40900 | OU      | $-323433.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                     | CUSIP: 91282CJS1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2798895.32   | 0.05%             | 2025-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BANCFIRST CORP                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     42034 | OU      | $5234073.68   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIPRO CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     44500 | OU      | $-409743.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NEXT PLC                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |     53426 | OU      | $8672160.68   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ON HOLDING AG CLASS A                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     48168 | OU      | $2339519.76   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797QH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  15800000 | PA      | $15792421.85  | 0.26%             | 2025-08-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | ALAMOS GOLD INC CLASS A                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |    482444 | OU      | $11723361.35  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FLETCHER BUILDING LTD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |     81707 | OU      | $-145373.95   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ASML HOLDING NV                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | NL        |     24599 | OU      | $17048900.54  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SIGMA HEALTHCARE LTD                                    | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |   1778012 | OU      | $-3284193.52  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MACERICH REIT                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    245729 | OU      | $-4106131.59  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CF INDUSTRIES HOLDINGS INC                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     18403 | OU      | $-1708350.49  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LASERTEC CORP                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     15500 | OU      | $-1561604.49  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SUNRISE COMMUNICATIONS AMERICAN DE                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    146813 | OU      | $7789897.78   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SYNOPSYS INC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       935 | OU      | $-592294.45   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Hinge Health Inc                                 | Hinge Health Inc                                        | CUSIP: 433313103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    111670 | NS      | $5019566.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | ARGENX                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | BE        |      9861 | OU      | $-6622934.64  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | EMMI AG                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |      1643 | OU      | $1495545.19   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | AMERESCO INC CLASS A                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    157747 | OU      | $-2669079.24  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ROCHE HOLDING PAR AG                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |     32288 | OU      | $-10076213.93 | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | KEISEI ELECTRIC RAILWAY LTD                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    128200 | OU      | $-1075513.27  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NUTEX HEALTH INC                                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |       861 | OU      | $-73021.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | RINGCENTRAL INC CLASS A                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    488707 | OU      | $12457141.43  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TOPPAN HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     12600 | OU      | $-339547.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CROWN HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      7131 | OU      | $708536.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PINNACLE WEST CORP                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     75656 | OU      | $6855946.72   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NUSCALE POWER CORP CLASS A                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     32895 | OU      | $-1651657.95  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TOSEI CORPORATION CORP                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    105700 | OU      | $2038159.72   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SS AND C TECHNOLOGIES HOLDINGS INC                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     84479 | OU      | $7221264.92   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CARNIVAL CORP                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     24700 | OU      | $-735319.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED EUR / SOLD USD                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |         1 | NC      | $-3600.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SINGAPORE TELECOMMUNICATIONS LTD                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SG        |   6298500 | OU      | $18770456.54  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SPIRAX GROUP PLC                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |     39909 | OU      | $-3335141.17  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TOHO BANK LTD                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     85800 | OU      | $-208900.89   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KARDEX HOLDING AG                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |     10278 | OU      | $3957718.87   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ORIENTAL LAND LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   1355300 | OU      | $-27906334.22 | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DAVIDE CAMPARI MILANO NV                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IT        |   1811134 | OU      | $-12474775.49 | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RENEW HOLDINGS PLC                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |     54751 | OU      | $-611399.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DINE BRANDS GLOBAL INC                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     28947 | OU      | $-654491.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ZIM INTEGRATED SHIPPING SERVICES L                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    157651 | OU      | $2498768.35   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | EDION CORP                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    589100 | OU      | $7833176.38   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | INSIGHT ENTERPRISES INC                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     76595 | OU      | $9082635.10   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | OXFORD NANOPORE TECHNOLOGIES PLC                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |   1582911 | OU      | $-4242981.14  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | UNIVEST FINANCIAL CORP                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     13070 | OU      | $376938.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Floating Rate Notes                       | CUSIP: 91282CMJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  87885000 | PA      | $87867851.00  | 1.47%             | 2027-01-31      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | SEPTENI HOLDINGS LTD                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |     30300 | OU      | $-88870.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WORLEY LTD                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |   1021550 | OU      | $8693473.83   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DAISHI HOKUETSU FINANCIAL GROUP IN                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      8200 | OU      | $-200686.79   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KRONES AG                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      1134 | OU      | $167917.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIPPON SANSO HOLDINGS CORP                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    943900 | OU      | $-33407950.60 | -0.56%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ABN AMRO BANK NV                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | NL        |   1458993 | OU      | $-42177202.23 | -0.71%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BC VAUD N                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CH        |     29068 | OU      | $-3363872.89  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | INWIDO                                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |     15593 | OU      | $-289921.40   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TANDEM DIABETES CARE INC                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     72108 | OU      | $1123442.64   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ITALGAS                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |    922208 | OU      | $7651897.09   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NTT DATA GROUP CORP                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     69600 | OU      | $-1815026.56  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VGP NV                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | BE        |     15015 | OU      | $-1578972.78  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NORTH PACIFIC BANK LTD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     43400 | OU      | $-186742.60   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NICE LTD                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IL        |     11757 | OU      | $1835398.40   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL               | TRSWAP: DEDZ5 FUTURE 19-DEC-2025                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |   1582194 | OU      | $37483.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GRAINGER PLC                                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |   3482984 | OU      | $9416503.40   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WEST HOLDINGS CORP                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     42100 | OU      | $-419562.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SYMBOTIC INC CLASS A                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     42121 | OU      | $-2272427.95  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CANADIAN NATURAL RESOURCES LTD                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    835040 | OU      | $26432487.30  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | YUM BRANDS INC                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    133674 | OU      | $19269107.10  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CORPORACION ACCIONA ENERGIAS RENOV                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | ES        |    596614 | OU      | $-16062488.84 | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN SECURITIES FINANCE LTD                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    131200 | OU      | $1587823.84   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DXP ENTERPRISES INC                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     36600 | OU      | $4145316.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STIFEL FINANCIAL CORP                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     38917 | OU      | $4441208.04   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DARDEN RESTAURANTS INC                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     59086 | OU      | $11915873.62  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | HERITAGE COMMERCE CORP                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     98091 | OU      | $907341.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SOUTH32 LTD                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |   4848067 | OU      | $9066076.62   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CHEMTRADE LOGISTICS INCOME UNITS                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |    252215 | OU      | $2047790.67   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BT GROUP PLC                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |   5911444 | OU      | $-16144369.09 | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ANSELL LTD                                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |    608277 | OU      | $-11645257.83 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MAIRE TECNIMONT                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IT        |    137951 | OU      | $1916206.90   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DAVIDE CAMPARI MILANO NV                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | IT        |    181541 | OU      | $-1250422.78  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FREEHOLD ROYALTIES LTD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    137636 | OU      | $-1325104.10  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ENERGY FUELS INC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |   1137447 | OU      | $-10318785.21 | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ATLAS COPCO CLASS A                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |     22550 | OU      | $343400.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SURUGA BANK LTD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    574500 | OU      | $5289824.56   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SEKISUI CHEMICAL LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    822000 | OU      | $-14257688.67 | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOUTH32 LTD                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |   3741529 | OU      | $6996806.89   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CASTLE BIOSCIENCES INC                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    121821 | OU      | $1845588.15   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHENIERE ENERGY INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    135118 | OU      | $31871633.84  | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ARCLANDS CORP                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    100200 | OU      | $-1156934.40  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KANSAI ELECTRIC POWER INC                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |    697300 | OU      | $8372089.91   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HANWA LTD                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     49300 | OU      | $1986022.52   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FIDELITY NATIONAL INFORMATION SERV                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      8565 | OU      | $680146.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ARCLANDS CORP                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     14500 | OU      | $-167420.65   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ADEIA INC                                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      3633 | OU      | $-47047.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | EVEREST GROUP LTD                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     52346 | OU      | $-17577786.80 | -0.29%            |  |  |  | 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      | $-51983.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ORIGIN ENERGY LTD                                       | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |    993631 | OU      | $-7430184.73  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOFTBANK CORP                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   3558300 | OU      | $5141159.33   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MAX LTD                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      3800 | OU      | $-127309.12   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CIGNA                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     33593 | OU      | $8982096.34   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OBAYASHI CORP                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    200400 | OU      | $2950941.52   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OMRON CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    132700 | OU      | $-3420309.81  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | YPSOMED HOLDING AG                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |      6040 | OU      | $-2889881.11  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | JAPAN EXCELLENT REIT INC                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |       495 | OU      | $-457952.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NIPPON ELECTRIC GLASS LTD                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |    153200 | OU      | $4100602.42   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DUOLINGO INC CLASS A                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       500 | OU      | $-173275.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KELLER GROUP PLC                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |    209224 | OU      | $3654405.69   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WORLD ACCEPTANCE CORP                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     26452 | OU      | $4161428.64   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AVERY DENNISON CORP                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     51088 | OU      | $-8571033.76  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ALTEN SA                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FR        |      9325 | OU      | $-757891.19   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MISUMI GROUP INC                                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    155900 | OU      | $2244964.68   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ROBINHOOD MARKETS INC CLASS A                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     64644 | OU      | $-6661564.20  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CRESCENT ENERGY CLASS A                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    763386 | OU      | $-7053686.64  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TAMBURI INVESTMENT PARTNERS                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IT        |     18507 | OU      | $-162973.75   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SINGAPORE TELECOMMUNICATIONS LTD                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SG        |   7300800 | OU      | $21757457.98  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | RENASANT CORP                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    206923 | OU      | $-7581658.72  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SONOS INC                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    237562 | OU      | $2568045.22   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UBE CORP                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    727200 | OU      | $-11131868.61 | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NATWEST GROUP PLC                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |   4666687 | OU      | $32394161.42  | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NIPPON EXPRESS HOLDINGS INC                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    331400 | OU      | $7279843.50   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PAYSAFE LTD                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    188334 | OU      | $-2288258.10  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RB GLOBAL INC                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    200408 | OU      | $-21699777.89 | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ENCE ENERGIA Y CELULOSA SA                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | ES        |    227986 | OU      | $-717435.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SHIMIZU CORP                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    358400 | OU      | $3970341.13   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN EXCELLENT REIT INC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      1489 | OU      | $-1377558.42  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CARGOJET INC                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CA        |     50201 | OU      | $3584284.74   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHIYODA CORPORATION CORP                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   1609200 | OU      | $-3823308.99  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KOBE STEEL LTD                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      9100 | OU      | $-99982.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BWX TECHNOLOGIES INC                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     64726 | OU      | $-9833821.18  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | POLARIS INC                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    258420 | OU      | $13673002.20  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | FTSE 100 IDX FUT SEP25                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |      -687 | NC      | $-1243749.54  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CARDINAL HEALTH INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    122688 | OU      | $19043631.36  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GPT GROUP STAPLED UNITS                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |   2312860 | OU      | $-7534388.67  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EATON PLC                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     10107 | OU      | $-3888365.04  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NRW HOLDINGS LTD                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |    182185 | OU      | $376183.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SONOCO PRODUCTS                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    465571 | OU      | $-20983284.97 | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LOTUS BAKERIES NV                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | BE        |       590 | OU      | $-4988104.17  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ORKLA                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NO        |     18781 | OU      | $-197501.51   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BILL HOLDINGS INC                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     30833 | OU      | $-1321194.05  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SCHOUW AND CO                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DK        |       265 | OU      | $-24958.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FORTREA HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    187859 | OU      | $1078310.66   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TPG TELECOM LTD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    150302 | OU      | $-533119.15   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PEPKOR HOLDINGS SHS LTD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ZA        |   5714097 | OU      | $8581180.16   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RAMSAY HEALTH CARE LTD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     10608 | OU      | $-262597.69   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CAVA GROUP INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    188618 | OU      | $-16600270.18 | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SCHRODERS PLC                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |   3724995 | OU      | $-19147023.21 | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | QT GROUP                                                | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | FI        |     21327 | OU      | $-1467566.03  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ES CON JAPAN LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    226800 | OU      | $-1459705.71  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | UNITED THERAPEUTICS CORP                                | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |       493 | OU      | $135427.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AUTO TRADER GROUP PLC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |    295459 | OU      | $-3261805.27  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NAGASE LTD                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    627600 | OU      | $12368531.71  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HCI GROUP INC                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      8374 | OU      | $-1172694.96  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | COMPUTACENTER PLC                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |     62326 | OU      | $1883691.68   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MALIBU BOATS CLASS A INC                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     67426 | OU      | $2245960.06   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DAI NIPPON PRINTING LTD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    299600 | OU      | $4613677.84   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SPIRE INC                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     69752 | OU      | $-5194431.44  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ACCELLERON N AG                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CH        |     41561 | OU      | $3785452.32   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SPIRAX GROUP PLC                                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |     14126 | OU      | $-1180490.72  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | OMNIAB INC  15.00 VESTING                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       518 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HANKYU HANSHIN HOLDINGS INC                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   1208400 | OU      | $-31492891.29 | -0.53%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ASTRANA HEALTH INC                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     77284 | OU      | $-1843996.24  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SEKISUI CHEMICAL LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    822600 | OU      | $-14268095.74 | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | AIR LEASE CORP CLASS A                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    181058 | OU      | $-10030613.20 | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SINFONIA TECHNOLOGY LTD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      2100 | OU      | $-131889.93   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CYBOZU INC                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      9300 | OU      | $-245252.41   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IPSEN SA                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |     42249 | OU      | $4978288.05   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DREAM FINDERS HOMES INC CLASS A                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    204011 | OU      | $-5165558.52  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CHIMERA INVESTMENT CORP                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    396880 | OU      | $-5306285.60  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | JBT MAREL CORP                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     63242 | OU      | $-8714747.60  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LINDBLAD EXPEDITIONS HOLDINGS INC                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    126770 | OU      | $1514901.50   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OSAKA GAS LTD                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    230800 | OU      | $-5839547.14  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SIXT                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      1237 | OU      | $128266.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IVECO GROUP NV                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IT        |    134625 | OU      | $-2782675.77  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MONDI PLC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    401254 | OU      | $-5424245.29  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ENOVA INTERNATIONAL INC                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    302701 | OU      | $31650416.56  | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TESCO PLC                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |    629219 | OU      | $-3535217.05  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TIS INC                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    106900 | OU      | $-3410315.06  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MINEBEA MITSUMI INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    565300 | OU      | $-8896901.34  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FLIGHT CENTRE TRAVEL GROUP LTD                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |    273794 | OU      | $2088166.36   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HOYA CORP                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      8800 | OU      | $-1110231.60  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MELEXIS NV                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | BE        |     17480 | OU      | $-1336953.20  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GLORY LTD                                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     82700 | OU      | $2126541.41   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MAX LTD                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      1600 | OU      | $-53603.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CSL LTD                                                 | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |     12108 | OU      | $-2094492.75  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ROTORK PLC                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |   3106706 | OU      | $13325307.55  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | INDRA SISTEMAS SA                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | ES        |    148187 | OU      | $-6138497.46  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PERENTI LTD                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |   2091097 | OU      | $2346034.85   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ALLIED MOTION TECHNOLOGIES INC                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1683 | OU      | $67841.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LEVI STRAUSS CLASS A                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    145264 | OU      | $-2860248.16  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NORSK HYDRO                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NO        |   1667266 | OU      | $-9881869.96  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BUNGE GLOBAL SA                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    316945 | OU      | $-25279533.20 | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | STANTEC INC                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |     62916 | OU      | $6877350.87   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | AUTONATION INC                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     34348 | OU      | $6616798.72   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | OVERSEA-CHINESE BANKING LTD                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | SG        |    321400 | OU      | $-4165073.44  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | AMADA LTD                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    633400 | OU      | $7142170.94   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TRYG                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DK        |    452580 | OU      | $10917096.32  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AEDIFICA NV                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | BE        |     22642 | OU      | $-1666178.61  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PRO MEDICUS LTD                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |     13396 | OU      | $2750929.86   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | FUJI (EHIME) LTD                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     18100 | OU      | $243534.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KIRIN HOLDINGS LTD                                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    241600 | OU      | $3183723.90   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TETRA TECH INC                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    180434 | OU      | $-6629145.16  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ORANGE SA                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |    306695 | OU      | $4665156.48   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SIGMA HEALTHCARE LTD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AU        |    803187 | OU      | $-1483579.16  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SAGAX CLASS B                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | SE        |    140217 | OU      | $-2967780.45  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | IMCD NV                                                 | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | NL        |     14506 | OU      | $-1590012.62  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CSL LTD                                                 | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |      8345 | OU      | $-1443553.19  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ACUSHNET HOLDINGS CORP                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    158652 | OU      | $-12631872.24 | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MURATA MANUFACTURING LTD                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    775500 | OU      | $11542602.10  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | 77 BANK LTD                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     62100 | OU      | $2145039.11   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | JARDINE MATHESON HOLDINGS LTD                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SG        |     35100 | OU      | $1905977.56   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TUTOR PERINI CORP                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    270577 | OU      | $13028282.55  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GODO STEEL LTD                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      7800 | OU      | $-196817.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DALATA HOTEL GROUP PLC                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IE        |     95366 | OU      | $-694345.79   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | JB HI-FI LTD                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |    104597 | OU      | $7449608.10   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FERRARI NV                                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | IT        |       205 | OU      | $-89893.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VIVA ENERGY GROUP LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |   2639512 | OU      | $-3532258.61  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BPER BANCA SPA                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |    239013 | OU      | $2352011.31   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UNITED UTILITIES GROUP PLC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    123710 | OU      | $1846724.36   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KONAMI GROUP CORP                                       | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     45900 | OU      | $-6231324.99  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MOTOROLA SOLUTIONS INC                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      1375 | OU      | $603597.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MIZUHO FINANCIAL GROUP INC                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |    496600 | OU      | $14566101.57  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RENESAS ELECTRONICS CORP                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    152500 | OU      | $-1854865.62  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | JAZZ PHARMACEUTICALS PLC                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     34259 | OU      | $3927109.17   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TBC BANK GROUP PLC                                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |     11759 | OU      | $751621.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WEST HOLDINGS CORP                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    631800 | OU      | $-6296426.61  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RECRUIT HOLDINGS LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    383000 | OU      | $22723818.16  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SHOCHIKU LTD                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |      1300 | OU      | $-110167.77   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DEERE                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     37687 | OU      | $-19761932.19 | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MULLEN GROUP LTD                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CA        |     86444 | OU      | $821642.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CME GROUP INC CLASS A                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     59037 | OU      | $16428816.36  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | REA GROUP LTD                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     88846 | OU      | $13533994.78  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WARNER MUSIC GROUP CORP CLASS A                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    138508 | OU      | $-4052744.08  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURECYCLE TECHNOLOGIES INC                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    152537 | OU      | $-2045521.17  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AOYAMA TRADING LTD                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    125900 | OU      | $-1909830.94  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIPPON ACCOMMODATIONS FUND REIT IN                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      6381 | OU      | $-4999199.29  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DAIKIN INDUSTRIES LTD                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      5400 | OU      | $-663961.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CES ENERGY SOLUTIONS CORP                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    490995 | OU      | $2569077.48   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SWISS PRIME SITE AG                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |     80308 | OU      | $-11107295.42 | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ASAHI KASEI CORP                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   1912800 | OU      | $13308791.48  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BANCA MONTE DEI PASCHI DI SIENA SP                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IT        |   1105193 | OU      | $9408973.38   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TP ICAP GROUP PLC                                       | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |    481445 | OU      | $1943492.04   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ADDTECH CLASS B                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |     95172 | OU      | $3199509.64   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SUSS MICROTEC N                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | DE        |     14912 | OU      | $-540554.15   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SEKISUI CHEMICAL LTD                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     16300 | OU      | $-282725.46   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FUKUOKA REIT CORP                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      1081 | OU      | $1294131.00   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JFE HOLDINGS INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   1232500 | OU      | $-14263794.62 | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FLUENCE ENERGY INC CLASS A                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    214957 | OU      | $-1745450.84  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GENTING SINGAPORE LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SG        |    534200 | OU      | $-301333.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NOVA LTD                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      3941 | OU      | $1034867.19   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TOKYO KIRABOSHI FINANCIAL GROUP IN                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      8600 | OU      | $-370794.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FRESNILLO PLC                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |    152720 | OU      | $-2815954.84  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ZURICH INSURANCE GROUP AG                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |      7623 | OU      | $5199695.49   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AIR FRANCE-KLM SA                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |     57260 | OU      | $-751509.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MATADOR RESOURCES                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    123514 | OU      | $-6160878.32  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PALADIN ENERGY LTD                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |    330629 | OU      | $-1294860.41  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PATTERSON UTI ENERGY INC                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    230359 | OU      | $1361421.69   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DEUTSCHE TELEKOM N AG                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | XX        |    823446 | OU      | $29533629.96  | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | RUSSELL 2000 INDEX                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      1354 | NC      | $1753430.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | BARRATT REDROW PLC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |   2084212 | OU      | $-10263596.92 | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NOKIA                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FI        |   3169074 | OU      | $12915071.19  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ORANGE SA                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | XX        |    167809 | OU      | $2552553.01   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | OSAKA STEEL LTD                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      1500 | OU      | $-25389.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | APPIER GROUP INC                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     34900 | OU      | $-353892.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MINTO APARTMENT REIT UNITS TRUST                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |     90032 | OU      | $-909676.67   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FANUC CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    338700 | OU      | $9428375.15   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WILLIS LEASE FINANCE CORP                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |         5 | OU      | $-707.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BOOKING HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      1587 | OU      | $8734943.22   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | COLLIERS INTERNATIONAL GROUP SUBOR                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     22715 | OU      | $3425446.92   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CAE INC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |    633654 | OU      | $18068468.20  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VESTAS WIND SYSTEMS                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DK        |    291381 | OU      | $5320060.43   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KENNAMETAL INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     19440 | OU      | $481334.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SJW GROUP                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     27383 | OU      | $1322325.07   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LCI INDUSTRIES                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    105449 | OU      | $-10017655.00 | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KYOCERA CORP                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |    874600 | OU      | $10324099.08  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MEDICAL PROPERTIES TRUST REIT INC                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    506957 | OU      | $-2088662.84  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VOSSLOH AG                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | XX        |      4947 | OU      | $-485190.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CANON MARKETING JAPAN INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    151400 | OU      | $5469820.13   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | EGUARANTEE INC                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    120800 | OU      | $-1195903.18  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BIRD CONSTRUCTION INC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |     99609 | OU      | $2073989.35   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797RP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   5200000 | PA      | $5133302.62   | 0.09%             | 2025-11-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KBR INC                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     15984 | OU      | $747092.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CAPITALAND INVESTMENT LTD                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SG        |   5011600 | OU      | $-10673716.02 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED CHF / SOLD EUR                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CH        |         1 | NC      | $46.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ENTERGY CORP                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    511405 | OU      | $46246354.15  | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NEXANS SA                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |      5156 | OU      | $-741022.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WOLTERS KLUWER NV                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NL        |     23543 | OU      | $-3667032.16  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CENTRUS ENERGY CORP CLASS A                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     10524 | OU      | $-2266869.60  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KATO SANGYO LTD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      5600 | OU      | $-212560.66   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CASTLE BIOSCIENCES INC                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     15462 | OU      | $234249.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | D R HORTON INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     49380 | OU      | $7053439.20   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | UDEMY INC                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    302575 | OU      | $2302595.75   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PRUDENTIAL PLC                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |    872742 | OU      | $-11071759.16 | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NORTHLAND POWER INC                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     53556 | OU      | $875077.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | XCEL ENERGY INC                                         | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      5239 | OU      | $-384752.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | VENTIA SERVICES GROUP LTD                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |    145124 | OU      | $483232.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | A O SMITH CORP                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      3621 | OU      | $-256330.59   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ADIDAS N AG                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |     24155 | OU      | $4616716.75   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NIPPON SANSO HOLDINGS CORP                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     33500 | OU      | $-1185683.17  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | IMCD NV                                                 | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | NL        |     47812 | OU      | $-5240706.15  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DIASORIN                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IT        |     39039 | OU      | $-3816647.78  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | REGENERON PHARMACEUTICALS INC                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     13678 | OU      | $7460801.88   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LUNDBERGFORETAGEN CLASS B                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | SE        |     78996 | OU      | $-3853198.50  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WIENERBERGER AG                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AT        |    166351 | OU      | $-5576483.82  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                        | Palantir Technologies Inc                               | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |         4 | NS      | $633.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | CHATHAM LODGING TRUST REIT                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    142779 | OU      | $973752.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EXCHANGE INCOME CORP                                    | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | CA        |     17577 | OU      | $-831913.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | YANGZIJIANG SHIPBUILDING (HOLDINGS                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SG        |   1366300 | OU      | $-2679898.96  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HUNTINGTON BANCSHARES INC                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    618789 | OU      | $10166703.27  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HOMECO DAILY NEEDS UNITS                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    213607 | OU      | $-175590.88   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BEGA CHEESE LTD                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |    265372 | OU      | $883599.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ACCENTURE PLC CLASS A                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     58097 | OU      | $15517708.70  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CUBESMART REIT                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    369173 | OU      | $14364521.43  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AIB GROUP PLC                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IE        |    497981 | OU      | $3928397.69   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NISHIMATSU CONSTRUCTION LTD                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    255400 | OU      | $8493257.88   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOYOTA TSUSHO CORP                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     54100 | OU      | $-1239881.99  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CTP NV                                                  | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | NL        |    112492 | OU      | $-2385798.97  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NEXI                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IT        |    271711 | OU      | $-1551533.25  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KOKUSAI ELECTRIC CORP                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     48800 | OU      | $-1077079.84  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PROGYNY INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |   1173803 | OU      | $27596108.53  | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ORGANO CORP                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     33200 | OU      | $-2045633.55  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PENN ENTERTAINMENT INC                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |   1250376 | OU      | $22581790.56  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SUMITOMO REALTY   DEVELOPMENT LTD                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     18200 | OU      | $664830.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CHIBA BANK LTD                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     68600 | OU      | $-639400.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CADRE HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     25321 | OU      | $-837365.47   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KINSALE CAPITAL GROUP INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      9459 | OU      | $-4168486.71  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BLACKSTONE MORTGAGE TRUST REIT CLA                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    617168 | OU      | $-11405264.64 | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | LIBERTY GLOBAL LTD CLASS A                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     26418 | OU      | $264708.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KADOKAWA CORP                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     52800 | OU      | $-1282379.29  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HOEGH AUTOLINERS                                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | NO        |       736 | OU      | $-7396.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | GLORY LTD                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    151400 | OU      | $3893087.89   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ADECCO GROUP AG                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CH        |     86805 | OU      | $-2733328.02  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KURARAY LTD                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    341300 | OU      | $4219652.25   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | GLOBAL INDUSTRIAL                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     10963 | OU      | $373399.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ROYAL CARIBBEAN GROUP LTD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     24473 | OU      | $-7779232.51  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HAWKINS INC                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      3053 | OU      | $-498493.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BRAMBLES LTD                                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |    874142 | OU      | $-13373884.93 | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | B AND G FOODS INC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    600198 | OU      | $-2460811.80  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NEC CORP                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |    257500 | OU      | $7394337.22   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HEIWADO LTD                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    314700 | OU      | $6072096.60   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MAGNOLIA OIL GAS CORP CLASS A                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     15704 | OU      | $374069.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SEIBU HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      7900 | OU      | $-220763.12   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ONTO INNOVATION INC                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    163765 | OU      | $15516733.75  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GQG PARTNERS INC. CDI INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |   1034372 | OU      | $1351363.50   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CHIYODA CORPORATION CORP                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    313900 | OU      | $-745797.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SAF-HOLLAND                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | DE        |       738 | OU      | $-13312.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MINEBEA MITSUMI INC                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     47500 | OU      | $-747572.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GEORG FISCHER AG                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CH        |      1804 | OU      | $-141124.51   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ROBERT HALF                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     96147 | OU      | $3548785.77   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HOSHIZAKI CORP                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |     16800 | OU      | $-575278.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ELECTRIC POWER DEVELOPMENT LTD                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    626100 | OU      | $10835046.07  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MERIDIANLINK INC                                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     31626 | OU      | $-505383.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | H R BLOCK INC                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    164253 | OU      | $8925508.02   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | VSE CORP                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     50845 | OU      | $-7959276.30  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MELEXIS NV                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | BE        |      4140 | OU      | $-316646.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | AVIENT CORP                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     69815 | OU      | $2204059.55   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CIBUS NORDIC REAL ESTATE                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SE        |     11892 | OU      | $-210768.14   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DELONGHI                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IT        |     26379 | OU      | $865190.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | INTERNATIONAL FLAVORS   FRAGRANCES                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      6777 | OU      | $-481370.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOFTBANK CORP                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |  12559300 | OU      | $18146126.63  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PFIZER INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |   1801197 | OU      | $41949878.13  | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | 4IMPRINT GROUP PLC                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    138976 | OU      | $6582826.54   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GLENCORE PLC                                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |    864438 | OU      | $3469267.52   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PEXA GROUP LTD                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |     29748 | OU      | $-302078.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CVC CAPITAL PARTNERS PLC                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NL        |   1131898 | OU      | $-21705069.77 | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SONOCO PRODUCTS                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    110000 | OU      | $-4957700.00  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SHIP HEALTHCARE HOLDINGS INC                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     12800 | OU      | $-178613.33   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CALIX NETWORKS INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     85450 | OU      | $4844160.50   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ASTELLAS PHARMA INC                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    888300 | OU      | $9210445.23   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NOVOZYMES B                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DK        |    210834 | OU      | $-13640435.48 | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MANPOWER INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    283439 | OU      | $11691858.75  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SSE PLC                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |    115320 | OU      | $-2826750.20  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AXFOOD                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |       126 | OU      | $-3754.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SHIMIZU CORP                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    656400 | OU      | $7271573.44   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | GCM GROSVENOR INC CLASS A                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    166821 | OU      | $1966819.59   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | COLOWIDE LTD                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     77200 | OU      | $-996664.41   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STRATEGIC EDUCATION INC                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     82189 | OU      | $6093903.41   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SIKA AG                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CH        |      2442 | OU      | $-576261.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CENTERRA GOLD INC                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |    832445 | OU      | $5665384.20   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SEMBCORP INDUSTRIES LTD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SG        |   1132900 | OU      | $-6736322.52  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UOL GROUP LTD                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SG        |   1326500 | OU      | $7012132.98   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CARETRUST REIT INC                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    280170 | OU      | $-8909406.00  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | QUAKER HOUGHTON CORP                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     12329 | OU      | $-1410684.18  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SUN COMMUNITIES REIT INC                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     21107 | OU      | $-2617901.21  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BLACKSKY TECHNOLOGY INC CLASS A                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      8226 | OU      | $-158268.24   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MACERICH REIT                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    428448 | OU      | $-7159366.08  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KAWASAKI KISEN LTD                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    124700 | OU      | $1761623.08   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MATSUKIYOKARA                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    306100 | OU      | $-6285665.14  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ARTIENCE LTD                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     12800 | OU      | $-271053.79   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WASTE CONNECTIONS INC                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      1985 | OU      | $-370668.95   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | M3 INC                                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     51600 | OU      | $-634617.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VITEC SOFTWARE GROUP CLASS B                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |      8322 | OU      | $-322623.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | JINS HOLDINGS INC                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |    125300 | OU      | $6643597.44   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | KYORITSU MAINTENANCE LTD                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     33800 | OU      | $813775.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MAKITA CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      5700 | OU      | $-176461.27   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ENLIGHT RENEWABLE ENERGY LTD                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IL        |    108801 | OU      | $-2671525.83  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | UBE CORP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |      9300 | OU      | $-142363.01   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TALANX AG                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |      6038 | OU      | $-800319.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | WEST HOLDINGS CORP                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    184400 | OU      | $-1837703.49  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | AMADA LTD                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    297200 | OU      | $3351204.93   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | POWER ASSETS HOLDINGS LTD                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | HK        |    545500 | OU      | $-3591624.95  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | VIVENDI                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |    916300 | OU      | $-3473509.93  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHARKNINJA INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | KY        |     55426 | OU      | $-6434958.60  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KENNEDY WILSON HOLDINGS INC                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    341758 | OU      | $2501668.56   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CHEMOURS                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     36668 | OU      | $439282.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DR ING HC F PORSCHE PRF AG                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | DE        |     75066 | OU      | $-3806331.26  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WHITE MOUNTAINS INSURANCE GROUP LT                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      1496 | OU      | $-2674548.80  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WINPAK LTD                                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | CA        |      1048 | OU      | $-30965.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SAPUTO INC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    273468 | OU      | $-5735407.10  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WILMAR INTERNATIONAL LTD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SG        |    481900 | OU      | $-1090711.47  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED EUR / SOLD USD                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $-2091725.49  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MARS GROUP HOLDINGS CORP                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      7500 | OU      | $-147449.30   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ORIX JREIT REIT INC                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      6242 | OU      | $8159736.41   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SONY GROUP CORP                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |   1222700 | OU      | $29409969.70  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | M3 INC                                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     44400 | OU      | $-546066.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COGNEX CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    185741 | OU      | $7572660.57   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CAPITAL ONE FINANCIAL CORP                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      3203 | OU      | $-688645.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | YAMAZEN CORP                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     45200 | OU      | $400639.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TORONTO DOMINION                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     23858 | OU      | $-1737694.40  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NIPPON BUILDING FUND REIT INC                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       623 | OU      | $-571495.09   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HOWDEN JOINERY GROUP PLC                                | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |    745973 | OU      | $-8635807.14  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | STANTEC INC                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | CA        |      3296 | OU      | $360285.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GENMAB                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DK        |      8912 | OU      | $1918730.64   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BANK OF NAGOYA LTD                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      2300 | OU      | $-133856.02   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LY CORP                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     53600 | OU      | $195916.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | FIRST FINANCIAL BANKSHARES INC                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    445831 | OU      | $15434669.22  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CREDIT CORP GROUP LTD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |     88936 | OU      | $876459.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NOKIA                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FI        |    690339 | OU      | $2813369.88   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ANHEUSER-BUSCH INBEV SA                                 | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | BE        |      5313 | OU      | $-305458.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ENGHOUSE SYSTEMS LTD                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    201698 | OU      | $-3340768.69  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | RYOHIN KEIKAKU LTD                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     11200 | OU      | $-524359.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WISETECH GLOBAL LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    422335 | OU      | $-31987717.18 | -0.54%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | MACOM TECHNOLOGY SOLUTIONS INC                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        45 | OU      | $6171.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | OMNICELL INC                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     62372 | OU      | $1934155.72   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SPECTRIS PLC                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    153922 | OU      | $-8082399.39  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BMW AG                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |     71895 | OU      | $-6840908.64  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DYNEX CAPITAL REIT INC                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    216957 | OU      | $-2698945.08  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | U-NEXT HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     27700 | OU      | $372512.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ARCBEST CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     52276 | OU      | $3822943.88   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WILMAR INTERNATIONAL LTD                                | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | SG        |    629500 | OU      | $-1424782.88  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KION GROUP AG                                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | DE        |     24115 | OU      | $-1482465.83  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | JAPAN STEEL WORKS LTD                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     70700 | OU      | $-4360603.69  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED SEK / SOLD EUR                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |         1 | NC      | $7691.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SMS LTD                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     40600 | OU      | $-406442.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SUN CORP                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |     20000 | OU      | $-767389.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TELEPHONE AND DATA SYSTEMS INC                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     79340 | OU      | $-3097433.60  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HAWAIIAN ELECTRIC INDUSTRIES INC                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    575419 | OU      | $-6168491.68  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EBOS GROUP LTD                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NZ        |     15069 | OU      | $363075.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MCCORMICK   CO NON-VOTING INC                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     12050 | OU      | $-851091.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OSB GROUP PLC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |   1396435 | OU      | $-10214560.66 | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MATSUKIYOKARA                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    268200 | OU      | $-5507400.81  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | YARA INTERNATIONAL                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NO        |    163833 | OU      | $6056437.52   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | INSTALLED BUILDING PRODUCTS INC                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     21285 | OU      | $4305742.65   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | HOSHIZAKI CORP                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     76200 | OU      | $-2609299.29  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AMADA LTD                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |    416000 | OU      | $4690784.83   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | COLGATE-PALMOLIVE                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    271128 | OU      | $-22734082.80 | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FINNING INTERNATIONAL INC                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     33110 | OU      | $1442827.51   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DTS CORP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    142900 | OU      | $4741127.48   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DICKER DATA LTD                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |     54989 | OU      | $306651.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TREASURY WINE ESTATES LTD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |   1522037 | OU      | $-7360002.97  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NIPRO CORP                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    452200 | OU      | $-4163734.92  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TORAY INDUSTRIES INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    944600 | OU      | $-6460927.57  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KAJIMA CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    146900 | OU      | $-3679940.81  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HANKYU HANSHIN HOLDINGS INC                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     41800 | OU      | $-1089376.74  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | YONEX LTD                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     59100 | OU      | $-1160454.61  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CBOE GLOBAL MARKETS INC                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     16419 | OU      | $3957635.76   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HARMONIC DRIVE SYSTEMS INC                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    240400 | OU      | $-4557787.68  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COCHLEAR LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    114021 | OU      | $-23277728.28 | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SCREEN HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    112500 | OU      | $-8776113.65  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | TRSWAP: SMU5 FUTURE 19-SEP-2025                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | DE        |   8345599 | OU      | $-92457.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BANK OF AMERICA CORP                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    558831 | OU      | $26415941.37  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | HIKMA PHARMACEUTICALS PLC                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    519855 | OU      | $-13436820.61 | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ONO PHARMACEUTICAL LTD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    145000 | OU      | $1621501.59   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BADGER METER INC                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     25693 | OU      | $4849810.68   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INGENIA COMMUNITIES GROUP STAPLED                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |     41759 | OU      | $140358.48    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOSTON PROPERTIES REIT INC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    543491 | OU      | $-35560616.13 | -0.60%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LOBLAW COMPANIES LTD                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |     17634 | OU      | $2851652.99   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MARUZEN SHOWA UNYU LTD                                  | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |      4000 | OU      | $-190649.61   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | IBOTTA INC CLASS A                                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      1164 | OU      | $-42311.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RIGHTMOVE PLC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |   1407483 | OU      | $15188835.74  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ERICSSON B                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | SE        |   1095776 | OU      | $7959257.25   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GLOBAL BUSINESS TRAVEL GROUP INC C                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    568033 | OU      | $-3652452.19  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GAZTRANSPORT   TECHNIGAZ SA                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |      8305 | OU      | $1562048.62   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HOCHSCHILD MINING PLC                                   | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |    413970 | OU      | $-1521369.26  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DOCMORRIS AG                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CH        |     14201 | OU      | $132977.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | HALMA PLC                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |     95943 | OU      | $4105256.73   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | INTERPARFUMS INC                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     18955 | OU      | $-2285973.00  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SEI INVESTMENTS                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     29342 | OU      | $2585617.04   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | U HAUL NON VOTING SERIES N                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     35635 | OU      | $-1853020.00  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FIRST NATIONAL FINANCIAL CORP                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     57529 | OU      | $-2002470.89  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ELIA GROUP SA                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | BE        |      2256 | OU      | $-260281.95   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DOWLAIS GROUP PLC                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |   2645283 | OU      | $-2444124.21  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GENMAB                                                  | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | DK        |      8117 | OU      | $1747569.19   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CLOSE BROS GROUP PLC                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    174490 | OU      | $-927336.93   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NISSHINBO HOLDINGS INC                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |   2043100 | OU      | $12981916.93  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AUTONATION INC                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      8255 | OU      | $1590243.20   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DAICEL CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    950800 | OU      | $-8178849.46  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FLATEXDEGIRO N AG                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |    309403 | OU      | $9351164.40   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GEA GROUP AG                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |    184420 | OU      | $13246932.39  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WHITBREAD PLC                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |    334304 | OU      | $-13429252.38 | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOUNDHOUND AI INC CLASS A                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    441595 | OU      | $-4561676.35  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ALLSTATE CORP                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      1452 | OU      | $-295119.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LIXIL CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   3295500 | OU      | $-38178756.71 | -0.64%            |  |  |  | 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      | $1976993.06   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SYLVAMO CORP                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     91708 | OU      | $-4224987.56  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FMC CORP                                                | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     21851 | OU      | $-853063.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ALEXANDRIA REAL ESTATE EQUITIES RE                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      4328 | OU      | $-330789.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ETHAN ALLEN INTERIORS INC                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    105517 | OU      | $3141241.09   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LTC PROPERTIES REIT INC                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    375290 | OU      | $-12774871.60 | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RESONAC HOLDINGS                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    214700 | OU      | $-5163134.44  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LIFENET INSURANCE                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    106300 | OU      | $-1610139.58  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BIG SHOPPING CENTERS  LTD                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IL        |      7470 | OU      | $-1422798.73  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BOYD GAMING CORP                                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    196473 | OU      | $-16680557.70 | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ESQUIRE FINANCIAL HOLDINGS INC                          | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      1989 | OU      | $-190705.32   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CECO ENVIRONMENTAL CORP                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     18811 | OU      | $-845554.45   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CGI INC                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |    189080 | OU      | $18228425.52  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | YORK WATER                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     10556 | OU      | $-319424.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HAWKINS INC                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      5103 | OU      | $-833217.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NAVIENT CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    145267 | OU      | $-1879754.98  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | OERSTED                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DK        |    114978 | OU      | $-5419085.21  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ADMA BIOLOGICS INC                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     42283 | OU      | $-790692.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LOBLAW COMPANIES LTD                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |     41502 | OU      | $6711426.92   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | YAMAZAKI BAKING LTD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     30100 | OU      | $-643006.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TRANSCONTINENTAL SUB VOTING INC CL                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |    110123 | OU      | $1531517.18   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DOF GROUP                                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | NO        |    111371 | OU      | $-1019747.83  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ARRAY TECHNOLOGIES INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |   1152505 | OU      | $-7491282.50  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SCHINDLER HOLDING PAR AG                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |     28478 | OU      | $10298667.17  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AKZO NOBEL NV                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NL        |    227045 | OU      | $-14258740.60 | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MONY GROUP PLC                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |         2 | OU      | $5.29         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KERING SA                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |     22303 | OU      | $-5476396.05  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ISS A S                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DK        |    182279 | OU      | $-5239854.41  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FCC LTD                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      6700 | OU      | $-134482.78   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NIDEC CORP                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     17800 | OU      | $-341515.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | UNITIL CORP                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     27876 | OU      | $-1437844.08  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FIRST QUANTUM MINERALS LTD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |    218431 | OU      | $3671519.91   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KENVUE INC                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    299175 | OU      | $-6414312.00  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | FUCHS PREF                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | DE        |     83865 | OU      | $-3837684.80  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOKUYAMA CORP                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    341700 | OU      | $-7317394.60  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TAKE TWO INTERACTIVE SOFTWARE INC                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     66322 | OU      | $14771899.06  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | G-TEKT CORP                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      1400 | OU      | $-17251.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | IMCD NV                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NL        |     56729 | OU      | $-6218104.64  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AZIMUT HOLDING                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |     20549 | OU      | $-698511.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KROSAKI HARIMA CORP                                     | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |      2900 | OU      | $-66415.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VEECO INSTRUMENTS INC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     67013 | OU      | $1392530.14   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AMPRIUS TECHNOLOGIES INC                                | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     81955 | OU      | $-567948.15   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PREMIUM BRANDS HOLDINGS CORP                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      2151 | OU      | $-136362.47   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MASTERCARD INC CLASS A                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     14796 | OU      | $-8381490.12  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | NASDAQ 100 E-MINI SEP25                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         4 | NC      | $43886.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LUMINE GROUP INC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     85747 | OU      | $-3326285.54  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | JVCKENWOOD CORP                                         | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     67100 | OU      | $-530621.27   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LIGHT WONDER INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     16969 | OU      | $1634454.08   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ABN AMRO BANK NV                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | NL        |     14676 | OU      | $-424260.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | METRO INC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |      1467 | OU      | $112174.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WORTHINGTON ENTERPRISES INC                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     92612 | OU      | $5739165.64   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CECO ENVIRONMENTAL CORP                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     35963 | OU      | $-1616536.85  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIKON CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     10000 | OU      | $-97116.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TAKUMA LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    419900 | OU      | $6073746.14   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FIRST NATIONAL FINANCIAL CORP                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |     49649 | OU      | $-1728183.65  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FIRST NATIONAL FINANCIAL CORP                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |      3305 | OU      | $-115040.52   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STEADFAST GROUP LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    902395 | OU      | $-3434406.38  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RUBIS                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FR        |    112861 | OU      | $-3573842.71  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ARISTOCRAT LEISURE LTD                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |      7700 | OU      | $344781.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ROLLS-ROYCE HOLDINGS PLC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |   1930453 | OU      | $27398862.88  | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DTS CORP                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |     86900 | OU      | $2883162.90   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SG HOLDINGS LTD                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    506300 | OU      | $-5617099.72  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DATADOG INC CLASS A                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     22755 | OU      | $-3185244.90  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MTR CORPORATION CORP LTD                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | HK        |   1455000 | OU      | $-5234025.72  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BANK OF MONTREAL                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     18593 | OU      | $-2052261.42  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | WARRIOR MET COAL INC                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    182302 | OU      | $-9366676.76  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ARTHUR J GALLAGHER                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     41998 | OU      | $-12063925.50 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | COMMUNITY TRUST BANCORP INC                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     40089 | OU      | $2164004.22   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MICRONICS JAPAN LTD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     24800 | OU      | $-903539.65   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PROS HOLDINGS INC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    321716 | OU      | $5047724.04   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | EXTENDICARE INC                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CA        |      8870 | OU      | $78931.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SOCIETE GENERALE SA                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |    284855 | OU      | $18181868.82  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BUSINESS FIRST BANCSHARES INC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       166 | OU      | $-3942.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ESSITY CLASS B                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |    250653 | OU      | $-6180478.73  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CREST NICHOLSON HOLDINGS PLC                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |    380077 | OU      | $-914813.91   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NMI HOLDINGS INC CLASS A                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    895063 | OU      | $33403751.16  | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HENKEL AG                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |      5933 | OU      | $421897.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EXPERIAN PLC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     44700 | OU      | $2355275.52   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PAGEGROUP PLC                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |    428983 | OU      | $-1500475.97  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JACK IN THE BOX INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    444673 | OU      | $-8760058.10  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RIGHTMOVE PLC                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |    544153 | OU      | $5872220.51   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CELSIUS HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    118585 | OU      | $-5376643.90  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RINNAI CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    459900 | OU      | $11351224.90  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LINK REAL ESTATE INVESTMENT TRUST                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | HK        |   1444400 | OU      | $8047842.05   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LOREAL SA                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      1039 | OU      | $459739.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PIAGGIO   C                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | IT        |     28174 | OU      | $-60819.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SEPTENI HOLDINGS LTD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     57000 | OU      | $-167182.94   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DOMAIN HOLDINGS AUSTRALIA LTD                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |    447060 | OU      | $-1264309.18  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ACM RESEARCH CLASS A INC                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    286614 | OU      | $-8701601.04  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | OBAYASHI CORP                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |    296900 | OU      | $4371928.83   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PALTAC CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     71900 | OU      | $2057561.82   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Netflix Inc                                      | Netflix Inc                                             | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     27000 | NS      | $31303800.00  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | HEALTHSTREAM INC                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      4555 | OU      | $-119158.80   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | COASTAL FINANCIAL CORP                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      5108 | OU      | $-491389.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SECURE WASTE INFRASTRUCTURE CORP                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |    144055 | OU      | $1574042.08   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SUNTORY BEVERAGE   FOOD LTD                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    324600 | OU      | $9801531.35   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DOUTOR NICHIRES HOLDINGS LTD                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     26800 | OU      | $445155.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DEUTSCHE TELEKOM N AG                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |    595095 | OU      | $21343616.36  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ALPHATEC HOLDNGS INC                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    124636 | OU      | $1318648.88   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GUERBET SA                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FR        |         1 | OU      | $23.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AXA SA                                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |    193046 | OU      | $-9376077.79  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AMADA LTD                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    626100 | OU      | $7059856.69   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HITACHI CONSTRUCTION MACHINERY LTD                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |    109100 | OU      | $3159754.87   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MORGAN SINDALL GROUP PLC                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |     24252 | OU      | $1471348.69   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AGL ENERGY LTD                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |     14104 | OU      | $87897.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CAVCO INDUSTRIES INC                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       651 | OU      | $262789.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HERA                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IT        |    258299 | OU      | $1105250.92   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PARK24 LTD                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    282300 | OU      | $-3564996.30  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AUCKLAND INTERNATIONAL AIRPORT LTD                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | NZ        |    176694 | OU      | $-783800.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TSUBAKIMOTO CHAIN                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     10100 | OU      | $141761.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ACCEL ENTERTAINMENT INC CLASS A                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     92046 | OU      | $1183711.56   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TAKARA HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   1609800 | OU      | $-13551603.59 | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KIKKOMAN CORP                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   1708100 | OU      | $-15005589.32 | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SEB SA                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |    137275 | OU      | $-10027566.44 | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED EUR / SOLD USD                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-5973.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LIQUIDIA CORP                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     50091 | OU      | $-936200.79   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | FUJIKURA LTD                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    110700 | OU      | $-7514584.77  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MERIDIAN ENERGY LTD                                     | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | NZ        |    118675 | OU      | $-398495.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CASTELLUM                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |    259016 | OU      | $-2948523.76  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FRASERS GROUP PLC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |     88113 | OU      | $-797775.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CK ASSET HOLDINGS LTD                                   | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | HK        |    189500 | OU      | $-868326.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ORA BANDA MINING LTD                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |    535035 | OU      | $-221767.67   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CAPITALAND INVESTMENT LTD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SG        |    576900 | OU      | $-1228682.81  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | COMPAGNIE DE SAINT GOBAIN SA                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |     95229 | OU      | $-10924394.61 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CECO ENVIRONMENTAL CORP                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     46436 | OU      | $-2087298.20  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SOFTBANK GROUP CORP                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    103800 | OU      | $-7926057.28  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GREAT WEST LIFECO INC                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |     41608 | OU      | $1562402.02   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FRANCO NEVADA CORP                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |      7128 | OU      | $1135459.12   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HBX GROUP INTERNATIONAL PLC                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | ES        |      7643 | OU      | $-74471.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MITSUBISHI MOTORS CORP                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     52800 | OU      | $-138741.37   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STANMORE RESOURCES LTD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    243737 | OU      | $-330115.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ICHIBANYA LTD                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |    300000 | OU      | $-1937678.66  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ORSTED                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DK        |     24622 | OU      | $-1160471.71  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WORKMAN LTD                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      3300 | OU      | $-141250.69   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MUSASHI SEIMITSU INDUSTRY LTD                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    236700 | OU      | $-5095997.18  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TOKYO TATEMONO LTD                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     84300 | OU      | $1410749.02   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | FUSO CHEMICAL LTD                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |      3000 | OU      | $-85003.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MARS GROUP HOLDINGS CORP                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      6700 | OU      | $-131721.37   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PUBLIC STORAGE REIT                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     31900 | OU      | $8674886.00   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TORO                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    143818 | OU      | $10678486.50  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NATIONAL STORAGE AFFILIATES TRUST                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    544921 | OU      | $16053372.66  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | VERTEX INC CLASS A                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      1846 | OU      | $-61231.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UACJ CORP                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    102100 | OU      | $4017827.93   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CAMECO CORP                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     26032 | OU      | $-1954466.63  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ISETAN MITSUKOSHI HOLDINGS LTD                          | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     23300 | OU      | $329286.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AKZO NOBEL NV                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NL        |    480086 | OU      | $-30150066.03 | -0.51%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | J.FRONT RETAILING LTD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     34600 | OU      | $-466399.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PRICESMART INC                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     62978 | OU      | $-6770135.00  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SPROTT INC                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CA        |     25324 | OU      | $1705202.94   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FIRSTGROUP PLC                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |    511688 | OU      | $1516406.92   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NISSHA LTD                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    170800 | OU      | $1516608.46   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | 10X GENOMICS INC CLASS A                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    697034 | OU      | $9375107.30   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ROCHE HOLDING AG                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |      1265 | OU      | $420403.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ERIE INDEMNITY CLASS A                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       541 | OU      | $-192725.84   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | JFE HOLDINGS INC                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    171900 | OU      | $-1989408.76  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOWHEAD SPECIALTY HOLDINGS INC                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     48106 | OU      | $1563445.00   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BLUENORD                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | NO        |      5863 | OU      | $-279924.97   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NOMURA LTD                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     95900 | OU      | $583459.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOA (TOKYO) CORP                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    204100 | OU      | $2549716.37   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RATIONAL AG                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |     12869 | OU      | $9934186.02   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FORTESCUE LTD                                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |     11419 | OU      | $-129197.49   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BIO TECHNE CORP                                         | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      4676 | OU      | $-255917.48   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TREND MICRO INC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     14600 | OU      | $-890284.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BIPROGY INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    659600 | OU      | $26598445.47  | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PUBLICIS GROUPE SA                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |     18528 | OU      | $1693120.02   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DOVER CORP                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     73043 | OU      | $13231009.02  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIPPON PAINT HOLDINGS LTD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   1919700 | OU      | $-16274328.04 | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HANKYU HANSHIN REIT INC                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       469 | OU      | $-496366.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FORTUM                                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FI        |     46867 | OU      | $-859808.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SVENSKA CELLULOSA B                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |      5257 | OU      | $-65928.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MARUZEN SHOWA UNYU LTD                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      2900 | OU      | $-138220.97   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHELL PLC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    244445 | OU      | $-8783667.24  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | COSTAR GROUP INC                                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      7957 | OU      | $-757426.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FUJIKURA LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     42800 | OU      | $-2905367.91  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GS YUASA CORP                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     16900 | OU      | $-303292.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | TRSWAP: DEDZ6 FUTURE 18-DEC-2026                        | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | DE        |   1526623 | OU      | $33798.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | KADOKAWA CORP                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     92800 | OU      | $-2253878.76  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ENI                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |    134054 | OU      | $-2287944.26  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PORTILLO S INC CLASS A                                  | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    150746 | OU      | $-1501430.16  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HEICO CORP CLASS A                                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     61334 | OU      | $15829692.06  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DORMAKABA HOLDING AG                                    | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | CH        |      6963 | OU      | $6721555.58   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CRA INTERNATIONAL INC                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     10947 | OU      | $1933897.02   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MAXLINEAR INC                                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     63441 | OU      | $1003636.62   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CVC CAPITAL PARTNERS PLC                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NL        |    265661 | OU      | $-5094266.92  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FIXSTARS CORP                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      5000 | OU      | $-67275.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NISHIMATSUYA CHAIN LTD                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     15500 | OU      | $-228344.54   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CAMECO CORP                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |    106564 | OU      | $-8000759.90  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SUZUKI MOTOR CORP                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   3204500 | OU      | $-35209676.59 | -0.59%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ENDEAVOUR SILVER CORP                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    701181 | OU      | $-3552461.48  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NOMURA RESEARCH INSTITUTE LTD                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     48300 | OU      | $1911251.03   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DISTRIBUTION SOLUTIONS GROUP INC                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     12303 | OU      | $-368720.91   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SPAREBANK  NORD-NORGE                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | NO        |     31816 | OU      | $455286.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GFL ENVIRONMENTAL SUBORDINATE VOTI                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |    259583 | OU      | $13072821.69  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KONTRON AG                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |     16452 | OU      | $530743.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BNP PARIBAS SA                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | XX        |     68025 | OU      | $6202398.96   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD ZAR                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $13733.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AIR WATER INC                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    181900 | OU      | $-2687153.85  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PVH CORP                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    135582 | OU      | $-9954430.44  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | WEST FRASER TIMBER LTD                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CA        |     11964 | OU      | $-829432.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | HOSHIZAKI CORP                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     96900 | OU      | $-3318124.69  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | DAX INDEX FUTURE SEP25                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       103 | NC      | $-595222.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AGCO CORP                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    126317 | OU      | $-14901616.49 | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AIR CANADA VOTING AND VARIABLE VOT                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |     16580 | OU      | $-230942.55   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TIMKENSTEEL CORP                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     40426 | OU      | $-638730.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ROHM LTD                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     46400 | OU      | $583891.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GLOBANT SA                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     34067 | OU      | $2870485.42   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | EMPIRE LTD CLASS A                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |     12329 | OU      | $490988.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MTY FOOD GROUP INC                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      6747 | OU      | $-188006.40   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | XERO LTD                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |     56563 | OU      | $6513826.52   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ZENSHO HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    273500 | OU      | $-14392509.85 | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | HENNES   MAURITZ                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | SE        |     34224 | OU      | $-461053.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UNIVERSAL TECHNICAL INSTITUTE INC                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    324893 | OU      | $10468052.46  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ACKERMANS   VAN HAAREN NV                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | BE        |     87540 | OU      | $-21473228.30 | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | IMI PLC                                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    325921 | OU      | $9521758.92   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | HARMONIC INC                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    107540 | OU      | $-915165.40   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | JAPAN AIRPORT TERMINAL LTD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     34000 | OU      | $-1032567.23  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ATS CORP                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     32698 | OU      | $-992314.45   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | GOLAR LNG LTD                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    178350 | OU      | $-7340886.00  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NOMURA RESEARCH INSTITUTE LTD                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    121600 | OU      | $4811762.43   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | M3 INC                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    816400 | OU      | $-10040735.60 | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VERMILION ENERGY INC                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |   2591056 | OU      | $21261768.71  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Caris Life Sciences Inc                          | Caris Life Sciences Inc                                 | CUSIP: 142152107<br>LEI: 549300LX5LO78M5VPY43 | Long             | EC               | CORP              | US        |     32517 | NS      | $913077.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED EUR / SOLD USD                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |         1 | NC      | $-6903.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NS SOLUTIONS CORP                                       | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    240200 | OU      | $5633744.55   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LAMAR ADVERTISING COMPANY  CLAS                         | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      8553 | OU      | $1045604.25   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IREN                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IT        |   1032091 | OU      | $2955565.71   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RYOHIN KEIKAKU LTD                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    144600 | OU      | $-6769849.57  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BROTHER INDUSTRIES LTD                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    536100 | OU      | $9122192.58   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PNC FINANCIAL SERVICES GROUP INC                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     43636 | OU      | $8302621.72   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RUBIS                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |    155857 | OU      | $-4935348.82  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | INTERRENT REAL ESTATE INVESTMENT T                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CA        |    941964 | OU      | $-9007666.71  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | THE SIMPLY GOOD FOODS COMPANY                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    241205 | OU      | $-7347104.30  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | STANMORE RESOURCES LTD                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |    641650 | OU      | $-869046.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BRP GROUP INC CLASS A                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     60482 | OU      | $-2228156.88  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CAPGEMINI                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |     50560 | OU      | $7527185.89   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NABORS INDUSTRIES LTD                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     29476 | OU      | $1025175.28   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | STEVEN MADDEN LTD                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    149441 | OU      | $3587331.21   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | QINETIQ GROUP PLC                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    759070 | OU      | $-4976534.23  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | REDWIRE CORP                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     73810 | OU      | $-1054744.90  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NISSAN MOTOR LTD                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    171000 | OU      | $-362571.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD JPY                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $53691.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | FINANCIAL INSTITUTIONS INC                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      4159 | OU      | $-106012.91   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR NOTE (CBT) SEP25                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -6584 | NC      | $498579.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK NA                                      | MEDTRONIC PLC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3927 | OU      | $354372.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | INNODATA INC                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      2720 | OU      | $-149328.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | STRATEGIC EDUCATION INC                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     23748 | OU      | $1760795.46   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BGC GROUP INC CLASS A                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     21472 | OU      | $199045.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | M3 INC                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    730200 | OU      | $-8980579.54  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MARTEN TRANSPORT LTD                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     16518 | OU      | $-200858.88   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | M I HOMES INC                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     11795 | OU      | $1417641.05   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | C UYEMURA LTD                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      4500 | OU      | $-288218.83   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | GARRETT MOTION INC                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     47374 | OU      | $-617756.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WESTROCK COFFEE                                         | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    143788 | OU      | $-956190.20   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NOMURA RESEARCH INSTITUTE LTD                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     49200 | OU      | $1946864.41   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SCSK CORP                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      1300 | OU      | $-40449.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ELBIT SYSTEMS LTD                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     54272 | OU      | $25329285.12  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ECKERT   ZIEGLER STRAHLEN UND MEDI                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |     11375 | OU      | $-865331.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SKYWARD SPECIALTY INSURANCE GROUP                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      4003 | OU      | $202471.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | KIRBY CORP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1382 | OU      | $131718.42    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CANON MARKETING JAPAN INC                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     31400 | OU      | $1134427.69   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | AJ BELL PLC                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    123636 | OU      | $875659.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | EQUINIX REIT INC                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     65471 | OU      | $51405865.07  | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NORTHERN STAR RESOURCES LTD                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    186953 | OU      | $1857439.17   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ALFA LAVAL                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |    209393 | OU      | $9097623.94   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | OBIC BUSINESS CONSULTANTS LTD                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      6700 | OU      | $-386422.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | OCI NV                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |    132552 | OU      | $1104079.14   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SEMLER SCIENTIFIC INC                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      6910 | OU      | $-247723.50   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | THALES SA                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |    105370 | OU      | $28343861.42  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PIGEON CORP                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |    999600 | OU      | $11050380.07  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | APOLLO COMMERCIAL REAL ESTATE FINA                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    169008 | OU      | $-1625856.96  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BLACKLINE INC                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    135893 | OU      | $-7308325.54  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ST JAMESS PLACE PLC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |      6330 | OU      | $108944.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | EZCORP NON VOTING INC CLASS A                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |    116262 | OU      | $1664871.84   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TOSOH CORP                                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    171500 | OU      | $2581834.81   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NISSIN FOODS HOLDINGS LTD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    245200 | OU      | $-4650981.66  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SOHGO SECURITY SERVICES LTD                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    995000 | OU      | $6930770.09   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CAPITALAND INTEGRATED COMMERCIAL T                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SG        |   5744096 | OU      | $-9698678.70  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HANKYU HANSHIN HOLDINGS INC                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     28400 | OU      | $-740150.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DINE BRANDS GLOBAL INC                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |    257214 | OU      | $-5815608.54  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TRAVEL LEISURE                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    122894 | OU      | $-7281469.50  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ALPHA AND OMEGA SEMICONDUCTOR LTD                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     83797 | OU      | $-2134309.59  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WESTPAC BANKING CORPORATION CORP                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |    651801 | OU      | $-14072466.68 | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CAR GROUP LTD                                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |     10999 | OU      | $-267710.38   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MSA SAFETY INC                                          | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     97990 | OU      | $-17429481.30 | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | YOKOGAWA ELECTRIC CORP                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    143400 | OU      | $-3822194.97  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | HARBOUR ENERGY PLC                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    917885 | OU      | $2413979.50   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ELANCO ANIMAL HEALTH INC                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    540132 | OU      | $-7389005.76  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MOWI                                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | NO        |    162589 | OU      | $3028624.03   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BT GROUP PLC                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |   1592248 | OU      | $-4348487.34  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STROEER SE                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | XX        |    115031 | OU      | $6180882.79   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | URBAN OUTFITTERS INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    101669 | OU      | $7653642.32   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BEIJER REF CLASS B                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | SE        |    332224 | OU      | $-5577009.54  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                        | BlackRock Liquidity Funds: T-Fund, Institutional Shares | CUSIP: 09248U718<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |   4370994 | NS      | $4370994.22   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | REECE LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    423611 | OU      | $-3667863.19  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FIXSTARS CORP                                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     23200 | OU      | $-312156.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HYDRO ONE LTD                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      7528 | OU      | $-266218.24   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HUNTING PLC                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |    179853 | OU      | $748196.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WR BERKLEY CORP                                         | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      4670 | OU      | $-321342.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | JD SPORTS FASHION PLC                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |   3811138 | OU      | $-4277950.22  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CANADIAN NATURAL RESOURCES LTD                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |    369887 | OU      | $11708461.19  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COVER CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    571912 | OU      | $-8080995.36  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MTR CORPORATION CORP LTD                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | HK        |    301000 | OU      | $-1082777.83  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | OTSUKA CORP                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |   1497500 | OU      | $28373369.66  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TOKMANNI GROUP CORPORATION                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FI        |    125817 | OU      | $-1232047.50  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EMBECTA CORP                                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     28857 | OU      | $-293187.12   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VALEO                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |     98212 | OU      | $1068493.94   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ARTIVION INC                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    251981 | OU      | $-7788732.71  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VIVENDI                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |   1626443 | OU      | $-6165519.93  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ALTRI SGPS SA                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | PT        |      9582 | OU      | $-52147.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VISA INC CLASS A                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     22455 | OU      | $7757528.85   | 0.13%             |  |  |  | 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        |    755000 | OU      | $-673885.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MANI INC                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     17300 | OU      | $-145683.70   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | OBAYASHI CORP                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |    220600 | OU      | $3248391.71   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NOMURA LTD                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    435600 | OU      | $2650207.10   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KYUDENKO CORP                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     40800 | OU      | $-1743188.79  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SPRINKLR INC CLASS A                                    | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |   1015450 | OU      | $-9149204.50  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | COSMO PHARMACEUTICALS NV                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |     11699 | OU      | $-839237.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | 3I GROUP PLC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |     73892 | OU      | $-4037615.32  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AUTONATION INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     25365 | OU      | $4886313.60   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHARP CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    946600 | OU      | $4475122.07   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HUFVUDSTADEN CLASS A                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SE        |     47927 | OU      | $-579946.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AIN HOLDINGS INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     38100 | OU      | $-1466460.83  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WACOAL HOLDINGS CORP                                    | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |      2500 | OU      | $-90352.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WESTINGHOUSE AIR BRAKE TECHNOLOGIE                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      4582 | OU      | $879973.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | EBAY INC                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     22559 | OU      | $-2069788.25  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KIMBALL ELECTRONICS INC                                 | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     40492 | OU      | $759629.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CREDIT SAISON LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    182100 | OU      | $-4804439.38  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KONGSBERG GRUPPEN                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NO        |    146235 | OU      | $-4369959.33  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ANZ GROUP HOLDINGS LTD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    360391 | OU      | $-7072131.74  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MARINEMAX INC                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      5579 | OU      | $-126531.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHIMANO INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     25000 | OU      | $-2734896.98  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BUCHER INDUSTRIES AG                                    | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | CH        |     14157 | OU      | $-6685624.21  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ASGN INC                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     67066 | OU      | $3362689.24   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GODADDY INC CLASS A                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    143722 | OU      | $23222600.76  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WHARF (HOLDINGS) LTD                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | HK        |     28000 | OU      | $-79719.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FLUENCE ENERGY INC CLASS A                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    136210 | OU      | $-1106025.20  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CHARTER HALL SOCIAL INFRASTRUCTURE                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |    292250 | OU      | $555252.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AJINOMOTO INC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     80500 | OU      | $-2129742.17  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOITEC SA                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      3030 | OU      | $131241.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CONSTELLIUM SE CLASS A                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     19566 | OU      | $268249.86    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | IPSEN SA                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FR        |     45174 | OU      | $5322946.92   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | UNIVEST FINANCIAL CORP                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     17937 | OU      | $517303.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | FLEX LTD                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    508826 | OU      | $25375152.62  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOMONY HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     53200 | OU      | $-215053.52   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OPEN HOUSE GROUP LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     57000 | OU      | $-2520563.81  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OSG CORP                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    215700 | OU      | $-2791013.29  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BRIGHTVIEW HOLDINGS INC                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    218811 | OU      | $-3490035.45  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BUSINESS FIRST BANCSHARES INC                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      5534 | OU      | $-131432.50   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TAIYO HOLDINGS LTD                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      9200 | OU      | $-399529.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WEST JAPAN RAILWAY                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    375200 | OU      | $-8214711.73  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FIRSTENERGY CORP                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     26692 | OU      | $1140015.32   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BANCO COMERCIAL PORTUGUES SA                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | PT        |     22182 | OU      | $-18214.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CVC CAPITAL PARTNERS PLC                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | NL        |    405781 | OU      | $-7781182.50  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WISETECH GLOBAL LTD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |     22268 | OU      | $-1686581.71  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | YAMAZEN CORP                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |     82800 | OU      | $733914.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TRIGANO SA                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |     69435 | OU      | $-11841086.39 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PRYSMIAN                                                | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | IT        |    237303 | OU      | $-18951829.72 | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | COSMOS PHARMACEUTICAL CORP                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     17700 | OU      | $-1099549.46  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SIRIUSXM HOLDINGS INC                                   | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    122967 | OU      | $2597063.04   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ROPER TECHNOLOGIES INC                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     31723 | OU      | $-17460339.20 | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ALBANY INTERNATIONAL CORP CLASS A                       | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    100823 | OU      | $-5463598.37  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | STRAUSS GROUP LTD                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IL        |      7837 | OU      | $-210440.59   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALTRI SGPS SA                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | PT        |      2642 | OU      | $-14378.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | HKBN LTD                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | HK        |    333000 | OU      | $211532.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SCOR                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |    104481 | OU      | $3403682.50   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DOWA HOLDINGS LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     30000 | OU      | $979716.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SUMITOMO WAREHOUSE LTD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     83100 | OU      | $-1723592.88  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BUILDERS FIRSTSOURCE INC                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     35378 | OU      | $-4497605.14  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PANASONIC HOLDINGS CORP                                 | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    285500 | OU      | $2700635.39   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ROHM LTD                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    463600 | OU      | $5833880.89   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | COLUMBUS MCKINNON CORP                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     28214 | OU      | $413335.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LANTHEUS HOLDINGS INC CFD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    131207 | OU      | $-9340626.33  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WELCIA HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |    207000 | OU      | $-3473391.15  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UFP INDUSTRIES INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    122022 | OU      | $11958156.00  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | INFORMA PLC                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    260387 | OU      | $-2977535.21  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ROOT INC CLASS A                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     23958 | OU      | $-2899636.74  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EASTERN BANKSHARES INC                                  | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     47828 | OU      | $-738942.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SARTORIUS PREF AG                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | XX        |     19771 | OU      | $4210268.87   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WALLENSTAM CLASS B                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |    760207 | OU      | $-3445432.23  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CIENA CORP                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     31608 | OU      | $2934486.72   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AST SPACEMOBILE INC CLASS A                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     79142 | OU      | $-4207980.14  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AIR PRODUCTS AND CHEMICALS INC                          | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     43513 | OU      | $-12526522.44 | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GOLD ROAD RESOURCES LTD                                 | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |   1582644 | OU      | $-3170508.70  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | 1 1 AG                                                  | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | DE        |     54177 | OU      | $-1138932.08  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHIN ETSU POLYMER LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     10100 | OU      | $-119255.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NVR INC                                                 | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |       196 | OU      | $1479700.04   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOKEN CORP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      2600 | OU      | $-240192.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | COMMONWEALTH BANK OF AUSTRALIA                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |    209459 | OU      | $23779779.55  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GIVAUDAN SA                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CH        |      4237 | OU      | $17712129.83  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | QANTAS AIRWAYS LTD                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |    901218 | OU      | $6250250.14   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VOLUTION GROUP PLCINARY                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    287203 | OU      | $2541273.74   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SHIZUOKA FINANCIAL GROUP INC                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     58400 | OU      | $690765.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SOMPO HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    633900 | OU      | $18691826.79  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SAPIENS INTERNATIONAL NV                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     14903 | OU      | $-408491.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HIMS HERS HEALTH INC CLASS A                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     31132 | OU      | $-2060315.76  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EFG INTERNATIONAL AG                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |    102036 | OU      | $2022422.36   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BUCHER INDUSTRIES AG                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |      3782 | OU      | $-1786044.41  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NUVISTA ENERGY LTD                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    422877 | OU      | $-4468042.21  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ZUKEN INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       300 | OU      | $-11538.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CATENA                                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |       911 | OU      | $-41153.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ERSTE GROUP BANK AG                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AT        |     40091 | OU      | $-3666076.08  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ROSS STORES INC                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      4519 | OU      | $-617024.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | UNIBAIL RODAMCO WE STAPLED UNITS                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      8633 | OU      | $836876.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KEPPEL LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SG        |    928600 | OU      | $-6032962.72  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURECYCLE TECHNOLOGIES INC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     82210 | OU      | $-1102436.10  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DEFINITY FINANCIAL CORP                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |     42083 | OU      | $-2267245.92  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ADEIA INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    118415 | OU      | $-1533474.25  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EPIROC CLASS B                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |     57225 | OU      | $-1025814.66  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SIX FLAGS ENTERTAINMENT CORP                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     61475 | OU      | $1841791.00   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KIKKOMAN CORP                                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     80000 | OU      | $-702796.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | TRSWAP: SMU5 FUTURE 19-SEP-2025                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | DE        |   1801557 | OU      | $-36081.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | STRATASYS LTD                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    112801 | OU      | $1221634.83   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | YELLOW CAKE PLC                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |    134153 | OU      | $-865022.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OXFORD NANOPORE TECHNOLOGIES PLC                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    236589 | OU      | $-634175.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NEWS CORP CLASS A                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    386770 | OU      | $-11340096.40 | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FIRSTSERVICE SUBORDINATE VOTING CO                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |     10073 | OU      | $1985520.90   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HANG SENG BANK LTD                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | HK        |    368600 | OU      | $-5369284.31  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ACCENT GROUP LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    143937 | OU      | $-137110.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VENTIA SERVICES GROUP LTD                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |    178538 | OU      | $594493.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MURATA MANUFACTURING LTD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   1406000 | OU      | $20927012.97  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CANADIAN NATURAL RESOURCES LTD                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |     41264 | OU      | $1306177.14   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FLIGHT CENTRE TRAVEL GROUP LTD                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |   1000743 | OU      | $7632445.79   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SYNAPTICS INC                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |    227366 | OU      | $14255848.20  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SYNCHRONY FINANCIAL                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     12694 | OU      | $884390.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | REDWIRE CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    295938 | OU      | $-4228954.02  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HEICO CORP                                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     48778 | OU      | $15940650.40  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HOEGH AUTOLINERS                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NO        |        75 | OU      | $-753.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MEGMILK SNOW BRAND LTD                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     15900 | OU      | $-300481.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | TRSWAP: EOQ5 FUTURE 15-AUG-2025                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | NL        |   9280438 | OU      | $-135921.86   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BENTLEY SYSTEMS INC CLASS B                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    289640 | OU      | $-16793327.20 | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | HUDBAY MINERALS INC                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CA        |    126427 | OU      | $1173391.47   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DELEK US HOLDINGS INC                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    213551 | OU      | $4777135.87   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BLUELINX HOLDINGS INC                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     34716 | OU      | $2543641.32   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FUKUYAMA TRANSPORTING LTD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     15900 | OU      | $-378562.09   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ING GROEP NV                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NL        |    241498 | OU      | $-5628214.06  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PRUDENTIAL PLC                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |    887904 | OU      | $-11264106.97 | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PRO MEDICUS LTD                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |     19307 | OU      | $3964780.74   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | THULE GROUP                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |     17022 | OU      | $-481411.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ARCELORMITTAL SA                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |    258958 | OU      | $8073318.44   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SELECT MEDICAL HOLDINGS CORP                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    102821 | OU      | $1520722.59   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | WALMART INC                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    180716 | OU      | $17706553.68  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CHENIERE ENERGY INC                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     29535 | OU      | $6966715.80   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SPAREBANKEN NORGE                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NO        |    114960 | OU      | $1799045.25   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | A P MOLLER MAERSK                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DK        |      1359 | OU      | $2666587.70   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | WORTHINGTON STEEL INC                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     79041 | OU      | $-2412331.32  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MUNTERS GROUP                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |    155440 | OU      | $2187549.43   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | TRSWAP: UKDZ5 FUTURE 18-DEC-2025                        | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | GB        |   1209695 | OU      | $-3592.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CURRYS PLC                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |   1855349 | OU      | $2766350.66   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KEARNY FINANCIAL CORP                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    304939 | OU      | $1808288.27   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DAI DAN LTD                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    124600 | OU      | $3789162.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NEXANS SA                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |     15872 | OU      | $-2281129.13  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BANCA MONTE DEI PASCHI DI SIENA SP                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IT        |    277958 | OU      | $2366373.50   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | YAMAHA CORP                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    157700 | OU      | $1136561.34   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BURFORD CAPITAL LTD                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    230304 | OU      | $-2959406.40  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GLOBALFOUNDRIES INC                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     38286 | OU      | $1431513.54   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BLUE BIRD CORP                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    192556 | OU      | $-8624583.24  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NANKAI ELECTRIC RAILWAY LTD                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    353000 | OU      | $-5670141.12  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | CBOE VOLATILITY INDEX                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     50000 | NC      | $4250000.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | VISTRY GROUP PLC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    236278 | OU      | $-1810841.21  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SOPRA STERIA GROUP                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |     18096 | OU      | $-3899092.33  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MARTEN TRANSPORT LTD                                    | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     66881 | OU      | $-813272.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TAIYO YUDEN LTD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      8100 | OU      | $-151333.67   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TECHMATRIX CORP                                         | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    105000 | OU      | $1493777.35   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ENOVIX CORP                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     76774 | OU      | $-1028771.60  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DAIWA HOUSE INDUSTRY LTD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     98800 | OU      | $3266417.94   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HOGY MEDICAL LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      8400 | OU      | $-265235.69   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ASICS CORP                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    125300 | OU      | $-2945713.66  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                   | TRSWAP: MNDZ5 FUTURE 31-MAR-2026                        | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DE               |  | FR        | 263340000 | OU      | $21007.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MTU AERO ENGINES HOLDING AG                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |     20860 | OU      | $-8998132.38  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CREDIT SAISON LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     77100 | OU      | $-2034169.56  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | EMBECTA CORP                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     78927 | OU      | $-801898.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BELLEVUE GOLD LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |   4531578 | OU      | $-2335963.27  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TALABAT HOLDING PLC                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AE        |   7435012 | OU      | $2543543.10   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CHALLENGER LTD                                          | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |    515111 | OU      | $2707221.95   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INDRA SISTEMAS SA                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | ES        |     11209 | OU      | $-464321.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MARUWA (OWARIASAHI) LTD                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     13000 | OU      | $-3918428.54  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DELUXE CORP                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     30419 | OU      | $489745.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MARUBENI CORP                                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    505300 | OU      | $-10345378.02 | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD EUR                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $3054.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DAICEL CORP                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    297300 | OU      | $-2557395.82  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NIPPON SANSO HOLDINGS CORP                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     10300 | OU      | $-364553.33   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EMPIRE LTD CLASS A                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     25542 | OU      | $1017182.13   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | EIFFAGE SA                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FR        |     10068 | OU      | $1351481.99   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VOSSLOH AG                                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | DE        |      9184 | OU      | $-900745.46   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | INDEPENDENT BANK CORP                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     13762 | OU      | $420429.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SIEMENS N AG                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |      1628 | OU      | $-414656.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | QUBE HOLDINGS LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |   1472971 | OU      | $-4107528.30  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CMS ENERGY CORP                                         | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      3799 | OU      | $-280366.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | IBIDEN LTD                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |      1500 | OU      | $-63436.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | WARNER BROS. DISCOVERY INC SERIES                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    226246 | OU      | $-2979659.82  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CHANGE HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     36800 | OU      | $-281514.99   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AVIS BUDGET GROUP INC                                   | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     40895 | OU      | $-6961964.80  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SILEX SYSTEMS LTD                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |     96114 | OU      | $-258527.31   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BODYCOTE PLC                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |     35506 | OU      | $-298461.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IAMGOLD CORP                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |   1085369 | OU      | $-7331880.66  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DEUTZ AG                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |    111992 | OU      | $982107.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DISCO CORP                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     15000 | OU      | $-4432897.00  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RESMED INC                                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     67732 | OU      | $18419040.08  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NIPPON PILLAR PACKING LTD                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |     13500 | OU      | $-345771.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FOOD   LIFE COMPANIES LTD                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     19800 | OU      | $997254.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RADNET INC                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      5568 | OU      | $-304736.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CHOICE PROPERTIES REAL ESTATE INVE                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    524708 | OU      | $-5373561.29  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DAIKIN INDUSTRIES LTD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     83300 | OU      | $-10242214.27 | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KURABO INDUSTRIES LTD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      3300 | OU      | $-175141.29   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OUTFRONT MEDIA INC                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    185548 | OU      | $-3252656.44  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | IWG                                                     | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |    808422 | OU      | $2358750.81   | 0.04%             |  |  |  | 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      | $-2099.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TECHNOPROBE SPA                                         | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | IT        |    247308 | OU      | $-2029103.28  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FAST RETAILING LTD                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     15100 | OU      | $-4605948.41  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NN GROUP NV                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NL        |    215686 | OU      | $14523345.59  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GEORG FISCHER AG                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |      9391 | OU      | $-734645.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MITSUI MINING AND SMELTING LTD                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     30600 | OU      | $1294247.23   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD EUR                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $828.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NIPPON PAINT HOLDINGS LTD                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     68200 | OU      | $-578168.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BUNZL                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     39117 | OU      | $-1160893.16  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SVENSKA CELLULOSA B                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |     80317 | OU      | $-1007267.33  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | INSOURCE LTD                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     10400 | OU      | $-62771.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | JACK IN THE BOX INC                                     | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     10300 | OU      | $-202910.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HORACE MANN EDUCATORS CORP                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     50135 | OU      | $-2132241.55  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOKAI CARBON LTD                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     63700 | OU      | $-434983.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ACCEL ENTERTAINMENT INC CLASS A                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     49002 | OU      | $630165.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | LANTHEUS HOLDINGS INC                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     59398 | OU      | $-4228543.62  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | JANUS INTERNATIONAL GROUP INC                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    444442 | OU      | $-3808867.94  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | WINMARK CORP                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      1821 | OU      | $687281.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TG THERAPEUTICS INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     80360 | OU      | $2852780.00   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | OVERSEA-CHINESE BANKING LTD                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | SG        |    379300 | OU      | $-4915408.70  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SIGMAROC PLC                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |    294490 | OU      | $-447361.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ACCENT GROUP LTD                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |     64518 | OU      | $-61458.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NITERRA LTD                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     93300 | OU      | $-3216395.16  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | WELCIA HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |      2300 | OU      | $-38593.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CAPITALAND INTEGRATED COMMERCIAL T                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SG        |      6070 | OU      | $-10248.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TOKYO CENTURY CORP                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |    757500 | OU      | $8669393.65   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GIBRALTAR INDUSTRIES INC                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     63207 | OU      | $4173558.21   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SPIE SA                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |     42553 | OU      | $2504302.06   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | VGP NV                                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | BE        |     10253 | OU      | $-1078202.33  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ENGIE SA                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |    662138 | OU      | $14883680.37  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DAI NIPPON PRINTING LTD                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    188900 | OU      | $2908957.75   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NH FOODS LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    127600 | OU      | $4286895.65   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NOVOZYMES B                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DK        |    509243 | OU      | $-32946755.68 | -0.55%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | STANTEC INC                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |     10779 | OU      | $1178252.99   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MITSUI LTD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |   1067200 | OU      | $21724605.42  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | XVIVO PERFUSION                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |     28750 | OU      | $-586024.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NS UNITED KAIUN KAISHA LTD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     17600 | OU      | $-488435.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LY CORP                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   1239100 | OU      | $4529114.32   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | REX AMERICAN RESOURCES CORP                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     22978 | OU      | $1201289.84   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ACADIA REALTY TRUST REIT                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    643197 | OU      | $-12040647.84 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ITURAN LOCATION AND CONTROL LTD                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     33850 | OU      | $1337075.00   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | UNITY SOFTWARE INC                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     98875 | OU      | $-3298470.00  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AMNEAL PHARMACEUTICALS INC CLASS A                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    523143 | OU      | $4090978.26   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LIMBACH HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      6137 | OU      | $-840769.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | RYAN SPECIALTY HOLDINGS INC CLASS                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     97842 | OU      | $-5986951.98  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | JUROKU FINANCIAL GROUP INC                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      1300 | OU      | $-44834.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KEYERA CORP                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |     53748 | OU      | $1687383.08   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HENKEL & KGAA PREF AG                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |     36250 | OU      | $2793392.23   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ES CON JAPAN LTD                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     91300 | OU      | $-587615.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FIRST MAJESTIC SILVER CORP                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |     74109 | OU      | $-589406.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TRIUMPH FINANCIAL INC                                   | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     21529 | OU      | $-1221124.88  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NICE LTD                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IL        |     32085 | OU      | $5008825.17   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TAPESTRY INC                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    118357 | OU      | $12786106.71  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EVERQUOTE INC CLASS A                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    119589 | OU      | $2940693.51   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                      | CAC40 10 EURO FUT AUG25                                 | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DE               |  | FR        |     -1012 | NC      | $912079.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HALOZYME THERAPEUTICS INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     13087 | OU      | $784827.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SANTEN PHARMACEUTICAL LTD                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |   1054900 | OU      | $11655497.94  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BROOKFIELD WEALTH SOLUTIONS EXCHAN                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |     34711 | OU      | $-2321749.05  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | AURORA INNOVATION INC CLASS A                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    934022 | OU      | $-5426667.82  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AMERANT BANCORP INC CLASS A                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      3787 | OU      | $-73089.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MIZUHO FINANCIAL GROUP INC                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    792700 | OU      | $23251205.62  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | F G ANNUITIES AND LIFE INC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     47093 | OU      | $-1502737.63  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PRINCIPAL FINANCIAL GROUP INC                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     23665 | OU      | $1841846.95   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DRAX GROUP PLC                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     46671 | OU      | $-435885.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | IZUMI LTD                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     83400 | OU      | $-1755703.43  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | S+P 500 ANNL DIV DEC26                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       -84 | NC      | $-12457.47    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MEDICAL PROPERTIES TRUST REIT INC                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    701453 | OU      | $-2889986.36  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STEPSTONE GROUP INC CLASS A                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1428 | OU      | $-84766.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | AMCOR PLC                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    561737 | OU      | $-5252240.95  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AIA GROUP LTD                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | HK        |    712400 | OU      | $6642535.58   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | KOSAIDO HOLDINGS LTD                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     62300 | OU      | $-188827.95   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SURGE ENERGY INC                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |    179154 | OU      | $951626.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BMW PREF AG                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |      7202 | OU      | $-629637.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SMITHS GROUP PLC                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |     19018 | OU      | $589104.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WACKER CHEMIE AG                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |     10064 | OU      | $-749073.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TSUBURAYA FIELDS HOLDINGS INC                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     30500 | OU      | $-464245.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SKYLARK HOLDINGS LTD                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    373500 | OU      | $7099428.41   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SIEGFRIED HLDG LTD                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CH        |      7062 | OU      | $-789575.27   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WARRIOR MET COAL INC                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     72350 | OU      | $-3717343.00  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SMARTFINANCIAL INC                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     35391 | OU      | $1212495.66   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PASONA GROUP INC                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      8600 | OU      | $-117793.88   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CENTERRA GOLD INC                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |    350265 | OU      | $2383804.09   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ENCORE CAPITAL GROUP INC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     82809 | OU      | $3053995.92   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PINNACLE FINANCIAL PARTNERS INC                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      4485 | OU      | $-394186.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HAKUHODO DY HOLDINGS INC                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     58800 | OU      | $-462722.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ASTON MARTIN LAGONDA GLOBAL HOLDIN                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |   1188209 | OU      | $-1092929.83  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | QIAGEN NV                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |     88616 | OU      | $4394082.86   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CHIPOTLE MEXICAN GRILL INC                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     14083 | OU      | $603879.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TOOTSIE ROLL INDUSTRIES INC                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     36579 | OU      | $-1387441.47  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SWISS PRIME SITE AG                                     | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | CH        |     14867 | OU      | $-2056235.51  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | IMCD NV                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | NL        |     20975 | OU      | $-2299084.15  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | INTEGRA LIFESCIENCES HOLDINGS CORP                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |    118226 | OU      | $-1553489.64  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PENTAIR                                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    196051 | OU      | $20036412.20  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ENERGY FUELS INC                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |    200826 | OU      | $-1821869.82  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TOPPAN HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    120700 | OU      | $-3252650.78  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KYOTO FINANCIAL GROUP INC                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     22800 | OU      | $-412468.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TOSHIBA TEC CORP                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    108400 | OU      | $2167093.70   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EXP WORLD HOLDINGS INC                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    574034 | OU      | $6188086.52   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DAIFUKU LTD                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    113100 | OU      | $-2863261.28  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BANDWIDTH INC CLASS A                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    165646 | OU      | $2304135.86   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KUSURI NO AOKI HOLDINGS LTD                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    124000 | OU      | $-3300632.06  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COCA COLA HBC AG                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |     81350 | OU      | $4227937.53   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | JMDC INC                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     17300 | OU      | $-447027.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOKYO SEIMITSU LTD                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      4200 | OU      | $-261280.74   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WPP PLC                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |   1461649 | OU      | $-7913933.19  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OSAKA STEEL LTD                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     18400 | OU      | $-311443.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WORTHINGTON STEEL INC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      3990 | OU      | $-121774.80   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TENARIS SA                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |      5432 | OU      | $94870.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PINNACLE INVESTMENT MANAGEMENT GRO                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |     64776 | OU      | $919184.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SOHO HOUSE AND CO INC CLASS A                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     42299 | OU      | $-268598.65   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NEXTAGE LTD                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     60800 | OU      | $-754696.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INNODATA INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      5017 | OU      | $-275433.30   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SPIE SA                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |    113114 | OU      | $6656913.11   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NISHI-NIPPON FINANCIAL HOLDINGS IN                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    358500 | OU      | $5662746.38   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HAZAMA ANDO CORP                                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    658500 | OU      | $6982918.47   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CODAN LTD                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |     80543 | OU      | $1076876.11   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOMONY HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     58600 | OU      | $-236882.26   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BASF N                                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | DE        |    773620 | OU      | $-37914632.65 | -0.64%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ELASTIC NV                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    361729 | OU      | $30276717.30  | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MILLROSE PROPERTIES INC CLASS A                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    876970 | OU      | $-26300330.30 | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GLANBIA PLC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IE        |    391541 | OU      | $-5689043.08  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TREND MICRO INC                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     16500 | OU      | $-1006143.86  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CANON INC                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    312700 | OU      | $8881505.71   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SYENSQO NV                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | BE        |     31162 | OU      | $-2469769.66  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MIZUHO LEASING LIMITED LTD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     65700 | OU      | $-504645.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | HYSTER YALE INC CLASS A                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      7201 | OU      | $-302514.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TOYO SUISAN LTD                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     24100 | OU      | $-1539715.22  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | VISIONAL INC                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     87400 | OU      | $-6831660.77  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | HUB GROUP INC CLASS A                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    189261 | OU      | $6627920.22   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SEZZLE INC                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      9496 | OU      | $-1470360.64  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | QUINSTREET INC                                          | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    395074 | OU      | $6483164.34   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RH                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     46755 | OU      | $9613763.10   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INTEGRAL DIAGNOSTICS LTD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     85304 | OU      | $-146122.76   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KURA SUSHI USA INC                                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     18145 | OU      | $-1592042.30  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | OERSTED                                                 | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | DK        |     91627 | OU      | $-4318517.63  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | INGLES MARKETS INC CLASS A                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     63831 | OU      | $-4016884.83  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EDP RENOVAVEIS SA                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | PT        |    651994 | OU      | $-7654870.47  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WALLENIUS WILHELMSEN                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | NO        |     44949 | OU      | $402121.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BLACKSTONE MORTGAGE TRUST REIT CLA                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    498371 | OU      | $-9209896.08  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GODO STEEL LTD                                          | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |      9300 | OU      | $-234666.66   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LEAR CORP                                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     69891 | OU      | $6590022.39   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STORA ENSO CLASS R                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FI        |   1329932 | OU      | $-13684310.34 | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LIFENET INSURANCE                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |     53289 | OU      | $-807175.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | B2GOLD CORP                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |         5 | OU      | $16.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AMERICAN FINANCIAL GROUP INC                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      5802 | OU      | $-724669.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SCANSOURCE INC                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     41400 | OU      | $1607976.00   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALKAMI TECHNOLOGY INC                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    484992 | OU      | $-10810471.68 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CTP NV                                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | NL        |    336246 | OU      | $-7131310.32  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | OBAYASHI CORP                                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    183400 | OU      | $2700612.15   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ESSILORLUXOTTICA SA                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |     59211 | OU      | $-17606648.44 | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | STEVANATO GROUP                                         | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     18401 | OU      | $-454688.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | HEXAGON COMPOSITES                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | NO        |     51922 | OU      | $-85789.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HOSHIZAKI CORP                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    366100 | OU      | $-12536279.14 | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | COATS GROUP PLC                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |   1347005 | OU      | $-1316402.21  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MERLIN PROPERTIES REIT SA                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | ES        |    131275 | OU      | $-1817639.45  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NEOGEN CORP                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    585267 | OU      | $-2721491.55  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IZUMI LTD                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     16300 | OU      | $-343141.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AIR FRANCE-KLM SA                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |     27237 | OU      | $-357472.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BATH AND BODY WORKS INC                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    406057 | OU      | $11759410.72  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NAVIGATOR HOLDINGS LTD                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     55297 | OU      | $-872033.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FUJIFILM HOLDINGS CORP                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    140400 | OU      | $-2912208.25  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AOZORA BANK LTD                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |    130700 | OU      | $-1917549.36  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ONO PHARMACEUTICAL LTD                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      3200 | OU      | $35784.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WESTROCK COFFEE                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      8636 | OU      | $-57429.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HENKEL   KGAA PREF AG                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |     64229 | OU      | $4949428.67   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VALMET                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FI        |      9143 | OU      | $329895.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MAXLINEAR INC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    402165 | OU      | $6362250.30   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOKYO METRO LTD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    632500 | OU      | $-6815402.51  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CALUMET INC                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     64891 | OU      | $-1034362.54  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TP ICAP GROUP PLC                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |    262240 | OU      | $1058607.64   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HEIWADO LTD                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    133000 | OU      | $2566218.14   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FORTUNA MINING CORP                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |   1194862 | OU      | $7709343.45   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | FRESENIUS SE AND CO KGAA                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | DE        |      5248 | OU      | $-250490.35   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | COMPAGNIE DE SAINT GOBAIN SA                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |    122194 | OU      | $-14017741.19 | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOFTBANK GROUP CORP                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    104600 | OU      | $-7987144.43  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | IBSTOCK PLC                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |    289699 | OU      | $-574651.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DAKTRONICS INC                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    166491 | OU      | $-2700484.02  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MID AMERICA APARTMENT COMMUNITIES                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     24131 | OU      | $-3436978.33  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DEUTSCHE LUFTHANSA AG                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |    877764 | OU      | $-7526678.22  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | 77 BANK LTD                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    106400 | OU      | $3675236.10   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SCREEN HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     35000 | OU      | $-2730346.47  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PROS HOLDINGS INC                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    118557 | OU      | $1860159.33   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ROSS STORES INC                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     52211 | OU      | $-7128889.94  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SILEX SYSTEMS LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     57166 | OU      | $-153765.03   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | UNIVERSAL HEALTH SERVICES INC CLAS                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      8400 | OU      | $1398180.00   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NEXPOINT RESIDENTIAL TRUST INC                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       131 | OU      | $4084.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RCI HOSPITALITY HOLDINGS INC                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     20172 | OU      | $-722762.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SHENANDOAH TELECOMMUNICATIONS                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    171229 | OU      | $-2513641.72  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SAN IN GODO BANK LTD                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |    469100 | OU      | $3950113.07   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LKQ CORP                                                | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    197608 | OU      | $-5823507.76  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GEORG FISCHER AG                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CH        |      5121 | OU      | $-400608.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | OTSUKA HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    379500 | OU      | $18067881.21  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Chime Financial Inc                              | Chime Financial Inc                                     | CUSIP: 16935C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    151452 | NS      | $5211463.32   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SIGMA HEALTHCARE LTD                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |    757698 | OU      | $-1399555.72  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LIBERTY MEDIA FORMULA ONE SERIES C                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     74501 | OU      | $-7476175.35  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BANCO COMERCIAL PORTUGUES SA                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | PT        |   1677516 | OU      | $-1377482.82  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ARIS MINING CORP                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |     83462 | OU      | $-581270.42   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MATSON INC                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     45170 | OU      | $4823252.60   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DAVITA INC                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      2573 | OU      | $361172.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | REXEL SA                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |    581130 | OU      | $-17564322.01 | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ZIP CO LTD                                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |   2799267 | OU      | $5676820.66   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TOYOTA BOSHOKU CORP                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      8100 | OU      | $-115105.10   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TAIKISHA LTD                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |     50000 | OU      | $895820.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INVESCO MORTGAGE CAPITAL REIT INC                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    366505 | OU      | $-2767112.75  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HOWDEN JOINERY GROUP PLC                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     80182 | OU      | $-928232.37   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OJI HOLDINGS CORP                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    368300 | OU      | $-1795041.66  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GUESS INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    222932 | OU      | $-2898116.00  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DREAM INDUSTRIAL REAL ESTATE INVES                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CA        |    667348 | OU      | $-5548389.84  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RAKUTEN BANK LTD                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      6300 | OU      | $-293465.04   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHUGOKU MARINE PAINTS LTD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     65600 | OU      | $-1347447.21  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DEEP YELLOW LTD                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |    288324 | OU      | $-274710.83   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UNITED THERAPEUTICS CORP                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      9650 | OU      | $2650855.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DAETWYLER HOLDING AG                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |      1261 | OU      | $-224576.69   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SERVICE                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    189316 | OU      | $-14446703.96 | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EDENRED                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |     12867 | OU      | $-367456.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | REECE LTD                                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |     44345 | OU      | $-383964.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KAROON ENERGY LTD                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |    377531 | OU      | $-451524.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | INDIVIOR PLC                                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     18178 | OU      | $-367195.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BUNZL                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |       122 | OU      | $3620.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DAIEI KANKYO LTD                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     26400 | OU      | $-543982.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | F G ANNUITIES AND LIFE INC                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     18652 | OU      | $-595185.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | JAPAN INVESTMENT ADVISER LTD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      7700 | OU      | $-93719.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CBRE GROUP INC CLASS A                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     41107 | OU      | $6402004.18   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TV ASAHI HOLDINGS CORP                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    311000 | OU      | $5843564.31   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MERCK                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |     26298 | OU      | $-3286838.97  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MITSUBISHI CORP                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    223400 | OU      | $-4406202.17  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SONIC AUTOMOTIVE INC CLASS A                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      1886 | OU      | $136452.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | YAMABIKO CORP                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |     17500 | OU      | $254209.07    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SAP                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |      2886 | OU      | $825267.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NEW WAVE GROUP CLASS B                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | SE        |    623465 | OU      | $-7466592.45  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TORAY INDUSTRIES INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     69400 | OU      | $-474685.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TBS HOLDINGS INC                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     42500 | OU      | $-1398000.37  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GENMAB                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DK        |     13274 | OU      | $2857858.00   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIPPON SANSO HOLDINGS CORP                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    696100 | OU      | $-24637434.49 | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | OPC ENERGY LTD                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IL        |     11462 | OU      | $-172178.75   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ATS CORP                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |     63243 | OU      | $-1919289.95  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PORSCHE AUTOMOBIL HOLDING PREF                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |     32875 | OU      | $-1319407.83  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                   | JPN 10Y BOND(OSE) SEP25                                 | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |       -74 | NC      | $31921.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                              | CITIZEN WATCH LTD                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |   1046600 | OU      | $6282120.11   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AEDIFICA NV                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | BE        |    102954 | OU      | $-7576174.92  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TRE HOLDINGS CORP                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    178100 | OU      | $-1597016.97  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | INDIVIOR PLC                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     62053 | OU      | $-1253470.60  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PEMBINA PIPELINE CORP                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |    262498 | OU      | $9756529.30   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD EUR                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $2087.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TELUS CORP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |     86386 | OU      | $1391552.77   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NIAGEN BIOSCIENCE INC                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     17424 | OU      | $-162914.40   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SEIBU HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    431800 | OU      | $-12066520.86 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MICHELIN                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |     25240 | OU      | $-897950.08   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SHIMIZU CORP                                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    637800 | OU      | $7065523.37   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FRANKLIN BSP REALTY TRUST INC                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    270893 | OU      | $-2736019.30  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SBI SUMISHIN NET BANK LTD                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     86200 | OU      | $-2750406.06  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TERUMO CORP                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    287100 | OU      | $4868431.50   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AGNICO EAGLE MINES LTD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    121536 | OU      | $-15087620.79 | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TOKYO TATEMONO LTD                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    952100 | OU      | $15933263.89  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NIPPON SANSO HOLDINGS CORP                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    173100 | OU      | $-6126619.61  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | WALKER & DUNLOP INC                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     72826 | OU      | $5462678.26   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KBC GROEP                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | BE        |    103606 | OU      | $-10806507.76 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SWCC CORP                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      1900 | OU      | $-113743.48   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | JONES LANG LASALLE INC                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     10600 | OU      | $2865816.00   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FIDELIS INSURANCE HOLDINGS LTD                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    201501 | OU      | $-3044680.11  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KROSAKI HARIMA CORP                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     36100 | OU      | $-826762.42   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | A P MOLLER MAERSK                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DK        |      2567 | OU      | $5036887.88   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | INDEPENDENT BANK CORP                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     28340 | OU      | $865787.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | FIRST BANCORP                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     40752 | OU      | $-848864.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MAIRE TECNIMONT                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IT        |    122563 | OU      | $1702460.05   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BRISTOL MYERS SQUIBB                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    715547 | OU      | $30990340.57  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SEALED AIR                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    329272 | OU      | $-9637791.44  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IHI CORP                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    107500 | OU      | $-11970847.79 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INTEGRAL AD SCIENCE HOLDING CORP                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    258678 | OU      | $2121159.60   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MITSUBOSHI BELTING LTD                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |      2400 | OU      | $-57168.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MONDAYCOM LTD                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     33689 | OU      | $-8836287.81  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ESSENT GROUP LTD                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    113250 | OU      | $6340867.50   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | E.ON N                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |   1359267 | OU      | $24797424.55  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | REGIS RESOURCES LTD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |   2894614 | OU      | $7548056.42   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GCM GROSVENOR INC CLASS A                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     40098 | OU      | $472755.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SUZUKEN LTD                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     90100 | OU      | $3405525.55   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SLM CORP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    174443 | OU      | $-5547287.40  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LENDLEASE GROUP STAPLED UNITS                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |         3 | OU      | $10.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TELE2 B                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |    343332 | OU      | $5306234.26   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | STERLING INFRASTRUCTURE INC                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      6204 | OU      | $-1660128.36  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HK ELECTRIC INVESTMENTS UNITS LTD                       | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | HK        |   1573000 | OU      | $1226338.85   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FRENCKEN GROUP LTD                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SG        |   1492900 | OU      | $1894241.05   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | AGNC INVESTMENT REIT CORP                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |   1719720 | OU      | $-16216959.60 | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BLACKBERRY LTD                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CA        |    784830 | OU      | $-2888736.29  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FIRSTSERVICE SUBORDINATE VOTING CO                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |      6088 | OU      | $1200024.94   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BRENNTAG                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |     39498 | OU      | $-2450420.72  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | OCCIDENTAL PETROLEUM CORP                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    319242 | OU      | $-14027493.48 | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ARCOSA INC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      8383 | OU      | $719932.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VAR ENERGI                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NO        |    152125 | OU      | $521082.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | THYSSENKRUPP AG                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |    921210 | OU      | $10663146.81  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SMITHS GROUP PLC                                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |    376837 | OU      | $11672967.05  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LEO LITHIUM LTD                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |     33787 | OU      | $-4338.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | T MOBILE US INC                                         | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      2760 | OU      | $658011.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | REMITLY GLOBAL INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |   2477897 | OU      | $40885300.50  | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TERADYNE INC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     98187 | OU      | $-10548229.41 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GRAND CITY PROPERTIES SA                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |     44092 | OU      | $555913.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OR ROYALTIES INC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     22196 | OU      | $-614811.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MATSUKIYOKARA                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    334600 | OU      | $-6870903.48  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VITEC SOFTWARE GROUP CLASS B                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |     24187 | OU      | $-937670.17   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MITSUI-SOKO HOLDINGS LTD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    276700 | OU      | $-7189814.71  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NATWEST GROUP PLC                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |   1485674 | OU      | $10312918.64  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KAISER ALUMINIUM CORP                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     31000 | OU      | $2396610.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DATA 3 LTD                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |    187186 | OU      | $900621.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD CAD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $7754.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CAPITALAND INTEGRATED COMMERCIAL T                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SG        |     10059 | OU      | $-16984.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SOLAREDGE TECHNOLOGIES INC                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     19671 | OU      | $504757.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MARUZEN SHOWA UNYU LTD                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |      4600 | OU      | $-219247.05   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KONINKLIJKE AHOLD DELHAIZE NV                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | NL        |    102284 | OU      | $4039849.67   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AGL ENERGY LTD                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |    653654 | OU      | $4073635.06   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KYUDENKO CORP                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     34500 | OU      | $-1474019.93  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BERKSHIRE HATHAWAY INC CLASS B                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      4440 | OU      | $-2095147.20  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MOS FOOD SERVICES INC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     40500 | OU      | $-1026155.33  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AVADEL PHARMACEUTICALS ORD                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    147770 | OU      | $-1553062.70  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ALKERMES                                                | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     81491 | OU      | $2158696.59   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RAMACO RESOURCES INC CLASS A                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    109606 | OU      | $-2230482.10  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BRIGHTVIEW HOLDINGS INC                                 | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    110637 | OU      | $-1764660.15  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DEUTSCHE LUFTHANSA AG                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | DE        |    169146 | OU      | $-1450398.42  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | 1 1 AG                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |     84236 | OU      | $-1770845.24  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NEOGENOMICS INC                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    313587 | OU      | $-1517761.08  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SRG LTD                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |    412369 | OU      | $438713.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DOXIMITY INC CLASS A                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    199185 | OU      | $11702118.75  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KINAXIS INC                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |     61812 | OU      | $9173657.39   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RAMELIUS RESOURCES LTD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |   2060259 | OU      | $-3314709.52  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MCMILLAN SHAKESPEARE LTD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    142736 | OU      | $1632658.77   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VISCOFAN SA                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | ES        |     17994 | OU      | $-1231287.44  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MITSUBOSHI BELTING LTD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     13200 | OU      | $-314427.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ROKU INC CLASS A                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     62805 | OU      | $-5913718.80  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FUKUOKA FINANCIAL GROUP INC                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    723600 | OU      | $19730425.61  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | N ABLE INC                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    178588 | OU      | $1442991.04   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | STAAR SURGICAL                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     72372 | OU      | $-1296544.38  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ORION CLASS B                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | FI        |     44992 | OU      | $-3602002.36  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | VIDRALA SA                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | ES        |     10323 | OU      | $-1111235.18  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOYO TIRE CORP                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     43100 | OU      | $912903.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NPR-RIKEN CORP                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    225700 | OU      | $-3797087.16  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JTEKT CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   3740600 | OU      | $32325745.58  | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OPC ENERGY LTD                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IL        |     44178 | OU      | $-663628.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ODDITY TECH LTD CLASS A                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      4632 | OU      | $324564.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HOULIHAN LOKEY INC CLASS A                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     93741 | OU      | $17872659.06  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | JAPAN STEEL WORKS LTD                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     52100 | OU      | $-3213401.02  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MERIDIAN ENERGY LTD                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | NZ        |    619077 | OU      | $-2078779.68  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HENNES   MAURITZ                                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | SE        |     21609 | OU      | $-291108.65   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SOTETSU HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     83800 | OU      | $-1323292.92  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ACCELLERON N AG                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CH        |     33060 | OU      | $3011165.61   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ENEOS HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |   8800700 | OU      | $46191640.28  | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PEAB CLASS B                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |    109975 | OU      | $827074.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CADELER                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NO        |    134714 | OU      | $-709169.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PELOTON INTERACTIVE CLASS A INC                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |   1204404 | OU      | $8599444.56   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ES CON JAPAN LTD                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |     40600 | OU      | $-261305.34   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MONOTARO LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    427100 | OU      | $-7605333.76  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STARTS CORP INC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     27700 | OU      | $-837575.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | XPEL INC                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     18566 | OU      | $-606922.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EPIROC CLASS B                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |     58167 | OU      | $-1042700.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MITSUBOSHI BELTING LTD                                  | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     17300 | OU      | $-412091.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TELECOM ITALIA                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |  17305213 | OU      | $7952307.73   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ZALANDO                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | XX        |    201174 | OU      | $-5865840.72  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIPPON YAKIN KOGYO LTD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    250000 | OU      | $-6908624.01  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | IBERDROLA SA                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | ES        |   1244750 | OU      | $-21878120.76 | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | OPC ENERGY LTD                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IL        |     11118 | OU      | $-167011.29   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SKANDINAVISKA ENSKILDA BANKEN                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | SE        |    894673 | OU      | $-15650090.88 | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PRYSMIAN                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IT        |     12227 | OU      | $-976490.07   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ASICS CORP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    107800 | OU      | $-2534301.14  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | IRON MOUNTAIN INC                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     42702 | OU      | $4157466.72   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | OPENLANE INC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    155403 | OU      | $-3829129.92  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MARUBENI CORP                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    133500 | OU      | $-2733243.55  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | READY CAPITAL CORP                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    467520 | OU      | $-1968259.20  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CIBUS NORDIC REAL ESTATE                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |    199737 | OU      | $-3540043.36  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NPR-RIKEN CORP                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      5100 | OU      | $-85800.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SWEETGREEN INC CLASS A                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    510774 | OU      | $-6578769.12  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PPL CORP                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     55853 | OU      | $-1993393.57  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SCANDINAVIAN TOBACCO GROUP                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | DK        |    202566 | OU      | $-2654115.54  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ENOVIX CORP                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      1784 | OU      | $-8331.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RENTOKIL INITIAL PLC                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |   6311126 | OU      | $-31482700.61 | -0.53%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WEST JAPAN RAILWAY                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     24100 | OU      | $-527650.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HONG KONG AND CHINA GAS LTD                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | HK        |   5026000 | OU      | $-4486022.57  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TALOS ENERGY INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    537890 | OU      | $-4598959.50  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | WESTERN DIGITAL CORP                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    333002 | OU      | $-26203927.38 | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NANKAI ELECTRIC RAILWAY LTD                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      5500 | OU      | $-88344.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NS UNITED KAIUN KAISHA LTD                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     12300 | OU      | $-341349.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | U HAUL NON VOTING SERIES N                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    132275 | OU      | $-6878300.00  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | A2A                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IT        |   1107073 | OU      | $2697660.94   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | KONINKLIJKE PHILIPS NV                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | XX        |    152389 | OU      | $-3979689.14  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CARNIVAL PLC                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    111071 | OU      | $3022347.58   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MAPLETREE LOGISTICS TRUST UNITS                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SG        |      3300 | OU      | $-2934.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | INGREDION INC                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     41371 | OU      | $5441941.34   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FDJ UNITED                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |     58857 | OU      | $1835857.47   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IG GROUP HOLDINGS PLC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    494836 | OU      | $7368508.85   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CHUGOKU ELECTRIC POWER INC                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    264300 | OU      | $-1439060.13  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GETINGE B                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |     34822 | OU      | $687325.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BANK FIRST CORP                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      5005 | OU      | $-594694.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PROGRESS SOFTWARE CORP                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     81314 | OU      | $3909577.12   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LIGHTSPEED COMMERCE INC                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |   1072141 | OU      | $13363073.81  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ELEVANCE HEALTH INC                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     39866 | OU      | $11285267.28  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | FUJITA KANKO INC                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     18100 | OU      | $-1259425.71  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SURUGA BANK LTD                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    332800 | OU      | $3064323.09   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NATIONAL HEALTH INVESTORS REIT INC                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     24710 | OU      | $-1726240.60  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MDA SPACE LTD                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     46604 | OU      | $-1305019.63  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MORI HILLS INVESTMENT REIT CORP                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      2429 | OU      | $-2195176.50  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DYNAVOX GROUP                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |     50491 | OU      | $652664.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WHEATON PRECIOUS METALS CORP                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      6000 | OU      | $-548729.79   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CYBOZU INC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      6600 | OU      | $-174050.10   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | QUALCOMM INC                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    115340 | OU      | $16927298.40  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ADASTRIA LTD                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      7300 | OU      | $144973.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD AUD                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $12859.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AUSTAL LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    975547 | OU      | $-4093941.16  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ALSTOM SA                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |     68287 | OU      | $1601761.96   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TUI N AG                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |    331284 | OU      | $-2988860.52  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NIB HOLDINGS LTD                                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |    495245 | OU      | $-2351304.02  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PIAGGIO   C                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IT        |    144921 | OU      | $-312842.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TECHNIPFMC PLC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     15232 | OU      | $553987.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | GEORGIA CAPITAL PLC                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    139326 | OU      | $3907127.35   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MARUZEN SHOWA UNYU LTD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     11400 | OU      | $-543351.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SG HOLDINGS LTD                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |     69000 | OU      | $-765514.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CYBOZU INC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     22600 | OU      | $-595989.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MODINE MANUFACTURING                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     63644 | OU      | $-8563936.64  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BELDEN INC                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      2193 | OU      | $271164.45    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | COTY INC CLASS A                                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    666149 | OU      | $-3230822.65  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MONDELEZ INTERNATIONAL INC CLASS A                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |   1010492 | OU      | $-65368727.48 | -1.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INSOURCE LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     10500 | OU      | $-63375.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ASHMORE GROUP PLC                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    623048 | OU      | $1438303.74   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DICKER DATA LTD                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |    156648 | OU      | $873563.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AICA KOGYO LTD                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     25100 | OU      | $-618032.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INTERPARFUMS SA                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |     59789 | OU      | $-2195489.53  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | VISHAY INTERTECHNOLOGY INC                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    629344 | OU      | $-10314948.16 | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | INFRATIL LTD                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NZ        |    473656 | OU      | $-3234171.40  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SEZZLE INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     21931 | OU      | $-3395796.04  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOKYO OHKA KOGYO LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    262900 | OU      | $-7200726.66  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TOKYU FUDOSAN HOLDINGS CORP                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |   3059600 | OU      | $21575241.61  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RANDSTAD HOLDING                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NL        |    196078 | OU      | $-9319476.44  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MEITEC GROUP HOLDINGS INC                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |    494900 | OU      | $10352121.62  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | RIOCAN REAL ESTATE INVESTMENT TRUS                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CA        |    630548 | OU      | $8032023.82   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHARTER HALL LONG WALE REIT STAPLE                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |   1837355 | OU      | $-4874872.14  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BIRD CONSTRUCTION INC                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     65429 | OU      | $1362317.16   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HAMMERSON PLC                                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |         1 | OU      | $3.91         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SANKI ENGINEERING LTD                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     73300 | OU      | $2156683.32   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SMARTCENTRES RL ESTATE INVESTMENT                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CA        |     26206 | OU      | $480392.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ACCEL ENTERTAINMENT INC CLASS A                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     17206 | OU      | $221269.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OLYMPUS CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    646400 | OU      | $7722570.99   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DOWNER EDI LTD                                          | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |    977895 | OU      | $4312147.19   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | EMPIRIC STUDENT PROPERTY PLC                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |    705935 | OU      | $898730.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | INCYTE CORP                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     31488 | OU      | $2358136.32   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CRACKER BARREL OLD COUNTRY STORE I                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     58087 | OU      | $-3601394.00  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MIRVAC GROUP STAPLED UNITS                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |   5046335 | OU      | $7240427.68   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PHILLIPS EDISON AND COMPANY INC                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    298348 | OU      | $-10081178.92 | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MASIMO CORP                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      1307 | OU      | $-201003.53   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NBT BANCORP INC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     98018 | OU      | $-4055984.84  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PLAYTECH PLC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    137736 | OU      | $-723966.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KEIO CORP                                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     88000 | OU      | $-2054652.87  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HEALTHEQUITY INC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    160450 | OU      | $15563650.00  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | YODOGAWA STEEL WORKS LTD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    350400 | OU      | $-2697166.20  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HANDR REAL ESTATE INVESTMENT TRUST                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    173159 | OU      | $-1448407.05  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | RECRUIT HOLDINGS LTD                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    512800 | OU      | $30424997.26  | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HEXATRONIC GROUP                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |    273053 | OU      | $-579955.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SHORE BANCSHARES INC                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      9066 | OU      | $-140613.66   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NISSHINBO HOLDINGS INC                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |    217900 | OU      | $1384542.95   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HMS NETWORKS                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |      8379 | OU      | $-352083.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SIEMENS ENERGY N AG                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |    618962 | OU      | $71662592.24  | 1.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SUNRUN INC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    319140 | OU      | $-3274376.40  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | METHANEX CORP                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CA        |    170532 | OU      | $5700809.93   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ALFRESA HOLDINGS CORP                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    109000 | OU      | $1582243.21   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SANMINA CORP                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      3706 | OU      | $430044.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE Futures Exchange LLC                        | CBOE VIX FUTURE AUG25                                   | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |     -2542 | NC      | $4197325.86   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas                                      | ATLAS ARTERIA STAPLED UNITS                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |   1873532 | OU      | $-6188614.20  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FB FINANCIAL CORP                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     20791 | OU      | $-1013769.16  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SEKISUI HOUSE LTD                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    904700 | OU      | $18977730.25  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NP3 FASTIGHETER                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |      2213 | OU      | $58663.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HONG KONG AND CHINA GAS LTD                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | HK        |   4698000 | OU      | $-4193261.84  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ORSTED                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DK        |     55104 | OU      | $-2597133.99  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | COURSERA INC                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    176161 | OU      | $2226675.04   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KION GROUP AG                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |    118980 | OU      | $-7314276.80  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MINTO APARTMENT REIT UNITS TRUST                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |     33310 | OU      | $-336561.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MORINAGA LTD                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    105500 | OU      | $1684088.15   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HEXAGON CLASS B                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |    362165 | OU      | $3979497.54   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SUMITOMO BAKELITE LTD                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |      7100 | OU      | $205892.88    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SG HOLDINGS LTD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   2287000 | OU      | $-25372915.40 | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SIGMA HEALTHCARE LTD                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |   1363345 | OU      | $-2518255.68  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NEXANS SA                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |      7643 | OU      | $-1098454.51  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KOBE BUSSAN LTD                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     60100 | OU      | $-1600421.42  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AVISTA CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     50343 | OU      | $1877793.90   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CLEARWATER ANALYTICS HOLDINGS INC                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      6188 | OU      | $-125368.88   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIPPON TELEVISION HOLDINGS INC                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    798400 | OU      | $-17267779.72 | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MIDDLESEX WATER                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     18980 | OU      | $-979368.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FERROVIAL                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | ES        |     64641 | OU      | $-3313686.03  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GOGO INC                                                | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     98021 | OU      | $-1554613.06  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TELIA COMPANY                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |    127597 | OU      | $-450635.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HAYS PLC                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |    576982 | OU      | $-485009.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RANDSTAD HOLDING                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NL        |    294050 | OU      | $-13976030.18 | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NH FOODS LTD                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     53700 | OU      | $1804124.58   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SG HOLDINGS LTD                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    281800 | OU      | $-3126404.70  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CENTRAL JAPAN RAILWAY                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    280500 | OU      | $-6539066.08  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RAMI LEVI CHAIN STORES HASHIKMA MA                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IL        |     10805 | OU      | $1007820.66   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SANKI ENGINEERING LTD                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     65900 | OU      | $1938955.40   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | OUSTER INC                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     34291 | OU      | $-801723.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | JETBLUE AIRWAYS CORP                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    507057 | OU      | $-2251333.08  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GRIFFON CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    178531 | OU      | $14509214.37  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PREMIER INC CLASS A                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    710582 | OU      | $15263301.36  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BLOOMIN BRANDS INC                                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    333957 | OU      | $-3042348.27  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BMW AG                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |    115462 | OU      | $-10986368.91 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ROBLOX CORP CLASS A                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    141406 | OU      | $19484332.74  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SOMPO HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    333600 | OU      | $9836872.40   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ANNALY CAPITAL MANAGEMENT REIT INC                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |   1698823 | OU      | $-34537071.59 | -0.58%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SHENG SIONG GROUP LTD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SG        |   2306300 | OU      | $3723022.58   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHANGE HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    428300 | OU      | $-3276436.69  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AGREE REALTY REIT CORP                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     80654 | OU      | $5782891.80   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL               | TRSWAP: UKDZ5 FUTURE 18-DEC-2025                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |   1327367 | OU      | $8792.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | JARDINE CYCLE AND CARRIAGE LTD                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SG        |    369100 | OU      | $-7474202.79  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | JVCKENWOOD CORP                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     50400 | OU      | $-398559.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OLYMPIC STEEL INC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     77528 | OU      | $2411120.80   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KOMATSU LTD                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      8400 | OU      | $-270630.21   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797QS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  30676900 | PA      | $30230487.30  | 0.51%             | 2025-12-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CONCENTRA GROUP HOLDINGS PARENT IN                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    436627 | OU      | $8719441.19   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MIZUNO CORP                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     15300 | OU      | $-278706.75   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LEGACY HOUSING CORP                                     | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     26190 | OU      | $-586132.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DALATA HOTEL GROUP PLC                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IE        |    196966 | OU      | $-1434080.42  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EXEO GROUP INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   1205400 | OU      | $15833033.68  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOLL BROTHERS INC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    253960 | OU      | $30058705.60  | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | YAMATO KOGYO LTD                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     81100 | OU      | $-4550809.47  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | STARTS CORP INC                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     16800 | OU      | $-507988.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IPH LTD                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    147064 | OU      | $-493493.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ORORA LTD                                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |   1221420 | OU      | $-1621087.58  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SOFTBANK CORP                                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |   5418000 | OU      | $7828120.52   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SKANSKA B                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | SE        |    201648 | OU      | $4703740.36   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HILLTOP HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |    162672 | OU      | $4815091.20   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PARADOX INTERACTIVE                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |     39674 | OU      | $-678372.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD AUD                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $22533.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AMG CRITICAL MATERIALS NV                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | NL        |     11596 | OU      | $-326507.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PRESTIGE CONSUMER HEALTHCARE INC                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     90221 | OU      | $6671842.95   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED EUR / SOLD USD                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |         1 | NC      | $-12143.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | VOSSLOH AG                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |     13612 | OU      | $-1335033.45  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KYORITSU MAINTENANCE LTD                                | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    139300 | OU      | $3353814.31   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | QUEBECOR INC CLASS B                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     96891 | OU      | $-2725758.65  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KATITAS LTD                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     98900 | OU      | $-1658376.13  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | 1ST SOURCE CORP                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     40424 | OU      | $2418163.68   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TOHO (TOKYO) LTD                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     86500 | OU      | $-5457561.78  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AUCTION TECHNOLOGY GROUP PLC                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |    127090 | OU      | $-826618.82   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | OBAYASHI CORP                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    102200 | OU      | $1504921.27   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BURFORD CAPITAL LTD                                     | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    477651 | OU      | $-6137815.35  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | COCHLEAR LTD                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |      7369 | OU      | $-1504403.40  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SIRIUSPOINT LTD                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    169548 | OU      | $-3324836.28  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ELECTROLUX CLASS B                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |    111015 | OU      | $676148.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BAPCOR LTD                                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |    741916 | OU      | $-1830790.90  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | KNIGHT-SWIFT TRANSPORTATION HOLDIN                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    142757 | OU      | $6067172.50   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MARUBENI CORP                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     24500 | OU      | $-501606.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NUIX LTD                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |    265317 | OU      | $-399184.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | WACOAL HOLDINGS CORP                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     35700 | OU      | $-1290228.50  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ORTHOPEDIATRICS CORP                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     12839 | OU      | $-266024.08   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ORIENTAL LAND LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   1365800 | OU      | $-28122534.70 | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SITE CENTERS CORP                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     80295 | OU      | $-864777.15   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMOTIV LIMITED                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    111494 | OU      | $-627519.42   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CONSOLIDATED EDISON INC                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     54406 | OU      | $5631021.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | LENDINGCLUB CORP                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     82303 | OU      | $1283103.77   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMN HEALTHCARE INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    460850 | OU      | $8451989.00   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AMERANT BANCORP INC CLASS A                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     40289 | OU      | $-777577.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ELECTRONIC ARTS INC                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     15884 | OU      | $-2422151.16  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ONE GAS INC                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    385128 | OU      | $27998805.60  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SEEK LTD                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | AU        |    324110 | OU      | $4999614.16   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CLAS OHLSON                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |     62870 | OU      | $-2187531.65  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RUSSEL METALS INC                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |    291181 | OU      | $9326366.04   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PHILLIPS                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     13494 | OU      | $-1667588.52  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TAISEI CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     27500 | OU      | $-1644331.62  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOKYO ELECTRON DEVICE LTD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    119200 | OU      | $-2073568.98  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CENTRAL JAPAN RAILWAY                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    332700 | OU      | $-7755961.80  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BANK OZK                                                | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     11630 | OU      | $573359.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLARIA ENERGIA Y MEDIO AMBIENTE S                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | ES        |    666687 | OU      | $-8572329.53  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WILMAR INTERNATIONAL LTD                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SG        |   1354300 | OU      | $-3065263.62  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMERICOLD REALTY INC TRUST                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    368352 | OU      | $5923100.16   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TOWNEBANK                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     39827 | OU      | $-1395139.81  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SAGAX CLASS B                                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | SE        |       506 | OU      | $-10709.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797QV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        | 257000000 | PA      | $255377777.46 | 4.28%             | 2025-09-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BT GROUP PLC                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |   8630757 | OU      | $-23570912.04 | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BALFOUR BEATTY PLC                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |   1394006 | OU      | $9962256.07   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIPPON STEEL CORP                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    814300 | OU      | $-15681800.18 | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | IBSTOCK PLC                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |   1799669 | OU      | $-3569852.26  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MS AD INSURANCE GROUP HOLDINGS INC                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     85900 | OU      | $1835344.89   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | GLOBUS MEDICAL INC CLASS A                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     74289 | OU      | $3909830.07   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INVESCO MORTGAGE CAPITAL REIT INC                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |   1390893 | OU      | $-10501242.15 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NEXITY SA                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |     46685 | OU      | $608313.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMERESCO INC CLASS A                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    172428 | OU      | $-2917481.76  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JACK HENRY AND ASSOCIATES INC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    124705 | OU      | $-21176779.58 | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BLACK HILLS CORP                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     13447 | OU      | $776967.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ZUKEN INC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      5000 | OU      | $-192302.56   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PROG HOLDINGS INC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    196020 | OU      | $6241276.80   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BANCA MONTE DEI PASCHI DI SIENA SP                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | IT        |   1037520 | OU      | $8832844.64   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HAVERTY FURNITURE COMPANIES INC                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |    106309 | OU      | $2193154.67   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GENTEX CORP                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      9265 | OU      | $244781.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | GUOTAI JUNAN INTERNATIONAL HOLDING                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |    897000 | OU      | $731128.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR NOTE (CBT)SEP25                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      3610 | NC      | $432234.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IVANHOE MINES LTD CLASS A                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |   1598416 | OU      | $-12470321.13 | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ENGHOUSE SYSTEMS LTD                                    | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | CA        |     12260 | OU      | $-203065.10   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PIAGGIO   C                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | IT        |    311954 | OU      | $-673417.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | COTY INC CLASS A                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |   1121041 | OU      | $-5437048.85  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PARADOX INTERACTIVE                                     | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | SE        |     12926 | OU      | $-221017.37   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ABB LTD                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |    358634 | OU      | $23418114.94  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NISSAN MOTOR LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   3899400 | OU      | $-8267895.54  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | EVONIK INDUSTRIES AG                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |     52763 | OU      | $1047770.99   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SAFRAN SA                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |     80375 | OU      | $26503751.16  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | FTI CONSULTING INC                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     72008 | OU      | $-11978530.80 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ADVANCED DRAINAGE SYSTEMS INC                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     89328 | OU      | $10250388.00  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TRADE DESK INC CLASS A                                  | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      8695 | OU      | $-756117.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | INGERSOLL RAND INC                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    327261 | OU      | $-27696098.43 | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FINCANTIERI                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IT        |     40828 | OU      | $-790118.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | COMPASS MINERALS INTERNATIONAL INC                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     32020 | OU      | $638158.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AIRBUS GROUP                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FR        |     32619 | OU      | $-6558215.02  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GLOBAL ONE REAL ESTATE INVESTMENT                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      3392 | OU      | $3207128.97   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NISSIN FOODS HOLDINGS LTD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     37700 | OU      | $-715097.91   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HACKETT GROUP INC                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     22708 | OU      | $531140.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CANADIAN UTILITIES LTD CLASS A                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    336175 | OU      | $-9360299.87  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SBI HOLDINGS INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    283600 | OU      | $-10535134.19 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ADTRAN HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    559872 | OU      | $5201210.88   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WOODSIDE ENERGY GROUP LTD                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |    140011 | OU      | $-2369318.91  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RYOYO RYOSAN HOLDINGS INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    159112 | OU      | $-2922607.16  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TRELLEBORG B                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |    296207 | OU      | $10762617.14  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SUMITOMO METAL MINING LTD                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     53000 | OU      | $1165750.66   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FABRINET                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      8685 | OU      | $-2811595.05  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EIFFAGE SA                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |      2933 | OU      | $393712.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IPSEN SA                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |     59020 | OU      | $6954450.06   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PROSUS NV CLASS N                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |    101113 | OU      | $5776154.80   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797QM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        | 357200000 | PA      | $355842322.09 | 5.97%             | 2025-09-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | IBSTOCK PLC                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |    213169 | OU      | $-422845.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FORBO HOLDING AG                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |      1999 | OU      | $-1896081.65  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SUMITOMO ELECTRIC INDUSTRIES LTD                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     53800 | OU      | $-1335030.16  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BC VAUD N                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |     12263 | OU      | $-1419126.64  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | GEBERIT AG                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CH        |       285 | OU      | $-218338.04   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BRICKWORKS LTD                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |     78373 | OU      | $-1644790.21  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DAI DAN LTD                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     26200 | OU      | $796757.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | VAT GROUP AG                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |     34102 | OU      | $-11942132.55 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BROTHER INDUSTRIES LTD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |    598800 | OU      | $10189085.84  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AALBERTS NV                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | NL        |     69394 | OU      | $-2217988.79  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MATSUI SECURITIES LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   1698600 | OU      | $-8302530.62  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ZINZINO HOLDING CLASS B                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |     12135 | OU      | $286886.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MEG ENERGY CORP                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    281783 | OU      | $-5553907.14  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TREND MICRO INC                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     28400 | OU      | $-1731787.01  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ATKORE INC                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     72810 | OU      | $5607826.20   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MILBON LTD                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     99400 | OU      | $1676293.35   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ESSITY CLASS B                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | SE        |    251036 | OU      | $-6189922.56  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PAL GROUP HOLDINGS LTD                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     65200 | OU      | $-2133337.08  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALTRI SGPS SA                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | PT        |     42817 | OU      | $-233022.24   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | UNUM                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    397394 | OU      | $28536863.14  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ISRAEL CORPORATION LTD                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IL        |      6278 | OU      | $-1945912.94  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MURATA MANUFACTURING LTD                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |    575100 | OU      | $8559832.97   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CHIBA BANK LTD                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    191200 | OU      | $-1782118.72  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AGL ENERGY LTD                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |     27007 | OU      | $168310.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SAWAI GROUP HOLDINGS LTD                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |    854300 | OU      | $10966200.59  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MEDIBANK PRIVATE LTD                                    | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |     40683 | OU      | $-132968.46   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DUPONT DE NEMOURS INC                                   | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     89367 | OU      | $6425487.30   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SEABOARD CORP                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      2120 | OU      | $6714421.60   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ZENSHO HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     27100 | OU      | $-1426095.13  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | GENEDX HOLDINGS CORP CLASS A                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     77937 | OU      | $-7945677.15  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RYAN SPECIALTY HOLDINGS INC CLASS                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    179129 | OU      | $-10960903.51 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PORTILLO S INC CLASS A                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    507002 | OU      | $-5049739.92  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TELUS INTERNATIONAL CDA SUBORDINAT                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     51590 | OU      | $-194728.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BRP SUBORDINATE VOTING INC                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |     16852 | OU      | $-852086.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BANK OF NAGOYA LTD                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      2300 | OU      | $-133856.02   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NICK SCALI LTD                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    592856 | OU      | $-7282436.53  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GENERAL DYNAMICS CORP                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     64042 | OU      | $19956127.62  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HAZAMA ANDO CORP                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   1124800 | OU      | $11927694.29  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SINGAPORE AIRLINES LTD                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | SG        |    481300 | OU      | $2513908.41   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SENIOR PLC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |    505735 | OU      | $-1349155.64  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RAKUTEN BANK LTD                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     28300 | OU      | $-1318263.58  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | WASHINGTON TRUST BANCORP INC                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     51096 | OU      | $1376526.24   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EAST JAPAN RAILWAY                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    392700 | OU      | $-8417195.94  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FIRST CAPITAL REALTY REAL ESTATE I                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |     56881 | OU      | $-763147.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JFE HOLDINGS INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   1972700 | OU      | $-22830172.53 | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LLOYDS BANKING GROUP PLC                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |   4896619 | OU      | $5021226.21   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | M I HOMES INC                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      8244 | OU      | $990846.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NUIX LTD                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    409099 | OU      | $-615513.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | IREN                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IT        |    493071 | OU      | $1411991.52   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOYOTA BOSHOKU CORP                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    265500 | OU      | $-3772889.48  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OXFORD INDUSTRIES INC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    134712 | OU      | $-5143304.16  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797RB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        | 104000000 | PA      | $103177062.56 | 1.73%             | 2025-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ACERINOX SA                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | ES        |    259415 | OU      | $-2993518.15  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ARMSTRONG WORLD INDUSTRIES INC                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      2698 | OU      | $-507682.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD EUR                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $1782.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BROTHER INDUSTRIES LTD                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |   1119100 | OU      | $19042428.12  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | STRATASYS LTD                                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    163549 | OU      | $1771235.67   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TRYT INC                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |    231416 | OU      | $-1329219.96  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | JMDC INC                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     45900 | OU      | $-1186042.80  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | COMSTOCK RESOURCES INC                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    285438 | OU      | $-5100777.06  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TSUKISHIMA HOLDINGS LTD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    319300 | OU      | $4853967.26   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SKF B                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |    260768 | OU      | $6073922.51   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ACI WORLDWIDE INC                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    163960 | OU      | $6978137.60   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NORDEA BANK                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FI        |     13498 | OU      | $196959.87    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | AECON GROUP INC                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CA        |    107141 | OU      | $1449836.71   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FUKUYAMA TRANSPORTING LTD                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      9400 | OU      | $-223804.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GEA GROUP AG                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |    108891 | OU      | $7821666.39   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AUTONATION INC                                          | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     25086 | OU      | $4832567.04   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HYAKUJUSHI BANK LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      3300 | OU      | $-108538.71   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ONESPAWORLD HOLDINGS LTD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    609155 | OU      | $-13474508.60 | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CBL ASSOCIATES PROPERTIES INC                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     21552 | OU      | $583197.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DEUTZ AG                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |    101339 | OU      | $888686.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SODEXO SA                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |     43407 | OU      | $-2581563.97  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | EMPIRE LTD CLASS A                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CA        |    213788 | OU      | $8513872.58   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FOUR CORNERS PROPERTY INC TRUST                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    328866 | OU      | $-8300577.84  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TSUBURAYA FIELDS HOLDINGS INC                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |     34900 | OU      | $-531218.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KYB CORP                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     66500 | OU      | $-1429370.11  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IPSEN SA                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |    215329 | OU      | $25372666.52  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ISRAEL DISCOUNT BANK LTD                                | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | IL        |     43622 | OU      | $417180.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ERG                                                     | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | IT        |     56415 | OU      | $-1222198.64  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BANDWIDTH INC CLASS A                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      4311 | OU      | $59966.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | O I GLASS INC                                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    961807 | OU      | $-12513109.07 | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FIRST MERCHANTS CORP                                    | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     33991 | OU      | $-1295736.92  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ORACLE CORP                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    100474 | OU      | $-25497286.98 | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BANCORP INC                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    225856 | OU      | $-14265064.96 | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | UNITED RENTALS INC                                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      2167 | OU      | $-1913330.98  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AUCKLAND INTERNATIONAL AIRPORT LTD                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NZ        |     39888 | OU      | $-176940.06   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DAVE AND BUSTERS ENTERTAINMENT INC                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    161027 | OU      | $-4708429.48  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SMC (JAPAN) CORP                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     24800 | OU      | $8629740.74   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SAPUTO INC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    721139 | OU      | $-15124349.99 | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BIOCARTIS GROUP NV                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | BE        |        30 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ESSITY CLASS B                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |    397226 | OU      | $-9794603.87  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WESTSHORE TERMINALS INVESTMENT COR                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    397111 | OU      | $-8084946.10  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MGIC INVESTMENT CORP                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    387718 | OU      | $10041896.20  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NORDIC SEMICONDUCTOR                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NO        |     27108 | OU      | $368535.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DISCO CORP                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |      5500 | OU      | $-1625395.57  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AXFOOD                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |     16959 | OU      | $-505349.42   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RIKEN KEIKI LTD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     41100 | OU      | $-865300.27   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ARTHUR J GALLAGHER                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     21793 | OU      | $-6260039.25  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HEALTHPEAK PROPERTIES INC                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    373629 | OU      | $-6329275.26  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MYERS INDUSTRIES INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    206612 | OU      | $3026865.80   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHEMRING GROUP PLC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    212157 | OU      | $1536461.13   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DISTRIBUTION SOLUTIONS GROUP INC                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      3135 | OU      | $-93955.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ARCHER DANIELS MIDLAND                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    384413 | OU      | $-20827496.34 | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ERO COPPER CORP                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |    113716 | OU      | $-1538809.90  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SOFTCAT PLC                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |     47327 | OU      | $1017904.17   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FEDEX CORP                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    245953 | OU      | $54968035.97  | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DOLLARAMA INC                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     24813 | OU      | $-3391372.65  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NEXANS SA                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |     33752 | OU      | $-4850848.68  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SPECTRUM BRANDS HOLDINGS INC                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     90304 | OU      | $4832167.04   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ASICS CORP                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    431300 | OU      | $-10139555.48 | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | YAKULT HONSHA LTD                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      1500 | OU      | $-24131.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FUJIFILM HOLDINGS CORP                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     14100 | OU      | $-292465.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LPL FINANCIAL HOLDINGS INC                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      7197 | OU      | $-2848068.81  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RICOH LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    107900 | OU      | $-946119.97   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SAMPO CLASS A                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FI        |     45976 | OU      | $493491.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NITTO DENKO CORP                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     98000 | OU      | $-2028002.15  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | OCADO GROUP PLC                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |    198597 | OU      | $823098.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | H2O RETAILING CORP                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    427800 | OU      | $5652964.81   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FIRSTGROUP PLC                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |    490374 | OU      | $1453242.07   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ZIONS BANCORPORATION                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    295394 | OU      | $15839026.28  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TOHOKU ELECTRIC POWER INC                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    653700 | OU      | $4586158.34   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CVS HEALTH CORP                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     55177 | OU      | $-3426491.70  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NOMAD FOODS LTD                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    288305 | OU      | $-4855056.20  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GN STORE NORD                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DK        |    230205 | OU      | $3297811.26   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NXERA PHARMA LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    177100 | OU      | $-1067053.34  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FOX CORP CLASS A                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    549342 | OU      | $30631309.92  | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MIZUNO CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     58700 | OU      | $-1069286.69  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CONVATEC GROUP PLC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |    367489 | OU      | $-1132242.62  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EFG INTERNATIONAL AG                                    | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | CH        |    220984 | OU      | $4380051.97   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KEMIRA                                                  | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | FI        |     33013 | OU      | $-702561.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ARDMORE SHIPPING CORP                                   | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     34693 | OU      | $377459.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SAVILLS PLC                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     98962 | OU      | $1279495.70   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RIGAKU HOLDINGS CORP                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     64400 | OU      | $-328672.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NU SKIN ENTERPRISES INC CLASS A                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    161258 | OU      | $-1351342.04  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SNOWFLAKE INC                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     12633 | OU      | $-2823475.50  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DKSH HOLDING AG                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |     26047 | OU      | $1801156.64   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EMBECTA CORP                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     39537 | OU      | $-401695.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FIRST COMMONWEALTH FINANCIAL CORP                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     28918 | OU      | $-477436.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | OLIN CORP                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    760666 | OU      | $14407014.04  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FIRST COMMONWEALTH FINANCIAL CORP                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     91328 | OU      | $-1507825.28  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CSW INDUSTRIALS INC                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      1732 | OU      | $-449419.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ENPRO INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     23757 | OU      | $5046224.37   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MGM RESORTS INTERNATIONAL                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     98492 | OU      | $-3590033.40  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NEWELL BRANDS INC                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    965197 | OU      | $5414755.17   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FASTIGHETS BALDER CLASS B                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |    328145 | OU      | $2215665.24   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | FLUTTER ENTERTAINMENT PLC                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      8652 | OU      | $-2615153.52  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LIFESTYLE COMMUNITIES LTD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    342113 | OU      | $-967715.82   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LLOYDS BANKING GROUP PLC                                | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |   1062917 | OU      | $1089965.69   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | A P MOLLER MAERSK B                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DK        |     12933 | OU      | $25539586.43  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | READY CAPITAL CORP                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    233209 | OU      | $-981809.89   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SUMITOMO CHEMICAL LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   6918500 | OU      | $17303790.75  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BOOT BARN HOLDINGS INC                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     71010 | OU      | $-12206619.00 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SAGE GROUP PLC                                          | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |    422424 | OU      | $6782712.90   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HALEON PLC                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |   2997699 | OU      | $-14061211.24 | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LOTUS BAKERIES NV                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | BE        |        96 | OU      | $-811623.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CROWN CASTLE INC                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     22233 | OU      | $-2336465.97  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HERMES INTERNATIONAL                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      6767 | OU      | $16548616.32  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PROCORE TECHNOLOGIES INC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     14636 | OU      | $1048376.68   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | IMERYS SA                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      3639 | OU      | $88648.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | WESBANCO INC                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      6606 | OU      | $-199038.78   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MASTERCARD INC CLASS A                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1782 | OU      | $-1009449.54  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | APPIER GROUP INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   1079800 | OU      | $-10949385.07 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOWA CORP                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    162900 | OU      | $-2022946.77  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NOJIMA CORP                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     18700 | OU      | $-427483.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MITSUBISHI LOGISTICS CORP                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    986700 | OU      | $8434696.50   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HARROW INC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     54013 | OU      | $1715452.88   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DOUTOR NICHIRES HOLDINGS LTD                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    127700 | OU      | $2121132.06   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FIRSTSERVICE SUBORDINATE VOTING CO                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |     18643 | OU      | $3674780.72   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797QL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        | 219105100 | PA      | $218451132.61 | 3.66%             | 2025-08-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ROCHE HOLDING AG                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |       947 | OU      | $314721.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ASP ISOTOPES INC                                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     15706 | OU      | $-142453.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | JM SMUCKER                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     69518 | OU      | $-7462062.12  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | RELO GROUP INC                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     15200 | OU      | $-174544.69   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRSWAP: MNDZ6 FUTURE 31-MAR-2027                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        | 252160000 | OU      | $91034.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OISIX RA DAICHI INC                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     46200 | OU      | $-523960.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BIOMARIN PHARMACEUTICAL INC                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     33780 | OU      | $1954173.00   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NISSAN MOTOR LTD                                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     96200 | OU      | $-203972.80   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COMFORTDELGRO CORPORATION LTD                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SG        |   3938700 | OU      | $4630438.74   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BUSINESS FIRST BANCSHARES INC                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     20440 | OU      | $-485450.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AMERICAN AXLE AND MANUFACTURING HO                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |   1734683 | OU      | $7719339.35   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RIGAKU HOLDINGS CORP                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    452700 | OU      | $-2310405.57  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | UCB SA                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | BE        |       848 | OU      | $-182196.90   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AMOTIV LIMITED                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |       480 | OU      | $-2701.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JUST GROUP PLC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    437772 | OU      | $1219882.81   | 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      | $-5097.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | GE AEROSPACE                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     44855 | OU      | $-12159293.40 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED EUR / SOLD CHF                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-10138.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DXC TECHNOLOGY                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |   1482401 | OU      | $20175477.61  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SHAKE SHACK INC CLASS A                                 | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     25460 | OU      | $-3063856.40  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SCHOTT PHARMA AG                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |     46781 | OU      | $-1262585.17  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BASF N                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |    277800 | OU      | $-13614804.36 | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ENAGAS SA                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | ES        |    256920 | OU      | $3848015.81   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NORTHERN TRUST CORP                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     57336 | OU      | $-7453680.00  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ASICS CORP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     59900 | OU      | $-1408206.29  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | YELLOW CAKE PLC                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    449684 | OU      | $-2899576.12  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MITIE GROUP PLC                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |   1770328 | OU      | $3282678.24   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FLETCHER BUILDING LTD                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |   2230322 | OU      | $-3968212.39  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal       | S+P/TSX 60 IX FUT SEP25                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |       332 | NC      | $438834.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                      | BEKAERT (D) SA                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | BE        |    152848 | OU      | $-6295400.69  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | YOUGOV PLC                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |    129054 | OU      | $-532127.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EAGLE BANCORP INC                                       | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      4000 | OU      | $64360.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GIGACLOUD TECHNOLOGY INC CLASS A                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    153860 | OU      | $-3426462.20  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ATMUS FILTRATION TECHNOLOGIES INC                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    136502 | OU      | $-5311292.82  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TRANSCONTINENTAL SUB VOTING INC CL                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |     14788 | OU      | $205661.63    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | LOCKHEED MARTIN CORP                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     37651 | OU      | $15850317.98  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ARITZIA SUBORDINATE VOTING INC                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     49122 | OU      | $2636549.61   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | UNICHARM CORP                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |   1445300 | OU      | $9997352.08   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OSAKA ORGANIC CHEMICAL INDUSTRY LT                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     64900 | OU      | $1253331.04   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BROADRIDGE FINANCIAL SOLUTIONS INC                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     10014 | OU      | $-2478565.14  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ADDTECH CLASS B                                         | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | SE        |    366310 | OU      | $12314676.32  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PAN PACIFIC INTERNATIONAL HOLDINGS                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    174500 | OU      | $5838113.94   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EASTGROUP PROPERTIES REIT INC                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     38763 | OU      | $-6327672.12  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CALIFORNIA WATER SERVICE GROUP                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     69302 | OU      | $-3151161.94  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SERCO GROUP PLC                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |   3043902 | OU      | $8387355.92   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BANK LEUMI LE ISRAEL                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IL        |    189562 | OU      | $3506664.94   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TENNANT                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     65914 | OU      | $-5440541.56  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NTN CORP                                                | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |   1002400 | OU      | $1710241.22   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TIETO                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FI        |    487282 | OU      | $-8388030.64  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | INNODATA INC                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     12676 | OU      | $-695912.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | YONEX LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     93800 | OU      | $-1841804.43  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | JD SPORTS FASHION PLC                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |     84987 | OU      | $-95396.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VIDRALA SA                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | ES        |      5832 | OU      | $-627794.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CONSTELLATION ENERGY CORP                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     65231 | OU      | $-22689951.04 | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WISE PLC CLASS A                                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |     13530 | OU      | $180746.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ADDTECH CLASS B                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |     33061 | OU      | $1111450.72   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CLOSE BROS GROUP PLC                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |    224436 | OU      | $-1192777.77  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BILFINGER                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |      5236 | OU      | $-563316.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LIFESTYLE COMMUNITIES LTD                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |    125617 | OU      | $-355325.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CH ROBINSON WORLDWIDE INC                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     47708 | OU      | $-5501686.56  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WESFARMERS LTD                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |     38385 | OU      | $2099640.19   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NEINOR HOMES SA                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | ES        |      7024 | OU      | $136523.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | XPEL INC                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     73103 | OU      | $-2389737.07  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | KUMAGAI LTD                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    299500 | OU      | $8909826.53   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CORTEVA INC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     25778 | OU      | $1859367.14   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SMITH AND NEPHEW PLC                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |    148819 | OU      | $2274392.63   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOUTH32 LTD                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |   1829594 | OU      | $3421412.99   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KROGER                                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    153903 | OU      | $10788600.30  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | XERO LTD                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |     42758 | OU      | $4924035.05   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INVESCO LTD                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    885286 | OU      | $18599858.86  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | COSMOS PHARMACEUTICAL CORP                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     15600 | OU      | $-969094.44   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NELNET INC CLASS A                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     12227 | OU      | $-1525562.79  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SARTORIUS STEDIM BIOTECH SA                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |     54266 | OU      | $-10843995.47 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CANADIAN IMPERIAL BANK OF COMMERCE                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     83116 | OU      | $-5940370.58  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EDP RENOVAVEIS SA                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | PT        |       748 | OU      | $-8782.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | OBAYASHI CORP                                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    403100 | OU      | $5935751.13   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PARKER-HANNIFIN CORP                                    | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      8986 | OU      | $6576853.40   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | JOHNSON SERVICE GROUP PLC                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |    101118 | OU      | $-188560.55   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UNION TOOL                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     24200 | OU      | $-1010668.76  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | IG GROUP HOLDINGS PLC                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    220084 | OU      | $3277229.03   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NUSCALE POWER CORP CLASS A                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    119353 | OU      | $-5992714.13  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GENEDX HOLDINGS CORP CLASS A                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     39518 | OU      | $-4028860.10  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PACIRA BIOSCIENCES INC                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     76586 | OU      | $1615198.74   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NOJIMA CORP                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     56700 | OU      | $-1296166.81  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | KOBE BUSSAN LTD                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |      8500 | OU      | $-226349.12   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | LEGAL AND GENERAL GROUP PLC                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    457957 | OU      | $-1549298.32  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | IBIDEN LTD                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     28800 | OU      | $-1217983.96  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NOMURA REAL ESTATE HOLDINGS INC                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    756300 | OU      | $4191122.33   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LIBERTY LATIN AMERICA LTD CLASS A                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |         2 | OU      | $14.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BLACKBAUD INC                                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     23339 | OU      | $-1573515.38  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CCC INTELLIGENT SOLUTIONS HOLDINGS                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    732929 | OU      | $-7087423.43  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SUMITOMO METAL MINING LTD                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     55400 | OU      | $1218539.37   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HOCHSCHILD MINING PLC                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |    335698 | OU      | $-1233714.08  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DRIVEN BRANDS HOLDINGS INC                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    107487 | OU      | $-1816530.30  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED EUR / SOLD USD                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-10794.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MTR CORPORATION CORP LTD                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | HK        |    118000 | OU      | $-424477.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | JM SMUCKER                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     71148 | OU      | $-7637026.32  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SUNCOR ENERGY INC                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    531920 | OU      | $20979668.01  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BURLINGTON STORES INC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     18587 | OU      | $-5073507.52  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KYUSHU ELECTRIC POWER INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     89200 | OU      | $-790766.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOTALENERGIES                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |     16811 | OU      | $999673.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KURA SUSHI USA INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      4522 | OU      | $-396760.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HYDRO ONE LTD                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    129614 | OU      | $-4583635.97  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | EDWARDS LIFESCIENCES CORP                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     13368 | OU      | $-1060216.08  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RAKUS LTD                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     56500 | OU      | $-866572.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ANDLAUER HEALTHCARE GROUP SUBORDIN                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      4965 | OU      | $-189914.12   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CBIZ INC                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    614999 | OU      | $-37588738.88 | -0.63%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | COTY INC CLASS A                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |   1029607 | OU      | $-4993593.95  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FISHER AND PAYKEL HEALTHCARE CORPO                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |     22205 | OU      | $-484919.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MEDPACE HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     13219 | OU      | $5647156.80   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NANTO BANK LTD                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      4500 | OU      | $-134961.49   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SABLE OFFSHORE CORP CLASS A                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    363486 | OU      | $-11148115.62 | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | UNITE GROUP PLC                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |    246504 | OU      | $-2430379.50  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HOWMET AEROSPACE INC                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     30853 | OU      | $-5546443.81  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PRO MEDICUS LTD                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | AU        |     26286 | OU      | $5397950.31   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NLIGHT INC                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     76249 | OU      | $-1601991.49  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CARRIER GLOBAL CORP                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    173295 | OU      | $-11891502.90 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SUMITOMO ELECTRIC INDUSTRIES LTD                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     75000 | OU      | $-1861101.53  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MTR CORPORATION CORP LTD                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | HK        |   1534500 | OU      | $-5520008.57  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | GLOBAL SHIP LEASE INC CLASS A                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    148955 | OU      | $4248196.60   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TAKEDA PHARMACEUTICAL LTD                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    110400 | OU      | $3032663.99   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DERICHEBOURG SA                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |    180374 | OU      | $-1186121.29  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ALLIED MOTION TECHNOLOGIES INC                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     12578 | OU      | $507019.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Floating Rate Notes                       | CUSIP: 91282CLA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43370000 | PA      | $43415929.26  | 0.73%             | 2026-07-31      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NATIONAL AUSTRALIA BANK LTD                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    192709 | OU      | $-4782390.57  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | EDP RENOVAVEIS SA                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | PT        |    387049 | OU      | $-4544228.88  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | XERO LTD                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |     20691 | OU      | $2382787.06   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Etoro Group Ltd                                  | Etoro Group Ltd                                         | CUSIP: 000000000<br>LEI: 213800XPRPJK2X5QRG86 | Long             | EC               | CORP              | VG        |    257021 | NS      | $15410979.16  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                              | JACK IN THE BOX INC                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    108085 | OU      | $-2129274.50  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AUCTION TECHNOLOGY GROUP PLC                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     33016 | OU      | $-214742.68   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FRANKLIN ELECTRIC INC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     12425 | OU      | $-1167328.75  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KERING SA                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |     81154 | OU      | $-19926980.44 | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DOMINOS PIZZA INC                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     26300 | OU      | $-12182423.00 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INDUSTRIVARDEN SERIES                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |     13341 | OU      | $492678.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KYOEI STEEL LTD                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     13100 | OU      | $-188245.47   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TOROMONT INDUSTRIES LTD                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     55125 | OU      | $-5589283.52  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NEC CORP                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    199000 | OU      | $5714458.67   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AMERIPRISE FINANCE INC                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     25234 | OU      | $13076006.46  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DAETWYLER HOLDING AG                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CH        |      4664 | OU      | $-830630.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | OUTFRONT MEDIA INC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    365776 | OU      | $-6412053.28  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | INVESCO LTD                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    188761 | OU      | $3965868.61   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BRICKWORKS LTD                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    253956 | OU      | $-5329697.01  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | REECE LTD                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |     12000 | OU      | $-103902.77   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ASSA ABLOY B                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |     36155 | OU      | $1196377.32   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WENDYS                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    111130 | OU      | $1094630.50   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PIAGGIO   C                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |    271406 | OU      | $-585886.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | HENSOLDT AG                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | DE        |      5950 | OU      | $-652532.15   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SANGETSU CORP                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      8600 | OU      | $-171157.61   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | OGAKI KYORITSU BANK LTD                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      9700 | OU      | $-182687.71   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BAWAG GROUP AG                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AT        |    228062 | OU      | $28783120.49  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KEISEI ELECTRIC RAILWAY LTD                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    159700 | OU      | $-1339777.45  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VOLVO CAR CLASS B                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |    218313 | OU      | $417504.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MDU RESOURCES GROUP INC                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    171389 | OU      | $2956460.25   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | GALDERMA GROUP N AG                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CH        |      3259 | OU      | $-502270.91   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HONEYWELL INTERNATIONAL INC                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     46400 | OU      | $10317040.00  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WEBUILD                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IT        |    428787 | OU      | $1929821.15   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NOMAD FOODS LTD                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     66134 | OU      | $-1113696.56  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | HEALTHCARE REALTY TRUST INC CLASS                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    108811 | OU      | $-1671336.96  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SM ENERGY                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    478007 | OU      | $13188213.13  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SAIPEM                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IT        |     64766 | OU      | $173121.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TOHO TITANIUM LTD                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |     76700 | OU      | $-694589.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DUCOMMUN INC                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     10602 | OU      | $964569.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | COVIVIO SA                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |      7536 | OU      | $-487894.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BIC CAMERA INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    216200 | OU      | $2257413.19   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | IDT CORP CLASS B                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     22142 | OU      | $1304385.22   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | UMICORE SA                                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | BE        |    607542 | OU      | $9601455.88   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IPSEN SA                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |     24633 | OU      | $2902557.92   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CECO ENVIRONMENTAL CORP                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     13215 | OU      | $-594014.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | INVESTOR CLASS B                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |    260824 | OU      | $-7558553.95  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TAYLOR MORRISON HOME CORP                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    227444 | OU      | $13482880.32  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LIFEDRINK COMPANY INC                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      5600 | OU      | $-83642.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NATIONAL BANK OF CANADA                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |      9716 | OU      | $-1010657.53  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LIBERTY ENERGY INC CLASS A                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    117603 | OU      | $1451221.02   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BLACKBAUD INC                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    138136 | OU      | $-9313129.12  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SABRA HEALTH CARE REIT INC                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     38312 | OU      | $690765.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KIKKOMAN CORP                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   1605500 | OU      | $-14104252.47 | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LIFEDRINK COMPANY INC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      9400 | OU      | $-140399.52   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ASKUL CORP                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     99200 | OU      | $990791.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VISTEON CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     88298 | OU      | $9814322.70   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HALEON PLC                                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |    456352 | OU      | $-2140595.79  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PBF ENERGY INC CLASS A                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |   1220942 | OU      | $27593289.20  | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SNAM                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |    389625 | OU      | $2257979.39   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ORGANO CORP                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     12700 | OU      | $-782516.45   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CANADA GOOSE HOLDINGS SUB VOTING I                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CA        |     41247 | OU      | $450990.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LIGAND PHARMACEUTICALS INC                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     14738 | OU      | $-1939226.04  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PEOPLES BANCORP INC                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      8546 | OU      | $244757.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CALIFORNIA RESOURCES CORP                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     30452 | OU      | $-1467177.36  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ASAHI KASEI CORP                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |    294900 | OU      | $2051841.60   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AIR CANADA VOTING AND VARIABLE VOT                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |     56129 | OU      | $-781819.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MAIRE TECNIMONT                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IT        |    162765 | OU      | $2260885.50   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DROPBOX INC CLASS A                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    329872 | OU      | $8962622.24   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ADECCO GROUP AG                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CH        |    117993 | OU      | $-3715380.14  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | COMFORIA RESIDENTIAL REIT INC                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       427 | OU      | $-838733.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MNTN Inc                                         | MNTN Inc                                                | CUSIP: 55318A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    121634 | NS      | $3425213.44   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | A2A                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IT        |         5 | OU      | $12.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CHUGOKU MARINE PAINTS LTD                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     17600 | OU      | $-361510.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DYDO GROUP HOLDINGS INC                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     58100 | OU      | $1026057.56   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TOPPAN HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     89200 | OU      | $-2403781.68  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHIBA BANK LTD                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   1117500 | OU      | $-10415887.41 | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NEWMONT                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      4358 | OU      | $-270631.80   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BILLERUD KORSNAS                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |     61001 | OU      | $-517942.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ST.GALLER KANTONALBANK AG                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CH        |      1193 | OU      | $-727922.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WEBUILD                                                 | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | IT        |    427652 | OU      | $1924712.91   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INNOSPEC INC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     48063 | OU      | $3840233.70   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CROMBIE REAL ESTATE INVESTMENT TRU                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CA        |     17165 | OU      | $178141.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ESSO SOCIETE ANONYME FRANCAISE SA                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |       204 | OU      | $-22435.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CASTELLUM                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |   1316802 | OU      | $-14989892.46 | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PHILLIPS EDISON AND COMPANY INC                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |    238609 | OU      | $-8062598.11  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | JOHNSON CONTROLS INTERNATIONAL PLC                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      7732 | OU      | $-811860.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AMADA LTD                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |    368800 | OU      | $4158561.17   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN REAL ESTATE INVESTMENT TRUST                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     15288 | OU      | $-12400172.56 | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | EPIROC CLASS B                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | SE        |     35379 | OU      | $-634203.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AMADA LTD                                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    483000 | OU      | $5446271.81   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | AUTOBACS SEVEN LTD                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    157000 | OU      | $1531706.81   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FIRSTSERVICE SUBORDINATE VOTING CO                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     65828 | OU      | $12975565.36  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | EZAKI GLICO LTD                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     10000 | OU      | $-308782.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | QUANTUMSCAPE CORP CLASS A                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    126627 | OU      | $1088992.20   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VERISIGN INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     89667 | OU      | $24108766.29  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | READY CAPITAL CORP                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    223666 | OU      | $-941633.86   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HAEMONETICS CORP                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     66181 | OU      | $4900041.24   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TELIA COMPANY                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |    497297 | OU      | $-1756308.88  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TYLER TECHNOLOGIES INC                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     41571 | OU      | $-24300743.76 | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CHEMRING GROUP PLC                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |     99656 | OU      | $721718.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | MASCO CORP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     12966 | OU      | $-883373.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CADELER                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NO        |     58131 | OU      | $-306016.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BLUELINX HOLDINGS INC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     46510 | OU      | $3407787.70   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RHEINMETALL AG                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |      3074 | OU      | $6084970.84   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KOKUSAI ELECTRIC CORP                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    352200 | OU      | $-7773514.77  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MOOG INC CLASS A                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      4509 | OU      | $872852.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TOYO TANSO LTD                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     45900 | OU      | $-1473430.81  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | RANDSTAD HOLDING                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | NL        |    193419 | OU      | $-9193095.67  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SARTORIUS STEDIM BIOTECH SA                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |       881 | OU      | $-176050.57   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SANSAN INC                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    114700 | OU      | $-1451287.84  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BRIXMOR PROPERTY GROUP REIT INC                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     28201 | OU      | $-736892.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WHARF (HOLDINGS) LTD                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | HK        |    313000 | OU      | $-891152.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CAPITALAND INVESTMENT LTD                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SG        |    487800 | OU      | $-1038917.45  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COMPUTACENTER PLC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    168223 | OU      | $5084238.77   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ARLO TECHNOLOGIES INC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     47133 | OU      | $-763554.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SGS SA                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CH        |    202447 | OU      | $20571320.48  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WHITECAP RESOURCES INC                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |   3387448 | OU      | $-25572103.12 | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MITSUBISHI CHEMICAL GROUP CORP                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    100200 | OU      | $-545766.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | IVECO GROUP NV                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IT        |    331157 | OU      | $-6844958.67  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VALIANT HOLDING AG                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |     12764 | OU      | $2009024.47   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | EQT                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | SE        |    440688 | OU      | $-14729599.02 | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | YAKULT HONSHA LTD                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     26200 | OU      | $-421493.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ORCHID ISLAND CAPITAL INC                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     65752 | OU      | $-457633.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ELEMENT FLEET MANAGEMENT CORP                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CA        |     10725 | OU      | $-278961.46   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AUSTAL LTD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |     94845 | OU      | $-398022.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NICK SCALI LTD                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |      4880 | OU      | $-59944.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NEXGEN ENERGY LTD                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |   1781712 | OU      | $-11958661.66 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KONTOOR BRANDS INC                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     22356 | OU      | $1244334.96   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NINTENDO LTD                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     60800 | OU      | $-5081595.99  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HOSIDEN CORP                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |    154100 | OU      | $2395631.24   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ETSY INC                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     74767 | OU      | $4356673.09   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BYTES TECHNOLOGY GROUP PLC                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |    359003 | OU      | $1732225.28   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AMOTIV LIMITED                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |     86653 | OU      | $-487707.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797RC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  93500000 | PA      | $92685312.06  | 1.55%             | 2025-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SWCC CORP                                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     49200 | OU      | $-2945357.44  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SCSK CORP                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    429200 | OU      | $-13354515.42 | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | RLI CORP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     29641 | OU      | $-1956009.59  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLVAY SA                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | BE        |      3948 | OU      | $123701.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | VAT GROUP AG                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CH        |      1687 | OU      | $-590768.21   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BIC CAMERA INC                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    297200 | OU      | $3103160.04   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALIMENTATION COUCHE TARD INC                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     39416 | OU      | $-2048175.52  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STEVANATO GROUP                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    109218 | OU      | $-2698776.78  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BERKSHIRE HATHAWAY INC CLASS B                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     55603 | OU      | $-26237943.64 | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ASTON MARTIN LAGONDA GLOBAL HOLDIN                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |     30000 | OU      | $-27594.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797QJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        | 156230000 | PA      | $156025924.57 | 2.62%             | 2025-08-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ELDERS LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    373389 | OU      | $-1729886.74  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TRANSCOSMOS INC                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    111900 | OU      | $2665293.67   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SEAGATE TECHNOLOGY HOLDINGS PLC                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    135358 | OU      | $-21252559.58 | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED EUR / SOLD SEK                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $-5268.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ASHMORE GROUP PLC                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |    532071 | OU      | $1228283.71   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VOLKSWAGEN NON-VOTING PREF AG                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |     26782 | OU      | $-2800478.68  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NRW HOLDINGS LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     53218 | OU      | $109886.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PRIMORIS SERVICES CORP                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     96449 | OU      | $9082602.33   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ESTABLISHMENT LABS INC                                  | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     34289 | OU      | $-1438595.00  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MICRONICS JAPAN LTD                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     39400 | OU      | $-1435462.19  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ENDESA SA                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | ES        |     40845 | OU      | $1181621.61   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NORTH PACIFIC BANK LTD                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     76200 | OU      | $-327875.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | IONIS PHARMACEUTICALS INC                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     26282 | OU      | $1129600.36   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CECO ENVIRONMENTAL CORP                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     67899 | OU      | $-3052060.05  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ENLIGHT RENEWABLE ENERGY LTD                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IL        |     92625 | OU      | $-2274336.45  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PEPSICO INC                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      8409 | OU      | $1159769.28   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | 10X GENOMICS INC CLASS A                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     94571 | OU      | $1271979.95   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SOFTBANK CORP                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |   3089300 | OU      | $4463531.33   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HERBALIFE NUTRITION LTD                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |    290017 | OU      | $-2668156.40  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NAVITAS SEMICONDUCTOR CORP                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    100890 | OU      | $-739523.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MITSUI E&S LTD                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |    267700 | OU      | $-5577374.66  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SIMPSON MANUFACTURING INC                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     49383 | OU      | $-8860791.69  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN AIRPORT TERMINAL LTD                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    115500 | OU      | $-3507691.61  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HACHIJUNI BANK LTD                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    159300 | OU      | $-1433166.37  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LOGISTA CIA DE DISTRIBUCION INTEGR                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | ES        |    272142 | OU      | $-8613435.87  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | QANTAS AIRWAYS LTD                                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |    405793 | OU      | $2814311.03   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                   | TOPIX INDX FUTR SEP25                                   | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |        61 | NC      | $256678.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ENEOS HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |   8596600 | OU      | $45120394.38  | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DATADOG INC CLASS A                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     42755 | OU      | $-5984844.90  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | AMANO CORP                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    203800 | OU      | $5686779.06   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RYMAN HEALTHCARE LTD                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NZ        |    508701 | OU      | $-747749.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ST.GALLER KANTONALBANK AG                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |      1466 | OU      | $-894497.01   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AXCELIS TECHNOLOGIES INC                                | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    144158 | OU      | $9758055.02   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NUTANIX INC CLASS A                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    118380 | OU      | $8898624.60   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FUJI SEAL INTERNATIONAL INC                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      9600 | OU      | $-176368.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | TRSWAP: DEDZ5 FUTURE 19-DEC-2025                        | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | DE        |   1188594 | OU      | $-2321.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | TRSWAP: SMU5 FUTURE 19-SEP-2025                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | DE        |   2394918 | OU      | $-39296.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ELIA GROUP SA                                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | BE        |     41712 | OU      | $-4812447.05  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HANCOCK WHITNEY CORP                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     26713 | OU      | $-1595300.36  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AOZORA BANK LTD                                         | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |      9600 | OU      | $-140845.25   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RUMBLE INC CLASS A                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    182613 | OU      | $-1541253.72  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HYAKUGO BANK LTD                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     29800 | OU      | $-147393.79   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KUMIAI CHEMICAL INDUSTRY LTD                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     48400 | OU      | $-260870.94   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HEALTHCARE SERVICES GROUP INC                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     40427 | OU      | $525955.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BARCLAYS PLC                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |   7907686 | OU      | $38652912.62  | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TAKARA LEBEN REAL ESTATE REIT CORP                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      4382 | OU      | $-2737721.29  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | QINETIQ GROUP PLC                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    239392 | OU      | $-1569476.44  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BENDIGO AND ADELAIDE BANK LTD                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |    742089 | OU      | $-5813715.73  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BURBERRY GROUP PLC                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |     22883 | OU      | $388161.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CURTISS WRIGHT CORP                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      5803 | OU      | $2844746.66   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SUPERLOOP LTD                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |    318287 | OU      | $681999.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KS HOLDINGS CORP                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    511800 | OU      | $5119687.83   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | OVERSEA-CHINESE BANKING LTD                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SG        |    366800 | OU      | $-4753419.23  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MICRONICS JAPAN LTD                                     | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     12800 | OU      | $-466343.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | INTERPUMP GROUP                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | IT        |     19942 | OU      | $-818184.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHOEI LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    395200 | OU      | $-4732107.23  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | VONTIER CORP                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     31077 | OU      | $1288763.19   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BUDWEISER BREWING COMPANY APAC LTD                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | HK        |   1506000 | OU      | $1580912.66   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DELUXE CORP                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     10626 | OU      | $171078.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NIPPON PAINT HOLDINGS LTD                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    693900 | OU      | $-5882563.02  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | KADANT INC                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     30953 | OU      | $-10300229.81 | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | M A RESEARCH INSTITUTE HOLDINGS IN                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     72400 | OU      | $-650901.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SUMITOMO CORP                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |    444800 | OU      | $11368978.04  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ROHM LTD                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     70500 | OU      | $887162.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOPPAN HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    155700 | OU      | $-4195838.66  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NITTO KOGYO CORP                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |     10000 | OU      | $-220966.03   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FIXSTARS CORP                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      8000 | OU      | $-107640.07   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HITACHI CONSTRUCTION MACHINERY LTD                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     91600 | OU      | $2652919.76   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | EXELON CORP                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    287383 | OU      | $-12914992.02 | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CLARKSON PLC                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |     64565 | OU      | $2939920.33   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | LEGACY HOUSING CORP                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      2972 | OU      | $-66513.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AMETEK INC                                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     27660 | OU      | $5112951.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HALEON PLC                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     30158 | OU      | $-141461.17   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NIPPON YUSEN                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     48600 | OU      | $-1704390.86  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PLUS500 LTD                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |    552458 | OU      | $24518965.11  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | YAMABIKO CORP                                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     23000 | OU      | $334103.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED JPY / SOLD USD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |         1 | NC      | $-15222.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOUTH32 LTD                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |   5254064 | OU      | $9825307.03   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | USHIO INC                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |    179300 | OU      | $2199287.57   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AUTO1 GROUP                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | DE        |    129006 | OU      | $3867328.47   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SUMITOMO CORP                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     42400 | OU      | $1083733.52   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TOSOH CORP                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     37600 | OU      | $566046.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | YORK WATER                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     30029 | OU      | $-908677.54   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ATLANTA BRAVES HOLDINGS INC SERIES                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    211148 | OU      | $-9408754.88  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ITO EN LTD                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     79500 | OU      | $1726640.13   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NOMURA HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   1745400 | OU      | $11530628.21  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FRESENIUS MEDICAL CARE AG                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |     24808 | OU      | $1258296.86   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ERG                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | IT        |     63594 | OU      | $-1377727.56  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DOF GROUP                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | NO        |       129 | OU      | $-1181.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GREIF INC CLASS A                                       | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     35797 | OU      | $-2270603.71  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TIDEWATER INC                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    159778 | OU      | $-7990497.78  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | UPM-KYMMENE                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FI        |     30190 | OU      | $-782457.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BERKELEY GROUP HOLDINGS (THE) PLC                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    125766 | OU      | $6048311.95   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | IMCD NV                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | NL        |     16578 | OU      | $-1817125.96  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SUMITOMO RUBBER INDUSTRIES LTD                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |    919600 | OU      | $10510540.01  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AFRY CLASS B                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |    261363 | OU      | $-4045524.97  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MITSUBISHI CHEMICAL GROUP CORP                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |    646800 | OU      | $3522972.07   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HYSTER YALE INC CLASS A                                 | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     38533 | OU      | $-1618771.33  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | YOKOGAWA ELECTRIC CORP                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     44800 | OU      | $-1194102.75  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FREEE KK                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     16500 | OU      | $-443494.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TREND MICRO INC                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     12300 | OU      | $-750034.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | COMPAGNIE DE SAINT GOBAIN SA                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FR        |     91514 | OU      | $-10498220.59 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DONNELLEY FINANCIAL SOLUTIONS INC                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     65605 | OU      | $-3474440.80  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KAGA ELECTRONICS LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     73200 | OU      | $1405030.12   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LIVERAMP HOLDINGS INC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    517671 | OU      | $16989962.22  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IAC INC                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     28203 | OU      | $-1108377.90  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | HARLEY DAVIDSON INC                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |   1130042 | OU      | $-27493921.86 | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TFI INTERNATIONAL INC                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CA        |     37624 | OU      | $3272006.35   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TS TECH LTD                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    114900 | OU      | $1379626.99   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHAMPION IRON LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |   1365835 | OU      | $-3608884.02  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MITEK SYSTEMS INC                                       | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     77167 | OU      | $-696046.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TRUIST FINANCIAL CORP                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    305866 | OU      | $13369402.86  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HULIC LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   1316400 | OU      | $12555431.33  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ORIENT CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    371800 | OU      | $-2459491.52  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BKW N AG                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CH        |     47959 | OU      | $-10707927.71 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AZ-COM MARUWA HOLDINGS INC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    571300 | OU      | $-4407037.42  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RENGO LTD                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    727600 | OU      | $-4220057.64  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | APOLLO COMMERCIAL REAL ESTATE FINA                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     87730 | OU      | $-843962.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RENAISSANCERE HOLDING LTD                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     15221 | OU      | $-3709966.54  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | KEYSIGHT TECHNOLOGIES INC                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    127638 | OU      | $20921144.58  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BEACH ENERGY LTD                                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |    955550 | OU      | $-716253.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CARL ZEISS MEDITEC AG                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      7528 | OU      | $415107.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PRIVIA HEALTH GROUP INC                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    777318 | OU      | $15173247.36  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MCKESSON CORP                                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      9239 | OU      | $6407616.06   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TREND MICRO INC                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     27900 | OU      | $-1701297.80  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | SKYWORKS SOLUTIONS INC                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      6994 | OU      | $479368.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VICTORY CAPITAL HOLDINGS CLASS A I                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     25922 | OU      | $1786285.02   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MITSUI FUDOSAN LOGISTICS PARK REIT                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     11531 | OU      | $-7730241.84  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NOS SGPS SA                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | PT        |    444831 | OU      | $1833648.18   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | COCA COLA CONSOLIDATED INC                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      1405 | OU      | $157008.75    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PARK NATIONAL CORP                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     18600 | OU      | $3010782.00   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DIGI INTERNATIONAL INC                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    113468 | OU      | $3700191.48   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TIMKENSTEEL CORP                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     48463 | OU      | $-765715.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DYNEX CAPITAL REIT INC                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    941573 | OU      | $-11713168.12 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | UBISOFT ENTERTAINMENT SA CAT A                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |   1602897 | OU      | $16904943.88  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WOLTERS KLUWER NV                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NL        |     26598 | OU      | $4142875.65   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | KAKAKU.COM INC                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    548800 | OU      | $9327668.21   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | STANDARD MOTOR PRODUCTS INC                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    223947 | OU      | $6799030.92   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | WILMAR INTERNATIONAL LTD                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | SG        |   2085300 | OU      | $-4719777.18  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ASTERA LABS INC                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      9244 | OU      | $-1263932.12  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Lens Technology Co Ltd                           | Lens Technology Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    630600 | NS      | $1601804.33   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | AJ BELL PLC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    929683 | OU      | $6584537.25   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BIG SHOPPING CENTERS  LTD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IL        |      2869 | OU      | $-546453.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CREDIT ACCEPTANCE CORP                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      9391 | OU      | $4604219.48   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MARUWA (OWARIASAHI) LTD                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      2000 | OU      | $-602835.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | JD SPORTS FASHION PLC                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |   3397194 | OU      | $-3813303.75  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CRESCENT ENERGY CLASS A                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    490442 | OU      | $-4531684.08  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KOKUSAI ELECTRIC CORP                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    409100 | OU      | $-9029372.21  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NOMURA HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   1450200 | OU      | $9580449.77   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MONEYSUPERMARKET.COM GROUP PLC                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |         1 | OU      | $2.65         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COMSYS HOLDINGS CORP                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    669000 | OU      | $15336724.77  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | THE KIYO BANK LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     67200 | OU      | $-1222512.78  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | VERINT SYSTEMS INC                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     55071 | OU      | $1171910.88   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RICOH LTD                                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    236900 | OU      | $-2077255.06  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BHP GROUP LTD                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     59766 | OU      | $-1509403.10  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AZIMUT HOLDING                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IT        |       395 | OU      | $-13427.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CES ENERGY SOLUTIONS CORP                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |    277475 | OU      | $1451857.50   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | PENSKE AUTOMOTIVE GROUP VOTING INC                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     46207 | OU      | $7735513.87   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DIGICO INFRASTRUCTURE REIT STAPLED                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |    783706 | OU      | $1648972.86   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SALZGITTER AG                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |    181774 | OU      | $4713054.84   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PAYCHEX INC                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     33485 | OU      | $-4832890.05  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TAMRON LTD                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |    116700 | OU      | $701287.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | IMCD NV                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | NL        |     85677 | OU      | $-9391114.80  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | KNOWLES CORP                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    143493 | OU      | $-2914342.83  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HISAMITSU PHARMACEUTICAL INC                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      6900 | OU      | $-185748.29   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SMITHS GROUP PLC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    156185 | OU      | $4838013.14   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CURRYS PLC                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |   3419718 | OU      | $5098846.18   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MORGAN STANLEY                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    147543 | OU      | $21018975.78  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RELIANCE WORLDWIDE CORPORATION LTD                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |    376500 | OU      | $-1034997.61  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SWISS PRIME SITE AG                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CH        |     21378 | OU      | $-2956763.48  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ECHOSTAR CORP CLASS A                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     34825 | OU      | $-1134946.75  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PENNYMAC MORTGAGE INVESTMENT TRUST                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    292622 | OU      | $-3450013.38  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SUNDRUG LTD                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     16500 | OU      | $-489044.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EIFFAGE SA                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |     19489 | OU      | $2616113.68   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SUMITOMO PHARMA LTD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     29700 | OU      | $-255524.93   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BP PLC                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |    107013 | OU      | $-573619.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | YPSOMED HOLDING AG                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CH        |      7013 | OU      | $-3355419.91  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ANGLO AMERICAN PLC                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |    158087 | OU      | $4448266.62   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HONG KONG AND CHINA GAS LTD                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | HK        |   5027000 | OU      | $-4486915.13  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ZIGUP PLC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    529944 | OU      | $2345554.91   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AIN HOLDINGS INC                                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     25800 | OU      | $-993036.47   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LIFENET INSURANCE                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |    205800 | OU      | $-3117278.70  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MEDIOBANCA BANCA DI CREDITO FINANZ                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IT        |    137819 | OU      | $3034271.18   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MTR CORPORATION CORP LTD                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | HK        |    864000 | OU      | $-3108040.01  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AEROVIRONMENT INC                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      6992 | OU      | $-1871338.88  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SUZUKEN LTD                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     79900 | OU      | $3019994.35   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TOOTSIE ROLL INDUSTRIES INC                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     31226 | OU      | $-1184402.18  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EURONET WORLDWIDE INC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     52329 | OU      | $5085332.22   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WETHERSPOON(J.D.) PLC                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |     92955 | OU      | $921306.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MINK THERAPEUTICS, INC.                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |         7 | OU      | $106.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BAUSCH LOMB CORP                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    289447 | OU      | $-3945162.61  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NIKON CORP                                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    890500 | OU      | $-8648263.41  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | FURUKAWA LTD                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |      8400 | OU      | $133626.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ASSOCIATED BRITISH FOODS PLC                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |    841716 | OU      | $-24372296.00 | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ITALGAS                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |    204539 | OU      | $1697134.90   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KOKUSAI ELECTRIC CORP                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |    182600 | OU      | $-4030220.89  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SAILPOINT INC                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    257237 | OU      | $-5746674.58  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHINMAYWA INDUSTRIES LTD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    400700 | OU      | $4836227.93   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INDUSTRIVARDEN SERIES                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |     45163 | OU      | $1667854.12   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SANKEN ELECTRIC LTD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     18900 | OU      | $-1072103.84  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RAKUTEN BANK LTD                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      3300 | OU      | $-153719.78   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MITIE GROUP PLC                                         | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |    896760 | OU      | $1662841.32   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SEIBU HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     48500 | OU      | $-1355317.88  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SHOCHIKU LTD                                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |      9100 | OU      | $-771174.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ESTEE LAUDER INC CLASS A                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    217679 | OU      | $-20318157.86 | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NOMURA REAL ESTATE HOLDINGS INC                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |   1162700 | OU      | $6443234.08   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | G-TEKT CORP                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      7500 | OU      | $-92418.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LIFEDRINK COMPANY INC                                   | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |      1300 | OU      | $-19416.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NICHIAS CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      6200 | OU      | $-237214.60   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ORRSTOWN FINANCIAL SERVICES INC                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       373 | OU      | $-12256.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SENSHU IKEDA HOLDINGS INC                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     85300 | OU      | $-363079.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CHEMRING GROUP PLC                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |    271277 | OU      | $1964613.78   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RAMBUS INC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    260071 | OU      | $19227049.03  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AON PLC CLASS A                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       518 | OU      | $-184257.78   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | 1 1 AG                                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | DE        |     97400 | OU      | $-2047584.49  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | JD SPORTS FASHION PLC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |   4934195 | OU      | $-5538566.33  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OHSHO FOOD SERVICE CORP                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    140200 | OU      | $3468679.81   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DMG MORI LTD                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     35300 | OU      | $815684.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TRAVELERS COMPANIES INC                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     78550 | OU      | $20441852.00  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WH GROUP LTD                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | HK        |   3015000 | OU      | $3018430.95   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MORGAN ADVANCED MATERIALS PLC                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |     87190 | OU      | $-267142.10   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WH GROUP LTD                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | HK        |   7731000 | OU      | $7739797.58   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | GALAXY DIGITAL INC CLASS A                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |     61018 | OU      | $-1730663.54  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | M I HOMES INC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    113494 | OU      | $13640843.86  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CASCADES INC                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    845320 | OU      | $-5508977.77  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | GENERAL MILLS INC                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    525810 | OU      | $-25754173.80 | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MEDLEY INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    716600 | OU      | $-14659856.86 | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TOKUYAMA CORP                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     20700 | OU      | $-443283.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KAGOME LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    256400 | OU      | $-4899552.04  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | LY CORP                                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    504100 | OU      | $1842568.42   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MANHATTAN ASSOCIATES INC                                | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      2407 | OU      | $-528721.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ICADE REIT SA                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |    284936 | OU      | $-6771688.63  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CORE LABORATORIES INC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     26937 | OU      | $-294690.78   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NIPPON BUILDING FUND REIT INC                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      1246 | OU      | $-1142990.17  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MATAS                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DK        |     54702 | OU      | $-1122054.12  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CHIBA KOGYO BANK LTD                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      1100 | OU      | $-10860.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BURCKHARDT COMPRESSION HOLDING AG                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |      1722 | OU      | $1533599.73   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BUREAU VERITAS SA                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |    533218 | OU      | $16421035.25  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HANG SENG BANK LTD                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | HK        |    431900 | OU      | $-6291356.19  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | UNITED STATES LIME AND MINERALS IN                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     43510 | OU      | $4332725.80   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CATHAY GENERAL BANCORP                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     91463 | OU      | $-4135956.86  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | GERMAN AMERICAN BANCORP INC                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     19719 | OU      | $-757603.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHIBA BANK LTD                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   1546300 | OU      | $-14412605.55 | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | INDIVIOR PLC                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    204205 | OU      | $-4124941.00  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SECTRA CLASS B                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |     69069 | OU      | $-2560799.99  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IES INC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       645 | OU      | $-227730.15   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ASHTEAD GROUP PLC                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |       180 | OU      | $12026.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LUNDIN GOLD INC                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     65837 | OU      | $3047146.95   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ABC MART INC                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     17700 | OU      | $-331226.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INVESCO MORTGAGE CAPITAL REIT INC                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    334855 | OU      | $-2528155.25  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LATOUR INVESTMENT CLASS B                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |      7884 | OU      | $201272.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VEOLIA ENVIRON. SA                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |    138499 | OU      | $-4693599.26  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ADECCO GROUP AG                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |    101618 | OU      | $-3199761.85  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HYAKUGO BANK LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    298200 | OU      | $-1474927.16  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CORMEDIX INC                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     22012 | OU      | $-256880.04   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VERTEX INC CLASS A                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     74731 | OU      | $-2478827.27  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JGC HOLDINGS CORP                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    424300 | OU      | $-3793432.44  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NORTHROP GRUMMAN CORP                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     11742 | OU      | $6770554.62   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RANDSTAD HOLDING                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NL        |    111320 | OU      | $-5290976.64  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DAKTRONICS INC                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     98775 | OU      | $-1602130.50  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CENTURY COMMUNITIES INC                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     51142 | OU      | $2878783.18   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ROCKWELL AUTOMATION INC                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     11331 | OU      | $3985226.01   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CASIO COMPUTER LTD                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     73000 | OU      | $578331.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PAR PACIFIC HOLDINGS INC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    431136 | OU      | $13529047.68  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | INTERCONTINENTAL HOTELS GROUP PLC                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |    164043 | OU      | $18871526.84  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ASAHI KASEI CORP                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |    107700 | OU      | $749350.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TUTOR PERINI CORP                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |    156510 | OU      | $7535956.50   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ABERDEEN GROUP PLC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |   4382961 | OU      | $11565472.26  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | APA GROUP UNITS                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |   1316882 | OU      | $-7082699.56  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797QU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        | 502100000 | PA      | $499362410.22 | 8.38%             | 2025-09-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CROCS INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     10765 | OU      | $1073593.45   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MERIDIAN ENERGY LTD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NZ        |    546832 | OU      | $-1836190.41  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | POTLATCHDELTIC CORP                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     40277 | OU      | $1646926.53   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | QUEBECOR INC CLASS B                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |     42850 | OU      | $-1205465.50  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BELLEVUE GOLD LTD                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |    600240 | OU      | $-309415.09   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BANK FIRST CORP                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       849 | OU      | $-100878.18   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NAVITAS SEMICONDUCTOR CORP                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    110811 | OU      | $-812244.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TOYO SUISAN LTD                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     21500 | OU      | $-1373604.86  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CVS GROUP PLC                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |    112806 | OU      | $-1826154.60  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EXTREME NETWORKS INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    269761 | OU      | $4763979.26   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HILTON FOOD GROUP PLC                                   | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |    184902 | OU      | $2075621.73   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PPG INDUSTRIES INC                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    206586 | OU      | $21794823.00  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ROYAL UNIBREW                                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | DK        |     72153 | OU      | $-5407545.10  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DOMINOS PIZZA ENTERPRISES LTD                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |    520214 | OU      | $6071614.42   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ISRAEL CORPORATION LTD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IL        |       373 | OU      | $-115614.13   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | STORAGEVAULT CANADA INC                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |     84625 | OU      | $-283386.26   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | GEORG FISCHER AG                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CH        |     12801 | OU      | $-1001405.11  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GEA GROUP AG                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |     59466 | OU      | $4271456.90   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DAIEI KANKYO LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    338900 | OU      | $-6983170.02  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BML INC                                                 | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     96800 | OU      | $2248022.58   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RYOHIN KEIKAKU LTD                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     20600 | OU      | $-964446.07   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MITSUBISHI CHEMICAL GROUP CORP                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |   1158100 | OU      | $6307906.54   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ARTHUR J GALLAGHER                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      1639 | OU      | $-470802.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EXTENDICARE INC                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |    159689 | OU      | $1421020.04   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MILLICOM INTERNATIONAL CELLULAR SA                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     84294 | OU      | $3384404.10   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EVERUS CONSTRUCTION GROUP INC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     78081 | OU      | $5798295.06   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MELCO RESORTS ENTERTAINMENT ADR LT                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    158507 | OU      | $1371085.55   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DIGITAL TURBINE INC                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    300903 | OU      | $1639921.35   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MORGAN STANLEY                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     35204 | OU      | $5015161.84   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | COTY INC CLASS A                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |   1675177 | OU      | $-8124608.45  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KEEPER TECHNICAL LABORATORY LTD                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     27600 | OU      | $-596009.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIPPON CARBON LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     26600 | OU      | $-727093.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FURUKAWA ELECTRIC LTD                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    102000 | OU      | $-6160973.29  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NVIDIA CORP                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    131485 | OU      | $23387236.95  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SABLE OFFSHORE CORP CLASS A                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     68137 | OU      | $-2089761.79  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ICF INTERNATIONAL INC                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     13698 | OU      | $1149125.22   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RYANAIR HOLDINGS PLC                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IE        |    153812 | OU      | $-4522486.10  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CARREFOUR SA                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |    667483 | OU      | $9565702.15   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TECHNOLOGY ONE LTD                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     57336 | OU      | $1499825.30   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MITSUI FUDOSAN LOGISTICS PARK REIT                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |       133 | OU      | $-89161.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ISRAEL DISCOUNT BANK LTD                                | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | IL        |    185300 | OU      | $1772122.06   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AMG ADVANCED METALLURGICAL GROUP N                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | NL        |     62919 | OU      | $-1771603.85  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HARMONIC INC                                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     44366 | OU      | $-377554.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | THRYV HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    246187 | OU      | $-3239820.92  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MISUMI GROUP INC                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    447200 | OU      | $6439693.43   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AXA SA                                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |    369443 | OU      | $-17943528.00 | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MOTA-ENGIL SGPS SA                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | PT        |    195486 | OU      | $998880.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AMADEUS IT GROUP SA                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | ES        |    226246 | OU      | $-18166140.12 | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OCCIDENTAL PETROLEUM CORP                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     56210 | OU      | $-2469867.40  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DAIO PAPER CORP                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    289700 | OU      | $-1613933.32  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SMITHS GROUP PLC                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |    132036 | OU      | $4089969.61   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SERVICENOW INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     11391 | OU      | $10743079.92  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LOTUS BAKERIES NV                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | BE        |       121 | OU      | $-1022984.08  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PHOTRONICS INC                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    277566 | OU      | $-5651243.76  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | HOWMET AEROSPACE INC                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     37549 | OU      | $-6750183.73  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | UIPATH INC CLASS A                                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     95923 | OU      | $1127095.25   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | RS GROUP PLC                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |   1256710 | OU      | $-9248072.67  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AGL ENERGY LTD                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |    805168 | OU      | $5017884.99   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BANK OF GEORGIA GROUP PLC                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |     17629 | OU      | $1767381.55   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GREATLAND RESOURCES LTD                                 | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |   1688607 | OU      | $-5396741.61  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ATKINSREALIS GROUP INC                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |    111448 | OU      | $7891284.12   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AVIVA PLC                                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |    200661 | OU      | $-1714448.26  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALTUS GROUP LTD                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    391781 | OU      | $16360023.57  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | INVESTOR CLASS B                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |    607064 | OU      | $-17592422.45 | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | UDR REIT INC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    225392 | OU      | $-8855651.68  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED EUR / SOLD USD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $-616229.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SAFEHOLD INC                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    187304 | OU      | $2620382.96   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BURBERRY GROUP PLC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |     87258 | OU      | $1480147.26   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SPIN MASTER SUBORDINATE VOTING COR                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      8744 | OU      | $-143882.22   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | OGAKI KYORITSU BANK LTD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     26900 | OU      | $-506628.79   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SVEAFASTIGHETER                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |     32510 | OU      | $124802.04    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | A P MOLLER MAERSK                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DK        |       788 | OU      | $1546189.19   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | INVITATION HOMES INC                                    | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    434990 | OU      | $13332443.50  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ROBERT HALF                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    264342 | OU      | $9756863.22   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PEYTO EXPLORATION   DEVELOPMENT CO                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |   1231616 | OU      | $-17279600.92 | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HULIC LTD                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     60300 | OU      | $575123.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FUJITA KANKO INC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     14800 | OU      | $-1029806.66  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DOWNER EDI LTD                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |    771590 | OU      | $3402420.15   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | GLENCORE PLC                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |   1143960 | OU      | $4591079.14   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ZOOMINFO TECHNOLOGIES INC                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |   1091595 | OU      | $11821973.85  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | JAMIESON WELLNESS INC                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CA        |      5869 | OU      | $142489.29    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BEIJER REF CLASS B                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | SE        |    137681 | OU      | $-2311236.55  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | YOKOGAWA ELECTRIC CORP                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    121600 | OU      | $-3241136.04  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CAPITALAND INTEGRATED COMMERCIAL T                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SG        |     41045 | OU      | $-69302.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LGI HOMES INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      4908 | OU      | $261449.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TIS INC                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     27400 | OU      | $-874112.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BANCA IFIS                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IT        |     17001 | OU      | $470835.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ICHIGO OFFICE REIT INVESTMENT REIT                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |      2433 | OU      | $1540952.45   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SITIME CORP                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      8956 | OU      | $-1816724.60  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BT GROUP PLC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |   2540120 | OU      | $-6937160.33  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VERBUND AG                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AT        |     41369 | OU      | $-3080314.13  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | A2A                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | IT        |    109459 | OU      | $266724.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOHO TITANIUM LTD                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     61500 | OU      | $-556939.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CRANE NXT                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    277535 | OU      | $-16468926.90 | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STRAUMANN HOLDING AG                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |     66408 | OU      | $-8091141.15  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | TRSWAP: SMU5 FUTURE 19-SEP-2025                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | DE        |   1076291 | OU      | $-15932.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FUJIMI INC                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      1500 | OU      | $22367.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CRA INTERNATIONAL INC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      9526 | OU      | $1682863.16   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | RLJ LODGING TRUST REIT                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    509016 | OU      | $3766718.40   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | B AND G FOODS INC                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    311248 | OU      | $-1276116.80  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | METSO CORPORATION                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | FI        |    752100 | OU      | $-9445838.05  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KYUSHU RAILWAY                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      9500 | OU      | $-229735.86   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WILLIS LEASE FINANCE CORP                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |       546 | OU      | $-77302.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ROUND ONE CORP                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |   1637900 | OU      | $16819827.14  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FURUKAWA ELECTRIC LTD                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     65500 | OU      | $-3956311.28  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | VENTIA SERVICES GROUP LTD                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |    646734 | OU      | $2153486.73   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TAMBURI INVESTMENT PARTNERS                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | IT        |    104420 | OU      | $-919528.78   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | KEWPIE CORP                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    121400 | OU      | $3317609.45   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PREMIER INVESTMENTS LTD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    101081 | OU      | $-1366847.05  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EQT                                                     | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | SE        |    325251 | OU      | $-10871221.39 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SIEMENS HEALTHINEERS AG                                 | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | DE        |    128206 | OU      | $-6905511.81  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HAMMERSON PLC                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |         1 | OU      | $3.91         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NOMURA REAL ESTATE MASTER FUND REI                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |      5316 | OU      | $-5598735.82  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FISHER AND PAYKEL HEALTHCARE CORPO                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NZ        |     10776 | OU      | $-233611.57   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | JAPAN STEEL WORKS LTD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     21300 | OU      | $-1313732.09  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | METLIFE INC                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     55280 | OU      | $4198516.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SEMBCORP INDUSTRIES LTD                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SG        |   1478300 | OU      | $-8790101.14  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | YAMAGUCHI FINANCIAL GROUP INC                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    354200 | OU      | $4009112.89   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NRW HOLDINGS LTD                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |    384457 | OU      | $793843.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KERRY GROUP PLC                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IE        |     26609 | OU      | $2457872.32   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PLAYTECH PLC                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    818364 | OU      | $-4301473.61  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIHON M A CENTER HOLDINGS INC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   6417200 | OU      | $-32080978.58 | -0.54%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NITTO BOSEKI LTD                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      5900 | OU      | $-258123.04   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FUJIKURA LTD                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      3600 | OU      | $-244376.74   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | YOSHINOYA HOLDINGS LTD                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     27700 | OU      | $600357.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VERIS RESIDENTIAL INC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     35642 | OU      | $-501839.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HOEGH AUTOLINERS                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NO        |       736 | OU      | $-7396.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SPHERE ENTERTAINMENT CLASS A                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    219426 | OU      | $-9446289.30  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | GUESS INC                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     90382 | OU      | $-1174966.00  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TUI N AG                                                | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | XX        |    121594 | OU      | $-1097027.04  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | POWER ASSETS HOLDINGS LTD                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | HK        |    329500 | OU      | $-2169459.98  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EDGEWELL PERSONAL CARE                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     92092 | OU      | $-2323481.16  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CRODA INTERNATIONAL PLC                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     11758 | OU      | $-404682.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AMADA LTD                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    786300 | OU      | $8866259.88   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ADVANCED MICRO DEVICES INC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      3226 | OU      | $-568776.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CHAMPION HOMES INC                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     11266 | OU      | $686099.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SANDVIK                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |      6099 | OU      | $148813.52    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AJINOMOTO INC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    322100 | OU      | $-8521614.32  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CIMPRESS PLC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     62919 | OU      | $3480049.89   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AGL ENERGY LTD                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    522747 | OU      | $3257809.96   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SEKISUI HOUSE LTD                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    723200 | OU      | $15170437.18  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DAMPSKIBSSELSKABET NORDEN                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DK        |    183046 | OU      | $6365758.20   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMALGAMATED FINANCIAL                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    108418 | OU      | $3143037.82   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | FIVE BELOW INC                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     55022 | OU      | $7511603.44   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BLUESCOPE STEEL LTD                                     | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |    295063 | OU      | $-4473240.58  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SHELL PLC                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    599801 | OU      | $-21552710.80 | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RAIFFEISEN BANK INTERNATIONAL AG                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AT        |    522300 | OU      | $15081104.86  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOMNIGROUP INTERNATIONAL INC                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    591997 | OU      | $-42848742.86 | -0.72%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DESCARTES SYSTEMS GROUP INC                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     13230 | OU      | $-1397762.49  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  36147300 | PA      | $34993421.43  | 0.59%             | 2026-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FURUKAWA ELECTRIC LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     30800 | OU      | $-1860372.33  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALPHABET INC CLASS C                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      9568 | OU      | $1845284.48   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PROGRESS SOFTWARE CORP                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    286954 | OU      | $13796748.32  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BANCO BILBAO VIZCAYA ARGENTARIA SA                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | ES        |   1528320 | OU      | $25489712.10  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED GBP / SOLD USD                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | GB        |         1 | NC      | $-9879.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | YAMAZEN CORP                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     78200 | OU      | $693141.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BKW N AG                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |     10630 | OU      | $-2373387.09  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ACCIONA SA                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | ES        |      1630 | OU      | $-312625.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PUBLICIS GROUPE SA                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |     19193 | OU      | $1753888.84   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ARDMORE SHIPPING CORP                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     38090 | OU      | $414419.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KEPPEL LTD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SG        |   1059400 | OU      | $-6882748.99  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ABN AMRO BANK NV                                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | NL        |    373281 | OU      | $-10790968.99 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WHIRLPOOL CORP                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    149575 | OU      | $-12420708.00 | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ZIPRECRUITER INC CLASS A                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    319598 | OU      | $1342311.60   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797NU7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  59100000 | PA      | $58090959.70  | 0.97%             | 2025-12-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | POSTE ITALIANE                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |    740236 | OU      | $-15992730.39 | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FUJI ELECTRIC LTD                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     27300 | OU      | $-1357306.42  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NOJIMA CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    283300 | OU      | $-6476262.01  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TECHTRONIC INDUSTRIES LTD                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | HK        |    950000 | OU      | $11359765.99  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | OTSUKA CORP                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    537600 | OU      | $10185992.34  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WH GROUP LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | HK        |   9655500 | OU      | $9666487.59   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NORDEX                                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | DE        |     26253 | OU      | $644403.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | K92 MINING INC                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |   1548284 | OU      | $16079537.21  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BRIGHTSPRING HEALTH SERVICES INC                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    700475 | OU      | $14464808.75  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD EUR                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $13747.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ALPHA GROUP INTERNATIONAL PLC                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |    156596 | OU      | $8582322.90   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | LOTUS BAKERIES NV                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | BE        |       270 | OU      | $-2282691.74  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | INSULET CORP                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       818 | OU      | $235911.20    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797RR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  49894800 | PA      | $49197970.72  | 0.83%             | 2025-12-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TOKYU FUDOSAN HOLDINGS CORP                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    231500 | OU      | $1632457.98   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | YAMABIKO CORP                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      6500 | OU      | $94420.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NIDEC CORP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     28300 | OU      | $-542971.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ADIENT PLC                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    455876 | OU      | $9773981.44   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KANSAI PAINT LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    735500 | OU      | $-10414603.36 | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SHIFT4 PAYMENTS INC CLASS A                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     70983 | OU      | $-7311249.00  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TMX GROUP LTD                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CA        |      4393 | OU      | $178624.15    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | THERMON GROUP HOLDINGS INC                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     60367 | OU      | $-1707178.76  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KADOKAWA CORP                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     11000 | OU      | $-267162.35   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ROIVANT SCIENCES LTD                                    | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    313702 | OU      | $3563654.72   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ABBVIE INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     26740 | OU      | $5054394.80   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SYMBOTIC INC CLASS A                                    | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     63429 | OU      | $-3421994.55  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EXOR NV                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NL        |     52197 | OU      | $-5030559.22  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INTERCONTINENTAL EXCHANGE INC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     22182 | OU      | $4099899.06   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DOMINION ENERGY INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    665125 | OU      | $-38876556.25 | -0.65%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NOVOZYMES B                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DK        |    128564 | OU      | $-8317771.08  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | STRYKER CORP                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     75135 | OU      | $-29507768.55 | -0.49%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIPPON YUSEN                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     15500 | OU      | $-543581.45   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VICINITY CENTRES                                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |   5928232 | OU      | $-9333994.63  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LIFE CORP                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    320900 | OU      | $5128742.12   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CUMMINS INC                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     16674 | OU      | $-6129695.88  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797QG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   5200000 | PA      | $5149152.11   | 0.09%             | 2025-10-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SSAB CLASS B                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | SE        |   1079123 | OU      | $6098848.02   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KINTETSU GROUP HOLDINGS LTD                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   1508200 | OU      | $-28943088.21 | -0.49%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RALLIANT CORP                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     63449 | OU      | $-2900888.28  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AZENTA INC                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    371578 | OU      | $12150600.60  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MAEDA KOSEN LTD                                         | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     89300 | OU      | $1126442.11   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TOSHIBA TEC CORP                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     24800 | OU      | $495792.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MONRO INC                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    211353 | OU      | $2979020.54   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SUZUKI MOTOR CORP                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   1508500 | OU      | $-16574753.36 | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FULGENT GENETICS INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    134026 | OU      | $2302566.68   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DO   CO AKTIENGESELLSCHAFT AG                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AT        |     13700 | OU      | $3090725.01   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MITSUI FUDOSAN LTD                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   1821400 | OU      | $16280218.52  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PAN AMERICAN SILVER CORP                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |    135159 | OU      | $3651126.85   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | QUEBECOR INC CLASS B                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    927567 | OU      | $-26094516.21 | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | EAST JAPAN RAILWAY                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      9700 | OU      | $-207911.38   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | EAGLE BANCORP INC                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      9345 | OU      | $150361.05    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MORINAGA LTD                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |    148700 | OU      | $2373686.33   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TOKYO KIRABOSHI FINANCIAL GROUP IN                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |      4500 | OU      | $-194020.12   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | TRSWAP: SMU5 FUTURE 19-SEP-2025                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | DE        |   2256487 | OU      | $-14326.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SHIMIZU CORP                                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |   1068400 | OU      | $11835693.26  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INTEL CORPORATION CORP                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |   1107828 | OU      | $21934994.40  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | RADWARE LTD                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     14175 | OU      | $362880.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BOARDWALK REAL ESTATE INVESTMENT T                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |      3719 | OU      | $191774.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TP ICAP GROUP PLC                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |     69525 | OU      | $280657.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ROGERS COMMUNICATIONS NON-VOTING I                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     19226 | OU      | $-642161.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MIZUNO CORP                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     42900 | OU      | $-781471.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DANSKE BANK                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DK        |     54603 | OU      | $-2166181.41  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | WPP PLC                                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    348062 | OU      | $-1884542.33  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | C UYEMURA LTD                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      4300 | OU      | $-275409.10   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RAKUTEN BANK LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    144000 | OU      | $-6707772.29  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SHIKOKU ELECTRIC POWER INC                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     16000 | OU      | $-133140.22   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SPHERE ENTERTAINMENT CLASS A                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     73397 | OU      | $-3159740.85  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TRUSTMARK CORP                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      5693 | OU      | $-212064.25   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SKANDINAVISKA ENSKILDA BANKEN                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |    139842 | OU      | $-2446189.85  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TARGET HOSPITALITY CORP                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     15928 | OU      | $-120893.52   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WHARF (HOLDINGS) LTD                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | HK        |    131000 | OU      | $-372974.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BIONTECH SE ADR                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      2491 | OU      | $267782.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GLENVEAGH PROPERTIES PLC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IE        |     79472 | OU      | $-169503.07   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SUMITOMO WAREHOUSE LTD                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      8000 | OU      | $-165929.52   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CENTRICA PLC                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |   2710308 | OU      | $5891539.10   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HENNES   MAURITZ                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |     11378 | OU      | $-153280.31   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | LOGITECH INTERNATIONAL SA                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CH        |    169953 | OU      | $15759206.15  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ALTRI SGPS SA                                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | XX        |     49064 | OU      | $-267020.19   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | VENTAS REIT INC                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     77919 | OU      | $5234598.42   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DENSO CORP                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    244700 | OU      | $3319947.32   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | JD SPORTS FASHION PLC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |   2717112 | OU      | $-3049921.02  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SANYO DENKI LTD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     32600 | OU      | $-2021390.41  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BHP GROUP LTD                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     17052 | OU      | $-430651.90   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SUMITOMO ELECTRIC INDUSTRIES LTD                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     24100 | OU      | $-598033.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | OSG CORP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |      4200 | OU      | $-54345.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NIDEC CORP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    124400 | OU      | $-2386772.92  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NSD LTD                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     25700 | OU      | $-614695.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KANDENKO LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    348000 | OU      | $8243774.68   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | COSMO ENERGY HOLDINGS LTD                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |    217800 | OU      | $9666525.38   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SANTOS LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |   1889941 | OU      | $9509968.35   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GEORG FISCHER AG                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |     62506 | OU      | $-4889760.77  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CIE AUTOMOTIVE SA                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | ES        |    178638 | OU      | $-5363399.69  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | OVERSEA-CHINESE BANKING LTD                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | SG        |    294600 | OU      | $-3817768.00  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | UNIVERSAL INSURANCE HOLDINGS INC                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    140939 | OU      | $3331797.96   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KEPPEL LTD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SG        |    100100 | OU      | $-650333.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | INFRATIL LTD                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | NZ        |    183237 | OU      | $-1251160.90  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | APPLIED DIGITAL CORP                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    204896 | OU      | $-2692333.44  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AZBIL CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   1737200 | OU      | $16233094.82  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SCHNEIDER ELECTRIC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | XX        |     12516 | OU      | $-3239055.95  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GPT GROUP STAPLED UNITS                                 | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |   1325283 | OU      | $-4317251.03  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | EQT                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | SE        |    216429 | OU      | $-7233944.16  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CITIZEN WATCH LTD                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |    695500 | OU      | $4174674.69   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PEYTO EXPLORATION   DEVELOPMENT CO                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |    168900 | OU      | $-2369670.90  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ABB LTD                                                 | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | CH        |     60537 | OU      | $3952950.43   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TREEHOUSE FOODS INC                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     20105 | OU      | $-386418.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NOK CORP                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      9200 | OU      | $-139592.80   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | WHITESTONE REIT                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     60973 | OU      | $743260.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PLEJD                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |      2133 | OU      | $209176.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SCSK CORP                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     36700 | OU      | $-1141916.86  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DREAM INDUSTRIAL REAL ESTATE INVES                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |    219148 | OU      | $-1822015.70  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CRA INTERNATIONAL INC                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     37211 | OU      | $6573695.26   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IZUMI LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    225700 | OU      | $-4751346.08  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PKSHA TECHNOLOGY INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     68500 | OU      | $-1594648.73  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NATIONAL HEALTH INVESTORS REIT INC                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     68871 | OU      | $-4811328.06  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CITIGROUP INC                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |    255000 | OU      | $-23893500.00 | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GLAUKOS CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     95190 | OU      | $-8194907.10  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HENSOLDT AG                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |     14198 | OU      | $-1557084.28  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | OLD NATIONAL BANCORP                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |   1128926 | OU      | $-23831627.86 | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LIMBACH HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      6536 | OU      | $-895432.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KUSURI NO AOKI HOLDINGS LTD                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    245600 | OU      | $-6537380.91  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PALADIN ENERGY LTD                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |   1615707 | OU      | $-6327681.55  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ALTRI SGPS SA                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | PT        |       191 | OU      | $-1039.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NIPPON CARBON LTD                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     15200 | OU      | $-415482.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SWEDISH ORPHAN BIOVITRUM                                | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | SE        |     80566 | OU      | $2215281.99   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CLOUDFLARE INC CLASS A                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     41056 | OU      | $-8526510.08  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NIBE INDUSTRIER CLASS B                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | SE        |    308988 | OU      | $-1425797.44  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AJINOMOTO INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    106400 | OU      | $-2814963.56  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DEFINITY FINANCIAL CORP                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    189002 | OU      | $-10182591.87 | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOFTCAT PLC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    329845 | OU      | $7094271.79   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WARTSILA                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FI        |     30694 | OU      | $848026.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SANKEN ELECTRIC LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     84600 | OU      | $-4798941.00  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HUNTINGTON INGALLS INDUSTRIES INC                       | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     12816 | OU      | $3573869.76   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BORGWARNER INC                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    453195 | OU      | $16677576.00  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | OLLIES BARGAIN OUTLET HOLDINGS INC                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2979 | OU      | $-407020.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LUNDBERGFORETAGEN CLASS B                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |     19516 | OU      | $-951934.55   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ASAHI KASEI CORP                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    829500 | OU      | $5771456.78   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | EXPONENT INC                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      6024 | OU      | $415415.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FLOWSERVE CORP                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    126049 | OU      | $7063785.96   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | UT GROUP LTD                                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    604700 | OU      | $10208570.65  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NEXTAGE LTD                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     25200 | OU      | $-312801.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | USS LTD                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |   1277000 | OU      | $13879568.90  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VALEO                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |    902074 | OU      | $9814081.82   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | INFRATIL LTD                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | NZ        |     66458 | OU      | $-453781.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GRAINCORP CLASS A LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    872049 | OU      | $4231824.24   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ROGERS SUGAR INC                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |    171124 | OU      | $-696549.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FUJI ELECTRIC LTD                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     25500 | OU      | $-1267813.69  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIDEC CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    342800 | OU      | $-6577055.92  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SEMLER SCIENTIFIC INC                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    125259 | OU      | $-4490535.15  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TECHTRONIC INDUSTRIES LTD                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | HK        |     73500 | OU      | $878887.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MEDIOBANCA BANCA DI CREDITO FINANZ                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |    618601 | OU      | $13619335.40  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TELEPERFORMANCE                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |     15532 | OU      | $-1514232.00  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ARCHER AVIATION INC CLASS A                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    447594 | OU      | $-4489367.82  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RYMAN HOSPITALITY PROPERTIES REIT                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    184859 | OU      | $-17572696.54 | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | OPEN UP GROUP INC                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    108700 | OU      | $1332026.45   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BECTON DICKINSON                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    116572 | OU      | $-20778959.00 | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WESCO INTERNATIONAL INC                                 | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      2375 | OU      | $-491530.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ASTON MARTIN LAGONDA GLOBAL HOLDIN                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |    585060 | OU      | $-538145.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AMBEA                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SE        |     21957 | OU      | $276230.34    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | INTERRENT REAL ESTATE INVESTMENT T                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |   1903254 | OU      | $-18200141.09 | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MURATA MANUFACTURING LTD                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |   2100900 | OU      | $31269958.42  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | GEA GROUP AG                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | DE        |     41361 | OU      | $2970970.45   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | EXCHANGE INCOME CORP                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CA        |     86333 | OU      | $-4086112.98  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INMODE LTD                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    145987 | OU      | $-1994182.42  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | THE PRS REIT PLC                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     10290 | OU      | $14349.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CRACKER BARREL OLD COUNTRY STORE I                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      3474 | OU      | $-215388.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BANCO BILBAO VIZCAYA ARGENTARIA SA                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | ES        |    101259 | OU      | $1688823.52   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | AOYAMA TRADING LTD                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     27900 | OU      | $-423227.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | UNILEVER PLC                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |    225546 | OU      | $-13086279.88 | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NINTENDO LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     34800 | OU      | $-2908545.07  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | LONDONMETRIC PROPERTY REIT PLC                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    810108 | OU      | $-2038772.28  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EVERSOURCE ENERGY                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    219268 | OU      | $-14493614.80 | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SAKATA SEED CORP                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     28800 | OU      | $-647577.82   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DMG MORI LTD                                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     42700 | OU      | $986678.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | M G PLC                                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    319602 | OU      | $-1100036.43  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ACADIAN ASSET MANAGEMENT INC                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    218009 | OU      | $9110596.11   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | APPLIED DIGITAL CORP                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     52316 | OU      | $-687432.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ELF BEAUTY INC                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     20787 | OU      | $-2519176.53  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HOST HOTELS   RESORTS REIT INC                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    460155 | OU      | $-7233636.60  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED JPY / SOLD USD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |         1 | NC      | $-1323076.06  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | COLES GROUP LTD                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |     82185 | OU      | $1094208.24   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INTERNATIONAL PAPER                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    163045 | OU      | $-7620723.30  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NLIGHT INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     36467 | OU      | $-766171.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ORSTED                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DK        |     12349 | OU      | $-582026.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | HAMILTON INSURANCE GROUP LTD CLASS                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    269362 | OU      | $-5788589.38  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WH GROUP LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | HK        |  11916000 | OU      | $11929559.95  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | INFRATIL LTD                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | NZ        |     35540 | OU      | $-242670.74   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COCHLEAR LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     75336 | OU      | $-15380069.79 | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | INTERTEK GROUP PLC                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    206430 | OU      | $13422074.49  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HAMMERSON PLC                                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |         2 | OU      | $7.82         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HIKMA PHARMACEUTICALS PLC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |     10267 | OU      | $-265373.69   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ICHIBANYA LTD                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    462500 | OU      | $-2987254.60  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BUZZI                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |     37588 | OU      | $1962829.25   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TUTOR PERINI CORP                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    125422 | OU      | $6039069.30   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NETSCOUT SYSTEMS INC                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    209249 | OU      | $4482113.58   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FUJIKURA LTD                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    140800 | OU      | $-9557845.85  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FIRSTSUN CAPITAL BANCORP                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      3536 | OU      | $-125704.80   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CORPAY INC                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      3775 | OU      | $-1219513.75  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KNOWLES CORP                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     69578 | OU      | $-1413129.18  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ZEVRA THERAPEUTICS INC                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     17734 | OU      | $-197024.74   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | XPONENTIAL FITNESS INC CLASS A                          | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    222348 | OU      | $-2325760.08  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RUMBLE INC CLASS A                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    270382 | OU      | $-2282024.08  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SERVICE STREAM LTD                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |   4759963 | OU      | $6051450.28   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NEWMARKET CORP                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      2677 | OU      | $1839099.00   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | INVENTRUST PROPERTIES CORP                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    170505 | OU      | $-4700822.85  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PREMIER FOODS PLC                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    179603 | OU      | $-457307.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SANKI ENGINEERING LTD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |     31800 | OU      | $935641.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | IREN                                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IT        |   1673897 | OU      | $4793484.85   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | OREILLY AUTOMOTIVE INC                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     78284 | OU      | $-7696882.88  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TOYO TIRE CORP                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |    250000 | OU      | $5295263.34   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DTE ENERGY                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     21039 | OU      | $-2912007.99  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BOOZ ALLEN HAMILTON HOLDING CORP C                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     48345 | OU      | $5188868.85   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MITSUI-SOKO HOLDINGS LTD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     20400 | OU      | $-530076.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CIMPRESS PLC                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     26170 | OU      | $1447462.70   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | C C GROUP PLC                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |    167635 | OU      | $-392298.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CHARLES RIVER LABORATORIES INTERNA                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     84267 | OU      | $14295053.88  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LAS VEGAS SANDS CORP                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    169367 | OU      | $-8874830.80  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RWE AG                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |     23549 | OU      | $-966102.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ICHOR HOLDINGS LTD                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    111957 | OU      | $-2215629.03  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SCSK CORP                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     32200 | OU      | $-1001899.81  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AVANOS MEDICAL INC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    129307 | OU      | $-1444359.19  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | OPC ENERGY LTD                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IL        |     73312 | OU      | $-1101271.05  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HMS NETWORKS                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |     23802 | OU      | $-1000153.95  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AVIVA PLC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    730215 | OU      | $-6238959.44  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NIPPON KAYAKU LTD                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |    182000 | OU      | $1699506.73   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MERIDIAN ENERGY LTD                                     | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | NZ        |    944952 | OU      | $-3173025.35  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MEGAPORT LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    111717 | OU      | $-1067082.56  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | JAPAN INVESTMENT ADVISER LTD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |      2000 | OU      | $-24342.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ABM INDUSTRIES INC                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    163454 | OU      | $7540133.02   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IA FINANCIAL INC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     15727 | OU      | $-1539443.57  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | VISCOFAN SA                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | ES        |     26087 | OU      | $-1785072.54  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TRANSALTA CORP                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CA        |    628646 | OU      | $7563170.34   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ZETA GLOBAL HOLDINGS CORP CLASS A                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    356634 | OU      | $5581322.10   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OLYMPUS CORP                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    408500 | OU      | $4880368.58   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | OLYMPUS CORP                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    434900 | OU      | $5195770.61   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TECHNOPROBE SPA                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IT        |    224402 | OU      | $-1841165.00  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TANDEM DIABETES CARE INC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    361458 | OU      | $5631515.64   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TOKYO GAS LTD                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |    327300 | OU      | $10960817.92  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PHREESIA INC                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    184607 | OU      | $4977004.72   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OBIC BUSINESS CONSULTANTS LTD                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     47500 | OU      | $-2739559.43  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IA FINANCIAL INC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     34081 | OU      | $-3336032.07  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GEORGE WESTON LTD                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |     64762 | OU      | $12305995.22  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FLUENCE ENERGY INC CLASS A                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    142478 | OU      | $-1156921.36  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LONDON STOCK EXCHANGE GROUP PLC                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    327290 | OU      | $39895003.88  | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | GLANBIA PLC                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | IE        |    684449 | OU      | $-9944960.68  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | A10 NETWORKS INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    556929 | OU      | $10258632.18  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ASTRONICS CORP                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     20357 | OU      | $-735294.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ALLISON TRANSMISSION HOLDINGS INC                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     53099 | OU      | $4782626.93   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SINGAPORE TECHNOLOGIES ENGINEERING                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SG        |   2178300 | OU      | $14654033.43  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | HEXATRONIC GROUP                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | SE        |    230629 | OU      | $-489847.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KONAMI GROUP CORP                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     26300 | OU      | $-3570454.19  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KAO CORP                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |    405700 | OU      | $18255056.83  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INDIVIOR PLC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     27334 | OU      | $-552146.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DELUXE CORP                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     22330 | OU      | $359513.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TRIUMPH FINANCIAL INC                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     16471 | OU      | $-934235.12   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CENTRAL JAPAN RAILWAY                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   1301400 | OU      | $-30338469.16 | -0.51%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GIBSON ENERGY INC                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    214498 | OU      | $-3867032.36  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DUKE ENERGY CORP                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     21501 | OU      | $2615381.64   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SIIX CORP                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |    385400 | OU      | $3141414.95   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SEZZLE INC                                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     52432 | OU      | $-8118570.88  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TELUS CORP                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |   1608375 | OU      | $25908581.12  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | IES INC                                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      4944 | OU      | $-1745578.08  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SEATRIUM                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SG        |   1151000 | OU      | $2000392.61   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JBG SMITH PROPERTIES                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     54794 | OU      | $-1160536.92  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DIASORIN                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |     29084 | OU      | $-2843397.22  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KINROSS GOLD CORP                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    743891 | OU      | $11902470.75  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FLUOR CORP                                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    260472 | OU      | $-14786995.44 | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SEIKO EPSON CORP                                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    312500 | OU      | $3965095.13   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MONY GROUP PLC                                          | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |     66516 | OU      | $-175987.09   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BROOKDALE SENIOR LIVING INC                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    132307 | OU      | $1025379.25   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DISCO CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     17800 | OU      | $-5260371.11  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EASYJET PLC                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |     83824 | OU      | $-543536.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NEW JERSEY RESOURCES CORP                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     55117 | OU      | $-2530421.47  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | GESTAMP AUTOMOCION SA                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | ES        |    188042 | OU      | $-706850.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | AGC INC                                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     68000 | OU      | $2046437.61   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | JUNGHEINRICH PREF AG                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | DE        |     36236 | OU      | $-1389219.34  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SCOUT24 N                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      5133 | OU      | $-685982.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | KONINKLIJKE VOPAK NV                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | NL        |    261352 | OU      | $-12485038.65 | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KELLER GROUP PLC                                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |     93847 | OU      | $1639176.25   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PERNOD RICARD SA                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |     20924 | OU      | $-2150332.17  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JCDECAUX                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |    315513 | OU      | $5187242.83   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | COSMOS PHARMACEUTICAL CORP                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     12800 | OU      | $-795154.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ALLIED MOTION TECHNOLOGIES INC                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     10845 | OU      | $437161.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | JGC HOLDINGS CORP                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    633100 | OU      | $-5660198.16  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NEXTERA ENERGY INC                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     98671 | OU      | $-7011561.26  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | THE MARCUS CORP                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    237373 | OU      | $3885796.01   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VESTIS CORP                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    677150 | OU      | $4103529.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COMFORIA RESIDENTIAL REIT INC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       489 | OU      | $-960516.94   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | VICTORIA S SECRET                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     41740 | OU      | $784712.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KYUSHU ELECTRIC POWER INC                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     15700 | OU      | $-139181.99   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HARMONY BIOSCIENCES HLDG INC                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |    192018 | OU      | $6755193.24   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HAMILTON LANE INC CLASS A                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    107565 | OU      | $-16382149.50 | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CLEAR SECURE INC CLASS A                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     49067 | OU      | $1443060.47   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BIRCHCLIFF ENERGY LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |   1096899 | OU      | $5343582.74   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | COLUMBIA BANKING SYSTEM INC                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     74922 | OU      | $1783143.60   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ESSILORLUXOTTICA SA                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FR        |     13777 | OU      | $-4096650.89  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BALCHEM CORP                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      9506 | OU      | $-1449379.82  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | UNILEVER PLC                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    225386 | OU      | $-13076996.61 | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | EAST JAPAN RAILWAY                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     10500 | OU      | $-225058.71   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GLOBAL NET LEASE INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |   1005916 | OU      | $-7031352.84  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PENGUIN SOLUTIONS, INC.                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     99495 | OU      | $2345097.15   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NITERRA LTD                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    200700 | OU      | $-6918869.32  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ONO PHARMACEUTICAL LTD                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |    304900 | OU      | $3409626.45   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SSP GROUP PLC                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |   4230180 | OU      | $-9506554.45  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HYAKUJUSHI BANK LTD                                     | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |      2900 | OU      | $-95382.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LIFEDRINK COMPANY INC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     16100 | OU      | $-240471.52   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALKERMES                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     99949 | OU      | $2647649.01   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TSUMURA                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     10700 | OU      | $-263945.92   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OLD NATIONAL BANCORP                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    725926 | OU      | $-15324297.86 | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ACCO BRANDS CORP                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     96437 | OU      | $-361638.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | KINGSPAN GROUP PLC                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | IE        |     70740 | OU      | $-5870845.46  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BANCA MEDIOLANUM                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |     89280 | OU      | $1574790.34   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | VIKING HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    260070 | OU      | $15271310.40  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PERMIAN RESOURCES CORP CLASS A                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    457160 | OU      | $-6473385.60  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | HIMS HERS HEALTH INC CLASS A                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     87793 | OU      | $-5810140.74  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | INNOVEX INTERNATIONAL INC                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     17999 | OU      | $-295543.58   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ADIDAS N AG                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |    115501 | OU      | $22075570.34  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | EUROFINS SCIENTIFIC                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |     15229 | OU      | $-1166288.50  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CHARLES SCHWAB CORP                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    133248 | OU      | $13022327.04  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOOZ ALLEN HAMILTON HOLDING CORP C                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    102661 | OU      | $11018605.13  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WILMAR INTERNATIONAL LTD                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SG        |   2232200 | OU      | $-5052264.24  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | STARWOOD PROPERTY TRUST REIT INC                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    866727 | OU      | $-16866507.42 | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LINEAGE INC                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     70234 | OU      | $-3030597.10  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NHK SPRING LTD                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    282500 | OU      | $-3180851.17  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PROSPERITY BANCSHARES INC                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     45416 | OU      | $3025613.92   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RYOYO RYOSAN HOLDINGS INC                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     25300 | OU      | $-464716.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ALPS ALPINE LTD                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    772800 | OU      | $8187268.69   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DT MIDSTREAM INC                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1688 | OU      | $-173408.24   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FIRST AMERICAN FINANCIAL CORP                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     17551 | OU      | $1053937.55   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HUGO BOSS N AG                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |      4055 | OU      | $188853.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | HENKEL AG                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | DE        |     17017 | OU      | $1210084.08   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ENCE ENERGIA Y CELULOSA SA                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | ES        |     45770 | OU      | $-144030.89   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | INVESCO MORTGAGE CAPITAL REIT INC                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |   1687759 | OU      | $-12742580.45 | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | YAMADA HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   1699900 | OU      | $-5180820.76  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PILBARA MINERALS LTD                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |    407839 | OU      | $-413837.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ICON PLC                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     18938 | OU      | $-3204120.22  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NIPPON SANSO HOLDINGS CORP                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     10100 | OU      | $-357474.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NAVIENT CORP                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |    170029 | OU      | $-2200175.26  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IDT CORP CLASS B                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     62607 | OU      | $3688178.37   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VALEO                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | XX        |   1013358 | OU      | $11024792.11  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD SGD                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $17515.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UNITED INTERNET AG                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |    191791 | OU      | $5497301.35   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ZURICH INSURANCE GROUP AG                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |     25144 | OU      | $17150878.05  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DSV                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DK        |     83267 | OU      | $-18658877.45 | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EVOLUTION MINING LTD                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |    732465 | OU      | $3314930.89   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SHISEIDO LTD                                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     77200 | OU      | $-1254926.45  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ALBANY INTERNATIONAL CORP CLASS A                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     92884 | OU      | $-5033383.96  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | UNITED PARKS AND RESORTS INC                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    100161 | OU      | $-4740620.13  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ASAHI KASEI CORP                                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    311600 | OU      | $2168036.09   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | INSMED INC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     55712 | OU      | $5976783.36   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ILUKA RESOURCES LTD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |   1298670 | OU      | $4254479.03   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOYOTA TSUSHO CORP                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     25200 | OU      | $-577542.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EQUITY LIFESTYLE PROPERTIES REIT I                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     27806 | OU      | $-1666135.52  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KANAMOTO LTD                                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    283000 | OU      | $6347139.26   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ACCOR SA                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |     67280 | OU      | $-3410010.82  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ISUZU MOTORS LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    202900 | OU      | $-2600368.29  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BRIDGESTONE CORP                                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    694100 | OU      | $28076460.88  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SWEDISH ORPHAN BIOVITRUM                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | SE        |     55743 | OU      | $1532736.69   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NN GROUP NV                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NL        |    163257 | OU      | $10993007.57  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | XERO LTD                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | AU        |    126715 | OU      | $14592569.83  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RENGO LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   2246800 | OU      | $-13031370.96 | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SONIC HEALTHCARE LTD                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |    457908 | OU      | $8086124.23   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CIE AUTOMOTIVE SA                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | ES        |     25607 | OU      | $-768820.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | METTLER TOLEDO INC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      3140 | OU      | $3873755.20   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SOLARWORLD AG                                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | DE        |         7 | OU      | $0.69         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | OCEANAGOLD CORPORATION CORP                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |     52933 | OU      | $720111.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | INTERNATIONAL AIRLINES GROUP SA                         | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |    949683 | OU      | $-4745176.66  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IG GROUP HOLDINGS PLC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    738950 | OU      | $11003564.05  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NIAGEN BIOSCIENCE INC                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      1964 | OU      | $-18363.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALGONQUIN POWER UTILITIES CORP                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    726297 | OU      | $-4282510.46  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ENOVIX CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     80490 | OU      | $-375888.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MARSHALLS PLC                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |    552293 | OU      | $-1509828.29  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | APOLLO COMMERCIAL REAL ESTATE FINA                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |    145479 | OU      | $-1399507.98  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JB HI-FI LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     67221 | OU      | $4787614.42   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLARIS OILFIELD INFRASTRUCTURE IN                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     42324 | OU      | $-1382725.08  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SOUTHWEST AIRLINES                                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     45703 | OU      | $1413593.79   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | RECORDATI INDUSTRIA CHIMICA E FARM                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | IT        |    114554 | OU      | $6570093.65   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EQT CORP                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    230239 | OU      | $-12375346.25 | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CAPITALAND INVESTMENT LTD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SG        |   1801900 | OU      | $-3837690.34  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | HALMA PLC                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    302659 | OU      | $12950323.60  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HCI GROUP INC                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1638 | OU      | $-229385.52   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GOOSEHEAD INSURANCE INC CLASS A                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      3162 | OU      | $-287457.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CRE LOGISTICS REIT INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       102 | OU      | $-100995.46   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MITSUI FUDOSAN LOGISTICS PARK REIT                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |       384 | OU      | $-257428.92   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FORTIS INC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    429349 | OU      | $-21008849.74 | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | GLOBE LIFE INC                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     64681 | OU      | $9085740.07   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DR. MARTENS PLC                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |   1975049 | OU      | $-2108849.43  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ADECCO GROUP AG                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |    104209 | OU      | $-3281347.62  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | F&G ANNUITIES AND LIFE INC                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |         1 | OU      | $-31.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PRADA                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | HK        |     46300 | OU      | $252004.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NEXGEN ENERGY LTD                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     57766 | OU      | $-387719.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TEMPUS AI INC CLASS A                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     19814 | OU      | $-1121274.26  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BAE SYSTEMS PLC                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    330739 | OU      | $7891636.27   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SG HOLDINGS LTD                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    259000 | OU      | $-2873452.16  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ENERFLEX LTD                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |    281650 | OU      | $2246126.23   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | YAKULT HONSHA LTD                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      4200 | OU      | $-67567.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | HAMILTON LANE INC CLASS A                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      6620 | OU      | $-1008226.00  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VONOVIA SE                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |     89476 | OU      | $2776938.46   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PURECYCLE TECHNOLOGIES INC                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      9359 | OU      | $-125504.19   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ENVISTA HOLDINGS CORP                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    260294 | OU      | $4916953.66   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UNITED FIRE GROUP INC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     54110 | OU      | $1436620.50   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | AMERICAN WOODMARK CORP                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     96135 | OU      | $-5057662.35  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HERTZ GLOBAL HLDGS INC                                  | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     29145 | OU      | $-186819.45   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CANADIAN NATIONAL RAILWAY                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CA        |    161909 | OU      | $15118206.13  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MITSUI-SOKO HOLDINGS LTD                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    215000 | OU      | $-5586592.56  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ACTIVIA PROPERTIES REIT INC                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      4330 | OU      | $3699326.99   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BASF N                                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | XX        |    148438 | OU      | $-7274853.60  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PAN AMERICAN SILVER CORP                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CA        |    407524 | OU      | $11008677.34  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SMITH DOUGLAS HOMES CORP CLASS A                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    136684 | OU      | $-2575126.56  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | TENET HEALTHCARE CORP                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     15760 | OU      | $2541772.80   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | VISHAY INTERTECHNOLOGY INC CFD                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     84540 | OU      | $-1385610.60  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AIA GROUP LTD                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | HK        |   1419600 | OU      | $13236585.49  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | GALAXY ENTERTAINMENT GROUP LTD                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |    433000 | OU      | $2111595.05   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DOUGLAS AG                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |     74652 | OU      | $889397.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ASICS CORP                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    109900 | OU      | $-2583670.64  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KYUSHU ELECTRIC POWER INC                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     21100 | OU      | $-187053.50   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ENOVA INTERNATIONAL INC                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     72136 | OU      | $7542540.16   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797MS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 209455000 | PA      | $207922235.54 | 3.49%             | 2025-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BEST BUY CO INC                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    332290 | OU      | $21618787.40  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MAPLEBEAR INC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    116455 | OU      | $-5586346.35  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CHANGE HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |    182489 | OU      | $-1396016.01  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ATKORE INC                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     42126 | OU      | $3244544.52   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EGUARANTEE INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    201100 | OU      | $-1990862.00  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CALERES INC                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    261391 | OU      | $-3588898.43  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHARTER COMMUNICATIONS INC CLASS A                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     35934 | OU      | $9679182.24   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CHIBA KOGYO BANK LTD                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      7300 | OU      | $-72077.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ANTERO RESOURCES CORP                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       828 | OU      | $28922.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VERINT SYSTEMS INC                                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    437498 | OU      | $9309957.44   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | CBOE VOLATILITY INDEX                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |    -50000 | NC      | $-2550000.00  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | TOKYO STEEL MANUFACTURING LTD                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    303600 | OU      | $-3158908.11  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD EUR                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $61811.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CHESAPEAKE UTILITIES CORP                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     18857 | OU      | $-2260577.16  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IDACORP INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      7776 | OU      | $974566.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | APPLIED OPTOELECTRONICS INC                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     35489 | OU      | $-811633.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CENCORA INC                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     23504 | OU      | $6724024.32   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SARTORIUS STEDIM BIOTECH SA                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | FR        |      7701 | OU      | $-1538893.77  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | JUROKU FINANCIAL GROUP INC                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      4600 | OU      | $-158643.48   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BLUENORD                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NO        |      2679 | OU      | $-127907.04   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INTERNATIONAL PAPER CO                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |    189350 | OU      | $-9396030.16  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | EUROFINS SCIENTIFIC                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |      8984 | OU      | $-688025.21   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MURPHY USA INC                                          | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |       455 | OU      | $-164928.40   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CANON INC                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     47700 | OU      | $1354805.96   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PARAMOUNT GLOBAL CLASS B                                | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    170671 | OU      | $2145334.47   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | APTARGROUP INC                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     28978 | OU      | $-4553602.92  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SCOUT24 N                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |      6369 | OU      | $-851163.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AUTO TRADER GROUP PLC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |   1230392 | OU      | $-13583269.12 | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NATERA INC                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     23190 | OU      | $3099575.40   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOHO HOUSE AND CO INC CLASS A                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     23915 | OU      | $-151860.25   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NATIONAL GRID PLC                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |    684247 | OU      | $-9615086.24  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BJS WHOLESALE CLUB HOLDINGS INC                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     11733 | OU      | $1242524.70   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ADYEN NV                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NL        |      4625 | OU      | $-7932571.50  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SHAFTESBURY CAPITAL PLC                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |   4747873 | OU      | $9894002.68   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | YORK WATER                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     18332 | OU      | $-554726.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BELLSYSTEM24 HOLDINGS INC                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     95800 | OU      | $861027.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SKEENA RESOURCES LTD                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     59913 | OU      | $-843175.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TECHNIP ENERGIES NV                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |    978853 | OU      | $42268187.57  | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DIODES INC                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     35554 | OU      | $1755300.98   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GUNMA BANK LTD                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     36200 | OU      | $-338974.27   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GODO STEEL LTD                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      5300 | OU      | $-133734.77   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MATAS                                                   | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | DK        |     69742 | OU      | $-1430556.44  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | RYERSON HOLDING CORP                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    106688 | OU      | $2197772.80   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COMPAGNIE DE SAINT GOBAIN SA                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |     87236 | OU      | $-10007460.84 | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ASTRANA HEALTH INC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    113660 | OU      | $-2711927.60  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KEEPER TECHNICAL LABORATORY LTD                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     94800 | OU      | $-2047163.53  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOSTON OMAHA CORP CLASS A                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     98651 | OU      | $-1326855.95  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | INFRATIL LTD                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NZ        |    582819 | OU      | $-3979547.48  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CURBLINE PROPERTIES                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    330014 | OU      | $-7293309.40  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | YAMATO HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     36500 | OU      | $-527760.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DAIKIN INDUSTRIES LTD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    104800 | OU      | $-12885762.96 | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GREENLIGHT CAPITAL LTD CLASS A                          | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     11423 | OU      | $-148499.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ALFRESA HOLDINGS CORP                                   | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    123300 | OU      | $1789821.91   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | UNIVEST FINANCIAL CORP                                  | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     19504 | OU      | $562495.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HANWA LTD                                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     36200 | OU      | $1458296.45   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | GRANITE CONSTRUCTION INC                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    314798 | OU      | $29738967.06  | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TERNA RETE ELETTRICA NAZIONALE                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | IT        |    927839 | OU      | $-8977719.13  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MIRVAC GROUP STAPLED UNITS                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |  10141167 | OU      | $14550438.33  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ADVANTEST CORP                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     65000 | OU      | $-4322441.06  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | 4IMPRINT GROUP PLC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |    139779 | OU      | $6620861.96   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MERIT MEDICAL SYSTEMS INC                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     41872 | OU      | $-3553257.92  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ANSELL LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    275643 | OU      | $-5277092.19  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SINGAPORE AIRLINES LTD                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SG        |     18900 | OU      | $98717.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ELI LILLY                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     48775 | OU      | $-36096914.25 | -0.61%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GAMES WORKSHOP GROUP PLC                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |       100 | OU      | $21426.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | FEDERATED HERMES INC CLASS B                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    135792 | OU      | $6731209.44   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WINGSTOP INC                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     16055 | OU      | $-6058193.70  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BLOOM ENERGY CLASS A CORP                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    207145 | OU      | $-7745151.55  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | OPEN TEXT CORP                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |     18346 | OU      | $-539946.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | EASTMAN CHEMICAL                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     60960 | OU      | $-4426305.60  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ALLEIMA                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |    423513 | OU      | $-2992949.12  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VIVA ENERGY GROUP LTD                                   | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |   1819960 | OU      | $-2435514.36  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WESTROCK COFFEE                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      4968 | OU      | $-33037.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KINGSPAN GROUP PLC                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IE        |       383 | OU      | $-31785.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SOCIONEXT INC                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     17000 | OU      | $-320361.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INCYTE CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     68125 | OU      | $5101881.25   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TELEDYNE TECHNOLOGIES INC                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      2545 | OU      | $-1402345.90  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EMPIRE LTD CLASS A                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |      4655 | OU      | $185380.27    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CARNIVAL PLC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    173450 | OU      | $4719739.51   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CYBER ARK SOFTWARE LTD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     21803 | OU      | $-8971280.41  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GPT GROUP STAPLED UNITS                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    516546 | OU      | $-1682703.81  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | VORNADO REALTY TRUST REIT                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    138934 | OU      | $-5337844.28  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DBS GROUP HOLDINGS LTD                                  | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | SG        |    228200 | OU      | $8375959.90   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ORMAT TECH INC                                          | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     84175 | OU      | $-7526086.75  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | INNODATA INC                                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      7432 | OU      | $-408016.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | KOTOBUKI SPIRITS LTD                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     27800 | OU      | $-370953.35   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ACCELLERON N AG                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |    173220 | OU      | $15777196.21  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FCC LTD                                                 | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     12600 | OU      | $-252907.92   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SHIBAURA MECHATRONICS CORP                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      3800 | OU      | $-267423.31   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SUNRUN INC                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    614264 | OU      | $-6302348.64  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CANON ELECTRONICS INC                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     23000 | OU      | $388603.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ASHTEAD GROUP PLC                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      6963 | OU      | $465207.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KANSAI ELECTRIC POWER INC                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |    159900 | OU      | $1919829.59   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797PQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 341800000 | PA      | $340700897.67 | 5.71%             | 2025-08-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | AMERICAN AIRLINES GROUP INC                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |   1248399 | OU      | $14344104.51  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NATIONAL STORAGE REIT STAPLED UNIT                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |    491203 | OU      | $-753191.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NSD LTD                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     30300 | OU      | $-724718.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HOKUETSU CORP                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     74200 | OU      | $-499314.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | AEROVIRONMENT INC                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     33549 | OU      | $-8979054.36  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UMICORE SA                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | BE        |   1944141 | OU      | $30724763.11  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AKZO NOBEL NV                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NL        |    254061 | OU      | $-15955382.84 | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797QY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  37800000 | PA      | $37223978.28  | 0.62%             | 2025-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CRIMSON WINE GROUP LTD                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |         1 | OU      | $5.56         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | WHIRLPOOL CORP                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     15427 | OU      | $-1281058.08  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RELX PLC                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |     67506 | OU      | $-3507684.34  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SHIGA BANK LTD                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     64300 | OU      | $-2582308.90  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ADEIA INC                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     37515 | OU      | $-485819.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SGS SA                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CH        |    222446 | OU      | $22603486.12  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SEEK LTD                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    248219 | OU      | $3828944.58   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SHIN ETSU POLYMER LTD                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     47900 | OU      | $-565576.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AXOS FINANCIAL INC                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     39140 | OU      | $-3379739.00  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BARRATT REDROW PLC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |   2037397 | OU      | $-10033058.81 | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | YOKOGAWA ELECTRIC CORP                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    105200 | OU      | $-2804009.14  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NIPPON CARBON LTD                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      6700 | OU      | $-183140.15   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TEAMVIEWER                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |    109050 | OU      | $-1115247.81  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TSUBURAYA FIELDS HOLDINGS INC                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |       200 | OU      | $-3044.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COGNIZANT TECHNOLOGY SOLUTIONS COR                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     38300 | OU      | $2748408.00   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KINGFISHER PLC                                          | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |    246970 | OU      | $-878176.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ROCHE HOLDING AG                                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | CH        |      2784 | OU      | $925220.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DOLE PLC                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     87292 | OU      | $1243038.08   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AISAN INDUSTRY LTD                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     19300 | OU      | $213368.58    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CYBER ARK SOFTWARE LTD                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     14972 | OU      | $-6160528.84  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KEYERA CORP                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      6142 | OU      | $-192824.05   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | AMBAC FINANCIAL GROUP INC                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    472228 | OU      | $3966715.20   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PENNON GROUP PLC                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     83884 | OU      | $-554172.82   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ORCHID ISLAND CAPITAL INC                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     40483 | OU      | $-281761.68   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SANOFI SA                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |      6834 | OU      | $-613492.47   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INTERTEK GROUP PLC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |    336092 | OU      | $21852695.16  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BENCHMARK ELECTRONICS INC                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |    135120 | OU      | $5202120.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | APPLIED INDUSTRIAL TECHNOLOGIES IN                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     96003 | OU      | $26064814.50  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FEDERAL AGRICULTURAL MORTGAGE NON                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      2898 | OU      | $499238.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ALPHAWAVE IP GROUP PLC                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    283482 | OU      | $-645325.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IBIDEN LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    237900 | OU      | $-10061054.99 | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | OBAYASHI CORP                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    333900 | OU      | $4916763.34   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BANK FIRST CORP                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      2047 | OU      | $-243224.54   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KOSAIDO HOLDINGS LTD                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     66900 | OU      | $-202770.30   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TEXAS CAPITAL BANCSHARES INC                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    280204 | OU      | $23528729.88  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797PW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        | 100000000 | PA      | $99511701.00  | 1.67%             | 2025-09-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | OSAKA GAS LTD                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     48200 | OU      | $-1219524.14  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FIXSTARS CORP                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     22200 | OU      | $-298701.19   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | JAPAN EXCHANGE GROUP INC                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |     75300 | OU      | $735860.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | FLYNAS COMPANY LLC                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SA        |    214052 | OU      | $4057235.80   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GETINGE B                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |    546733 | OU      | $10791560.86  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ENLIGHT RENEWABLE ENERGY LTD                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IL        |      6030 | OU      | $-148062.07   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CANADIAN PACIFIC KANSAS CITY LTD                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     54201 | OU      | $3986057.95   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AMRIZE AG                                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | CH        |      3574 | OU      | $-180669.06   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | EDGEWELL PERSONAL CARE                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    412585 | OU      | $-10409519.55 | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KUEHNE UND NAGEL INTERNATIONAL AG                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |     20112 | OU      | $4100412.20   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NEC CORP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    491300 | OU      | $14108108.26  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SANOFI SA                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      2119 | OU      | $-190223.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FARMLAND PARTNERS INC                                   | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     40113 | OU      | $-419983.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EUROFINS SCIENTIFIC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |     29227 | OU      | $-2238302.85  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | APTARGROUP INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     16192 | OU      | $-2544410.88  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ENAGAS SA                                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | ES        |    317632 | OU      | $4757328.97   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TRUSTPILOT GROUP PLC                                    | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |   2017798 | OU      | $6654477.97   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | FRESENIUS SE AND CO KGAA                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | DE        |      2872 | OU      | $-137082.37   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LOEWS CORP                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     39795 | OU      | $3603039.30   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MARUZEN SHOWA UNYU LTD                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      6200 | OU      | $-295506.90   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ANDRITZ AG                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | AT        |      6960 | OU      | $484352.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | QUALYS INC                                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     18791 | OU      | $2500518.37   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HOGY MEDICAL LTD                                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     30400 | OU      | $-959900.58   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BOMBARDIER INC CLASS B                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CA        |     63893 | OU      | $7450340.65   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GEORG FISCHER AG                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |     40992 | OU      | $-3206749.33  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MERCARI INC                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    116500 | OU      | $-1777426.27  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NTT DATA GROUP CORP                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     42500 | OU      | $-1108313.63  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                   | TRSWAP: MNDZ6 FUTURE 31-MAR-2027                        | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DE               |  | FR        | 562320000 | OU      | $238249.34    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BEAZER HOMES INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    102548 | OU      | $2409878.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | OVERSEA-CHINESE BANKING LTD                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SG        |    156000 | OU      | $-2021628.68  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MIRAIT ONE CORP                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    749200 | OU      | $13405307.26  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | YAMADA HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    493400 | OU      | $-1503745.49  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HAMILTON INSURANCE GROUP LTD CLASS                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     99598 | OU      | $-2140361.02  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TYSON FOODS INC CLASS A                                 | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      6283 | OU      | $-328600.90   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BAPCOR LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     98219 | OU      | $-242370.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MUSASHI SEIMITSU INDUSTRY LTD                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    142000 | OU      | $-3057167.72  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ITURAN LOCATION AND CONTROL LTD                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     17417 | OU      | $687971.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ELECOM LTD                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     56500 | OU      | $730774.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MFA FINANCIAL INC                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    128975 | OU      | $-1172382.75  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PHOTRONICS INC                                          | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     54350 | OU      | $-1106566.00  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NTT DATA GROUP CORP                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     13300 | OU      | $-346836.97   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BAM GROEP KONINKLIJKE NV                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NL        |    111682 | OU      | $975010.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SEMLER SCIENTIFIC INC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     25406 | OU      | $-910805.10   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | SYSCO CORP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2712 | OU      | $215875.20    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MELIA HOTELS INTERNATIONAL SA                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | ES        |    257303 | OU      | $-2284651.71  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AVANTOR INC                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    246206 | OU      | $-3309008.64  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ARTIS REAL ESTATE INVESTMENT TRUST                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |       272 | OU      | $1462.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PILBARA MINERALS LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    828844 | OU      | $-841034.91   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TAKASAGO THERMAL ENGINEERING LTD                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      3600 | OU      | $-174673.91   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DAVIDE CAMPARI MILANO NV                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IT        |    427848 | OU      | $-2946942.49  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PALADIN ENERGY LTD                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |     90470 | OU      | $-354312.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KYOTO FINANCIAL GROUP INC                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    464500 | OU      | $-8403148.65  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PINNACLE FINANCIAL PARTNERS INC                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     10474 | OU      | $-920559.86   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SIG GROUP N AG                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |       613 | OU      | $9917.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AIR FRANCE-KLM SA                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |     40871 | OU      | $-536411.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DIGITAL TURBINE INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    295882 | OU      | $1612556.90   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TOYOTA MOTOR CORP                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     40900 | OU      | $727512.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SUMITOMO MITSUI TRUST HOLDINGS INC                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |    308500 | OU      | $8087253.29   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DYNEX CAPITAL REIT INC                                  | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    510530 | OU      | $-6350993.20  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KOJAMO                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FI        |      8990 | OU      | $114289.53    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CVB FINANCIAL CORP                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     10849 | OU      | $-202767.81   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AMADA LTD                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |    395300 | OU      | $4457373.18   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SAINSBURY(J) PLC                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |   1030862 | OU      | $4121996.74   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SIEMENS ENERGY N AG                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |    175185 | OU      | $20282684.92  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PRADA                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | HK        |    182000 | OU      | $990601.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NEOGEN CORP                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    150991 | OU      | $-702108.15   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KANEKA CORP                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |    395500 | OU      | $11195294.25  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GUESS INC                                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    102306 | OU      | $-1329978.00  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WIX.COM LTD                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     24547 | OU      | $3339128.41   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RAITO KOGYO LTD                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    112900 | OU      | $2332748.05   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AOYAMA TRADING LTD                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     50200 | OU      | $-761505.27   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CITIZENS FINANCIAL GROUP INC                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     60574 | OU      | $2890591.28   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BEAZLEY PLC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    141369 | OU      | $1665711.54   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RESIDEO TECHNOLOGIES INC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    126962 | OU      | $-3466062.60  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TELEVISION FRANCAISE  SA                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |    153242 | OU      | $1465218.63   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NEW ATLAS HOLDCO INC                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    121721 | OU      | $-1582373.00  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PHIBRO ANIMAL HEALTH CORP CLASS A                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    228903 | OU      | $6065929.50   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ALPS ALPINE LTD                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |    242600 | OU      | $2570175.19   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CECO ENVIRONMENTAL CORP                                 | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     39383 | OU      | $-1770265.85  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ENERPAC TOOL GROUP CORP CLASS A                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    221420 | OU      | $-8526884.20  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PKSHA TECHNOLOGY INC                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     97900 | OU      | $-2279067.31  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DXP ENTERPRISES INC                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     40093 | OU      | $4540933.18   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ROCHE HOLDING PAR AG                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CH        |    104644 | OU      | $-32656569.94 | -0.55%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DOW INC                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    667136 | OU      | $15537597.44  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ITALGAS                                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | IT        |    170015 | OU      | $1410676.64   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BRP GROUP INC CLASS A                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     77299 | OU      | $-2847695.16  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DOLLARAMA INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |      7857 | OU      | $1073873.17   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ADIENT PLC                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     89820 | OU      | $1925740.80   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CHESAPEAKE UTILITIES CORP                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      7254 | OU      | $-869609.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AMERICAN COASTAL INSURANCE CORP                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      8532 | OU      | $-88818.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TBC BANK GROUP PLC                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |     50443 | OU      | $3224259.28   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | EXPEDITORS INTERNATIONAL OF WASHIN                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    157676 | OU      | $18328258.24  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SUMITOMO MITSUI FINANCIAL GROUP IN                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |   1001700 | OU      | $25269488.84  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | COMMUNITY FINANCIAL SYSTEM INC                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    165733 | OU      | $-8734129.10  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TURNING POINT BRANDS INC                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      1908 | OU      | $158249.52    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | GENIE ENERGY LTD CLASS B                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     31714 | OU      | $644428.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NIPPON ACCOMMODATIONS FUND REIT IN                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |        36 | OU      | $-28204.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALLIANT ENERGY CORP                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     65217 | OU      | $-4239757.17  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CAR GROUP LTD                                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |     16132 | OU      | $-392645.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797RQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  63155800 | PA      | $62294731.93  | 1.04%             | 2025-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BJS RESTAURANTS INC                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     70594 | OU      | $-2501145.42  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TRADE DESK INC CLASS A                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     24969 | OU      | $-2171304.24  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | XERO LTD                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |     55036 | OU      | $6337976.35   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EASTERN BANKSHARES INC                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    223264 | OU      | $-3449428.80  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CARMAX INC                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    502370 | OU      | $28439165.70  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ENVIRI CORP                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    445071 | OU      | $-4005639.00  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DAICEL CORP                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    348800 | OU      | $-3000402.49  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MAINFREIGHT LTD                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | NZ        |     27857 | OU      | $-971504.89   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KOTOBUKI SPIRITS LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    829700 | OU      | $-11071222.70 | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NISHIMATSUYA CHAIN LTD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    150500 | OU      | $-2217151.84  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PIAGGIO   C                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IT        |    585080 | OU      | $-1263017.40  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AEROPORTS DE PARIS SA                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |     22995 | OU      | $-2791005.41  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RYMAN HEALTHCARE LTD                                    | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | NZ        |     78789 | OU      | $-115813.45   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CUSTOMERS BANCORP INC                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     12568 | OU      | $-801210.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LEONARDO FINMECCANICA SPA                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IT        |    216568 | OU      | $11673691.42  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SUEDZUCKER AG                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |    423307 | OU      | $-4847541.48  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MAKITA CORP                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    123900 | OU      | $-3835710.78  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOFTBANK GROUP CORP                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    270800 | OU      | $-20677999.15 | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GFL ENVIRONMENTAL SUBORDINATE VOTI                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |    614440 | OU      | $30943723.44  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MAXELL LTD                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     41200 | OU      | $547522.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SOUTH32 LTD                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |    968188 | OU      | $1810549.77   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797QW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        | 161822100 | PA      | $160680759.02 | 2.69%             | 2025-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TEXAS INSTRUMENT INC                                    | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |       888 | OU      | $160781.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ORTHOFIX MEDICAL INC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     13727 | OU      | $151546.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MORINAGA MILK INDUSTRY LTD                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    165000 | OU      | $-3588280.29  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | WILLDAN GROUP INC                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     40535 | OU      | $3457635.50   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | OGE ENERGY CORP                                         | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      8630 | OU      | $-391974.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ANGLO AMERICAN PLC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    201438 | OU      | $5668081.06   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FRAPORT FRANKFURT AIRPORT SERVICES                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |     99886 | OU      | $-7433109.08  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ADTRAN HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    426632 | OU      | $3963411.28   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SENSIENT TECHNOLOGIES CORP                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    351167 | OU      | $-39432542.43 | -0.66%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WOODSIDE ENERGY GROUP LTD                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |    698016 | OU      | $-11812089.82 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SPAREBANK  SMNS                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NO        |    242177 | OU      | $4499965.66   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GATES INDUSTRIAL PLC                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      5898 | OU      | $-146270.40   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VICINITY CENTRES                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |   3525956 | OU      | $-5551613.76  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MITSUI-SOKO HOLDINGS LTD                                | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     11000 | OU      | $-285825.67   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PENNON GROUP PLC                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |    416683 | OU      | $-2752782.33  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BPER BANCA                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | IT        |   1155544 | OU      | $11371149.49  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MAINFREIGHT LTD                                         | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | NZ        |      6571 | OU      | $-229161.74   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PRUDENTIAL PLC                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |     64954 | OU      | $-824017.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | WACKER CHEMIE AG                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | DE        |     43343 | OU      | $-3226061.71  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DIETEREN (D) SA                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | BE        |     10402 | OU      | $-2054738.51  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | COHERENT CORP                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     24849 | OU      | $-2673752.40  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AMG CRITICAL MATERIALS NV                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NL        |     29937 | OU      | $-842933.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MEITEC CORP                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    444200 | OU      | $9291599.15   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BC VAUD N                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CH        |     18115 | OU      | $-2096345.03  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CEMBRA MONEY BANK AG                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |    242744 | OU      | $27243209.78  | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CARREFOUR SA                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |    178311 | OU      | $2555375.82   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CONSTELLIUM SE CLASS A                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    699848 | OU      | $9594916.08   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DELEK US HOLDINGS INC                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    406448 | OU      | $9092241.76   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | COASTAL FINANCIAL CORP                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     10042 | OU      | $-966040.40   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | UMH PROPERTIES INC                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    315471 | OU      | $-5135867.88  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SOFTWAREONE HOLDING AG                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | NO        |     18299 | OU      | $-149525.52   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AIR FRANCE-KLM SA                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |    147276 | OU      | $-1932925.75  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KYOWA KIRIN LTD                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      7900 | OU      | $-134849.91   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IAMGOLD CORP                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |   1127774 | OU      | $-7618334.76  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | QUEBECOR INC CLASS B                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |    423895 | OU      | $-11925106.16 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | STANTEC INC                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |     23027 | OU      | $2517082.43   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DSV                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DK        |     39305 | OU      | $-8807657.03  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | E-MINI RUSS 2000 SEP25                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         5 | NC      | $-13812.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | TRI CHEMICAL LABORATORIES INC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    541300 | OU      | $-12295975.84 | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SOLARIS OILFIELD INFRASTRUCTURE IN                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    236213 | OU      | $-7717078.71  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AUTONEUM HOLDING AG                                     | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | CH        |         1 | OU      | $-177.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INFINEON TECHNOLOGIES AG                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |     58193 | OU      | $2286002.15   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ZILLOW GROUP INC CLASS C                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     94922 | OU      | $-7551045.10  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | YODOGAWA STEEL WORKS LTD                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    119100 | OU      | $-916759.40   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SAMSARA INC CLASS A                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    133506 | OU      | $-5077233.18  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DASSAULT AVIATION SA                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |      2043 | OU      | $-636102.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TELIX PHARMACEUTICALS LTD                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |      4684 | OU      | $-62752.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | APOLLO COMMERCIAL REAL ESTATE FINA                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    121738 | OU      | $-1171119.56  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WESTSHORE TERMINALS INVESTMENT COR                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |     78757 | OU      | $-1603446.14  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DAI DAN LTD                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |     34000 | OU      | $1033960.74   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | FIRST SOLAR INC                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     71467 | OU      | $-12487428.91 | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MEBUKI FINANCIAL GROUP INC                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     97300 | OU      | $-527566.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TECAN GROUP AG                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |     46946 | OU      | $-9294914.75  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WD-40                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     34915 | OU      | $7485776.00   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | INTEGRAFIN HOLDINGS                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |     27664 | OU      | $130975.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KBC ANCORA NV                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | BE        |      5682 | OU      | $-413059.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GENTING SINGAPORE LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SG        |   4841600 | OU      | $-2731066.61  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PAR TECHNOLOGY CORP                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     47209 | OU      | $-2869363.02  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | JB HI-FI LTD                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |     38830 | OU      | $2765550.47   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ECHOSTAR CORP CLASS A                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    122600 | OU      | $-3995534.00  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NATIONAL VISION HOLDINGS INC                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    410635 | OU      | $-9962005.10  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797PV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  60200000 | PA      | $58640497.93  | 0.98%             | 2026-03-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HELIOS TECHNOLOGIES INC                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     34983 | OU      | $-1283526.27  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ELIOR GROUP SA                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |    335083 | OU      | $995079.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ATLAS ARTERIA STAPLED UNITS                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |   1544446 | OU      | $-5101583.77  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DYNEX CAPITAL REIT INC                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    201989 | OU      | $-2512743.16  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KOBE BUSSAN LTD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    215300 | OU      | $-5733290.06  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | HOUSE FOODS GROUP                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     62100 | OU      | $-1148386.06  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | KAMIGUMI LTD                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    104800 | OU      | $2945242.16   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BAR HARBOR BANKSHARES                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     26913 | OU      | $781553.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NEXTAGE LTD                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    186800 | OU      | $-2318706.03  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RAKUTEN GROUP INC                                       | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |   2069500 | OU      | $10471075.17  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | COMFORT SYSTEMS USA INC                                 | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      9059 | OU      | $6371194.70   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | COLES GROUP LTD                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | AU        |    422611 | OU      | $5626628.22   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LINCOLN NATIONAL CORP                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    344823 | OU      | $-13141204.53 | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LSB INDUSTRIES INC                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     86934 | OU      | $671999.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KURA SUSHI USA INC                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     10240 | OU      | $-898457.60   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CORE   MAIN INC CLASS A                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         4 | OU      | $254.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MITSUI FUDOSAN LTD                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |   1577500 | OU      | $14100167.30  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AMERICAN TOWER REIT CORP                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     35471 | OU      | $7391801.69   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CELESTICA INC                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      8477 | OU      | $-1694727.03  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SUMMIT THERAPEUTICS INC                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    106840 | OU      | $-2817370.80  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TOYODA GOSEI LTD                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    113000 | OU      | $2384754.99   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HANKYU HANSHIN HOLDINGS INC                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    503300 | OU      | $-13116825.71 | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  38251500 | PA      | $36923954.15  | 0.62%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DIGITAL ARTS INC                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     63700 | OU      | $-3367526.56  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DUSKIN LTD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     12400 | OU      | $-327373.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LIFESTANCE HEALTH GROUP INC                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |   3154101 | OU      | $12553321.98  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MONDI PLC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |     12964 | OU      | $-175250.38   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SAAB CLASS B                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | SE        |    167434 | OU      | $-9107400.90  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VICOR CORP                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      2912 | OU      | $-129409.28   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SOUTH32 LTD                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |   6112538 | OU      | $11430687.29  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LAIR LIQUIDE SOCIETE ANONYME POUR                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |     43640 | OU      | $8585578.29   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | 77 BANK LTD                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     27800 | OU      | $960259.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CA IMMOBILIEN ANLAGEN AG                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AT        |      1075 | OU      | $28629.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MTU AERO ENGINES HOLDING AG                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |     57968 | OU      | $-25004973.05 | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INPEX CORP                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |   1523400 | OU      | $21691313.21  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | FIRST ADVANTAGE CORP                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |    290574 | OU      | $-5024024.46  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LAUREATE EDUCATION INC                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     45557 | OU      | $-1029588.20  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PENUMBRA INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     13910 | OU      | $3509075.70   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MFE A NV                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |    637001 | OU      | $2018783.53   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NORTHWESTERN ENERGY GROUP INC                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3308 | OU      | $177639.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GARRETT MOTION INC                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     51411 | OU      | $-670399.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | AXOGEN INC                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     63950 | OU      | $-837105.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ANTOFAGASTA PLC                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |    276321 | OU      | $6814519.25   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ROYAL CARIBBEAN GROUP LTD                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     65129 | OU      | $-20702555.23 | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TIMKENSTEEL CORP                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    101016 | OU      | $-1596052.80  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PORSCHE AUTOMOBIL HOLDING PREF                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |     67977 | OU      | $-2728194.25  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BLUELINX HOLDINGS INC                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      7362 | OU      | $539413.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MORGAN ADVANCED MATERIALS PLC                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |    626710 | OU      | $-1920181.51  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | YAMABIKO CORP                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     21100 | OU      | $306503.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | TRSWAP: SMU5 FUTURE 19-SEP-2025                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | DE        |   1549415 | OU      | $-16577.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ORKLA                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | NO        |     29722 | OU      | $-312557.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | APPLE INC                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    164768 | OU      | $34200893.76  | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | COMPUGROUP MEDICAL N                                    | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | DE        |      3015 | OU      | $-81957.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BUREAU VERITAS SA                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |    773739 | OU      | $23828144.20  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TFI INTERNATIONAL INC                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CA        |    213761 | OU      | $18589925.30  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SHELL PLC                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |    393567 | OU      | $-14142083.35 | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BOSTON OMAHA CORP CLASS A                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     27651 | OU      | $-371905.95   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MATSUKIYOKARA                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    413000 | OU      | $-8480822.28  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TOLL BROTHERS INC                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     72791 | OU      | $8615542.76   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CREDIT SAISON LTD                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     10700 | OU      | $-282303.69   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INDIVIOR PLC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     29406 | OU      | $-594001.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ULTA BEAUTY INC                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     14990 | OU      | $-7719999.90  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | THE SWATCH GROUP AG                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |     45415 | OU      | $8031970.03   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | YODOGAWA STEEL WORKS LTD                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     57000 | OU      | $-438751.35   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HEALTHCARE SERVICES GROUP INC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     73577 | OU      | $957236.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MARKS AND SPENCER GROUP PLC                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |   1316106 | OU      | $-6044333.65  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AISIN CORP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      7400 | OU      | $102268.06    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | Q2 HOLDINGS INC                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     67037 | OU      | $5443404.40   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MITSUBISHI ESTATE LOGISTICS REIT C                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |       790 | OU      | $-629537.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | STARTS CORP INC                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |      1000 | OU      | $-30237.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AZELIS GROUP NV                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | BE        |     33030 | OU      | $-513173.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TD SYNNEX CORP                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      1336 | OU      | $192905.04    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NITTO DENKO CORP                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    652500 | OU      | $-13502769.40 | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LENNOX INTERNATIONAL INC                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      7000 | OU      | $-4263000.00  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | HAPAG LLOYD AG                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |     11001 | OU      | $1587906.89   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | OUTOKUMPU                                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | FI        |    948776 | OU      | $3569967.15   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DAIWA HOUSE INDUSTRY LTD                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    261400 | OU      | $8642121.96   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ELDERS LTD                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |    233683 | OU      | $-1082638.01  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MITSUBISHI ESTATE LOGISTICS REIT C                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      1267 | OU      | $-1009651.43  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TTM TECHNOLOGIES INC                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     11423 | OU      | $-539736.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | FUJITA KANKO INC                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |      4900 | OU      | $-340949.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VOSSLOH AG                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |      4510 | OU      | $-442330.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | VOLKSWAGEN NON-VOTING PREF AG                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |     76114 | OU      | $-7958913.99  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TWO HARBORS INVESTMENT CORP                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     37248 | OU      | $-363168.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DELTA AIR LINES INC                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    397003 | OU      | $21124529.63  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SUMMIT HOTEL PROPERTIES REIT INC                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     31956 | OU      | $-166810.32   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ATLANTIC UNION BANKSHARES CORP                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |   1090389 | OU      | $-34565331.30 | -0.58%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SANKI ENGINEERING LTD                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      1100 | OU      | $32364.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PAN PACIFIC INTERNATIONAL HOLDINGS                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     83200 | OU      | $2783559.20   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | UOL GROUP LTD                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SG        |    665900 | OU      | $3520074.90   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TOYODA GOSEI LTD                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |    197700 | OU      | $4172266.04   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CRE LOGISTICS REIT INC                                  | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |      1112 | OU      | $-1101048.59  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SIGMAROC PLC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    107329 | OU      | $-163044.18   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PARKLAND CORP                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |    534509 | OU      | $15087072.02  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MITSUBISHI CHEMICAL GROUP CORP                          | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     86500 | OU      | $471145.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | IBIDEN LTD                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     30600 | OU      | $-1294107.96  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FORTUM                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FI        |     20205 | OU      | $-370675.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FAST RETAILING LTD                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     50200 | OU      | $-15312490.73 | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BRAMBLES LTD                                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |    255259 | OU      | $-3905320.29  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | JAPAN POST HOLDINGS LTD                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |    706700 | OU      | $6544513.07   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | VISTEON CORP                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     33263 | OU      | $3697182.45   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NORFOLK SOUTHERN CORP                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    119280 | OU      | $-33159840.00 | -0.56%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SARTORIUS STEDIM BIOTECH SA                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |     28770 | OU      | $-5749120.07  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ROYAL UNIBREW                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DK        |     92978 | OU      | $-6968285.84  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CYBOZU INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     20100 | OU      | $-530061.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Floating Rate Notes                       | CUSIP: 91282CJU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47165000 | PA      | $47211656.56  | 0.79%             | 2026-01-31      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | G-TEKT CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      6100 | OU      | $-75167.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | FRONTDOOR INC                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     28606 | OU      | $1673451.00   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AUCTION TECHNOLOGY GROUP PLC                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |    121416 | OU      | $-789713.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ECOVYST INC                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |    358421 | OU      | $-3086004.81  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COSMOS PHARMACEUTICAL CORP                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     39200 | OU      | $-2435160.38  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DAKTRONICS INC                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     15939 | OU      | $-258530.58   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | S+P 500 ANNL DIV DEC25                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       534 | NC      | $128697.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | AAON INC                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    106724 | OU      | $-8911454.00  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BRP SUBORDINATE VOTING INC                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     80291 | OU      | $-4059748.46  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MIZRAHI TEFAHOT BANK LTD                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IL        |     98642 | OU      | $-6093493.67  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MCCORMICK   CO NON-VOTING INC                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     11652 | OU      | $-822980.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TRIMAS CORP                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    105956 | OU      | $-3785807.88  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CORNING INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    292969 | OU      | $-18527359.56 | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MERIDIANLINK INC                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     70922 | OU      | $-1133333.56  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BEGA CHEESE LTD                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |    333952 | OU      | $1111947.96   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BURBERRY GROUP PLC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    137348 | OU      | $2329818.07   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HEXAGON COMPOSITES                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NO        |   1244307 | OU      | $-2055945.83  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LINK REAL ESTATE INVESTMENT TRUST                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | HK        |    103200 | OU      | $575005.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ESR REAL ESTATE INVESTMENT TRUST U                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SG        |   3327500 | OU      | $7046732.14   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ENOVIX CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    563432 | OU      | $-7549988.80  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WILLIS LEASE FINANCE CORP                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       480 | OU      | $-67958.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CRODA INTERNATIONAL PLC                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |    204357 | OU      | $-7033488.56  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | APPFOLIO INC CLASS A                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     54129 | OU      | $-14473012.02 | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SWCC CORP                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |      2400 | OU      | $-143675.97   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INTERFACE INC                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     39484 | OU      | $-814160.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | GODO STEEL LTD                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |      3100 | OU      | $-78222.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SMURFIT WESTROCK PLC                                    | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      4277 | OU      | $-189813.26   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | WILMAR INTERNATIONAL LTD                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | SG        |    743300 | OU      | $-1682352.84  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KEMIRA                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FI        |    161017 | OU      | $-3426661.73  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NIPPON CERAMIC LTD                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     72900 | OU      | $1435578.06   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SBI HOLDINGS INC                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    173600 | OU      | $-6448869.17  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DAIEI KANKYO LTD                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |     13600 | OU      | $-280233.44   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NOMURA REAL ESTATE HOLDINGS INC                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   3543300 | OU      | $19635599.31  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SUMMIT THERAPEUTICS INC                                 | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      4229 | OU      | $-111518.73   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | REGAL REXNORD CORP                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     34026 | OU      | $-5201894.88  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CVC CAPITAL PARTNERS PLC                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NL        |    450449 | OU      | $-8637727.93  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MGP INGREDIENTS INC                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     78484 | OU      | $-2219527.52  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CARRIAGE SERVICES INC                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     13967 | OU      | $627397.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ZENSHO HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      2700 | OU      | $-142083.28   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PARTNERS GROUP HOLDING AG                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |      4977 | OU      | $-6690563.69  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | M A RESEARCH INSTITUTE HOLDINGS IN                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    107800 | OU      | $-969159.27   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SOUNDHOUND AI INC CLASS A                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     35774 | OU      | $-369545.42   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INTERNATIONAL PAPER CO                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    226036 | OU      | $-11216483.09 | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | XOMETRY INC CLASS A                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     41059 | OU      | $-1327848.06  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TOKYO TATEMONO LTD                                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    815100 | OU      | $13640587.54  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VAT GROUP AG                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CH        |      7542 | OU      | $-2641122.62  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Accelerant Holdings                              | Accelerant Holdings                                     | CUSIP: 000000000<br>LEI: 213800VS4CX9ZONTD965 | Long             | EC               | CORP              | KY        |    239534 | NS      | $6596766.36   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas                                      | DAIWA SECURITIES GROUP INC                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |   1203900 | OU      | $8381373.62   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | INTERACTIVE BROKERS GROUP INC CLAS                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    306951 | OU      | $20123707.56  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHARTER HALL RETAIL UNITS                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |   2157077 | OU      | $5361301.66   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FORTIS INC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |      7827 | OU      | $-382989.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CECO ENVIRONMENTAL CORP                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    100197 | OU      | $-4503855.15  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SYENSQO SA                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | BE        |     72594 | OU      | $-5753496.53  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ATS CORP                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |     14585 | OU      | $-442623.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CAIXABANK SA                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | ES        |    385325 | OU      | $3625255.20   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TRIMBLE INC                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     23988 | OU      | $2012353.32   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ACI WORLDWIDE INC                                       | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     15140 | OU      | $644358.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KIMCO REALTY REIT CORP                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    129862 | OU      | $2756970.26   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RENAULT SA                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |    173144 | OU      | $-6406462.56  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CACTUS INC CLASS A                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    158796 | OU      | $-6718658.76  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SSE PLC                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |    267637 | OU      | $-6560379.31  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LANTHEUS HOLDINGS INC                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     35954 | OU      | $-2559565.26  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | TRSWAP: UKDZ6 FUTURE 17-DEC-2026                        | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | GB        |   1102433 | OU      | $25825.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MAGELLAN FINANCIAL GROUP LTD                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    417273 | OU      | $-2837481.71  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DIC CORP                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |    204000 | OU      | $4026669.70   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | STANMORE RESOURCES LTD                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |    578728 | OU      | $-783825.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SHURGARD SELF STORAGE LTD                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | BE        |     30886 | OU      | $-1225626.61  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FOX CORP CLASS A                                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    135762 | OU      | $7570089.12   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SOFINA SA                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | BE        |     13260 | OU      | $-4060503.13  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WEST JAPAN RAILWAY                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    154300 | OU      | $-3378278.31  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FLSMIDTH AND CO.                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DK        |     65090 | OU      | $-3829006.12  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DRAX GROUP PLC                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |   1382686 | OU      | $-12913653.57 | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MIDDLESEX WATER                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     14391 | OU      | $-742575.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NORTH PACIFIC BANK LTD                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     25800 | OU      | $-111012.88   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TEMENOS AG                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CH        |     40997 | OU      | $3666961.91   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PRO MEDICUS LTD                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | AU        |      4932 | OU      | $1012808.75   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TOHO (TOKYO) LTD                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     23400 | OU      | $-1476380.88  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NCR ATLEOS CORP                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    309471 | OU      | $-9469812.60  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ETHAN ALLEN INTERIORS INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     99582 | OU      | $2964556.14   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KONINKLIJKE PHILIPS NV                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NL        |    438921 | OU      | $-11462567.09 | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VERBUND AG                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AT        |      6425 | OU      | $-478402.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BRIXMOR PROPERTY GROUP REIT INC                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     89268 | OU      | $-2332572.84  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ANYCOLOR INC                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     37200 | OU      | $-1159257.92  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RUSH ENTERPRISES INC CLASS A                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    140212 | OU      | $-7591077.68  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DAVE INC CLASS A                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     18377 | OU      | $-4333296.60  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MORGAN SINDALL GROUP PLC                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |     26691 | OU      | $1619320.80   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SAINSBURY(J) PLC                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |   3079443 | OU      | $12313436.72  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | FORTREA HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     44490 | OU      | $255372.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MYR GROUP INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      5132 | OU      | $993042.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOLLORE                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |    276767 | OU      | $1596408.44   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BAWAG GROUP AG                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AT        |     72758 | OU      | $9182600.70   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CRESCENT ENERGY CLASS A                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |   1275645 | OU      | $-11786959.80 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TAKARA LEBEN REAL ESTATE REIT CORP                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      1117 | OU      | $-697862.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797RM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  30000000 | PA      | $29666005.80  | 0.50%             | 2025-11-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ARTIENCE LTD                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      4500 | OU      | $-95292.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CITY DEVELOPMENTS LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SG        |   1553000 | OU      | $-7352168.01  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GENERAC HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     57288 | OU      | $-11153400.72 | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NOF CORP                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     73000 | OU      | $-1453058.53  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VINCI SA                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |     25203 | OU      | $-3500917.56  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOYO TANSO LTD                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    122500 | OU      | $-3932358.93  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CONSTRUCTION PARTNERS INC CLASS A                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      5648 | OU      | $569600.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ITOCHU CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     65000 | OU      | $-3409418.75  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WHITE MOUNTAINS INSURANCE GROUP LT                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      2496 | OU      | $-4462348.80  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CHUGAI PHARMACEUTICAL LTD                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      7200 | OU      | $-345145.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CARVANA CLASS A                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     33307 | OU      | $12995392.19  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TECHTRONIC INDUSTRIES LTD                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | HK        |    795000 | OU      | $9506330.48   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | FULGENT GENETICS INC                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      5010 | OU      | $86071.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NATERA INC                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     17180 | OU      | $2296278.80   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DAI NIPPON PRINTING LTD                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    117900 | OU      | $1815596.18   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BANCA MEDIOLANUM                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IT        |    512367 | OU      | $9037529.15   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NRW HOLDINGS LTD                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |    227519 | OU      | $469791.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | AGILENT TECHNOLOGIES INC                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     16909 | OU      | $1941322.29   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | OVERSEA-CHINESE BANKING LTD                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | SG        |    114400 | OU      | $-1482527.70  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | JOHNSON SERVICE GROUP PLC                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |     68698 | OU      | $-128105.11   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HOKKAIDO ELECTRIC POWER INC                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     22800 | OU      | $-136581.65   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ARCLANDS CORP                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |     43700 | OU      | $-504571.19   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BANK OF IRELAND GROUP PLC                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | IE        |     59464 | OU      | $797410.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | YAMAHA MOTOR LTD                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    305500 | OU      | $-2209626.78  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | UNIPOL GRUPPO FINANZIARIO                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | IT        |     47395 | OU      | $950634.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | INTERNATIONAL PAPER CO                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |     12324 | OU      | $-611548.33   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | RTL GROUP SA                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | DE        |     28378 | OU      | $-1118576.56  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NORSK HYDRO                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | NO        |   1004094 | OU      | $-5951255.73  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MIZUHO LEASING LIMITED LTD                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      1700 | OU      | $-13057.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GLOBAL SHIP LEASE INC CLASS A                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     75919 | OU      | $2165209.88   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | INNODATA INC                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     11609 | OU      | $-637334.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SCATEC SOLAR                                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | NO        |     51813 | OU      | $-514076.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CELANESE CORP                                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    190884 | OU      | $9969871.32   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | JDE PEETS NV                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | NL        |     13839 | OU      | $-410396.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NEOGEN CORP                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    115402 | OU      | $-536619.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VIRIDIEN SA                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | XX        |      7428 | OU      | $-494005.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GUESS INC                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    216575 | OU      | $-2815475.00  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EIFFAGE SA                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |     50137 | OU      | $6730160.18   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | OKI ELECTRIC INDUSTRY LTD                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    355800 | OU      | $3702282.37   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | URANIUM ENERGY CORP                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    622114 | OU      | $-5393728.38  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DEUTSCHE BANK AG                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |    258260 | OU      | $8506186.74   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MONOTARO LTD                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     46800 | OU      | $-833363.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WIHLBORGS FASTIGHETER                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |    328241 | OU      | $3225644.40   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ZEALAND PHARMA                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DK        |     41351 | OU      | $-2139411.38  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SAP                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |     55763 | OU      | $15945737.70  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | READY CAPITAL CORP                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |    148181 | OU      | $-623842.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TOWA PHARMACEUTICAL LTD                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     56700 | OU      | $1230113.00   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | VERTEX INC CLASS A                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      8884 | OU      | $-294682.28   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MUENCHENER RUECKVERSICHERUNGS-GESE                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |     33918 | OU      | $-22205117.44 | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | REGION GROUP STAPLED UNITS LTD                          | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |    137214 | OU      | $-205350.16   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DAIWABO HOLDINGS LTD                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    872500 | OU      | $16044931.38  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HAMMERSON PLC                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |         3 | OU      | $11.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | RESMED INC                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     52244 | OU      | $14207233.36  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SSE PLC                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |    296241 | OU      | $-7261527.10  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RAKSUL INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     36100 | OU      | $-296338.23   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MOLINA HEALTHCARE INC                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      5012 | OU      | $-791244.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ONO PHARMACEUTICAL LTD                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    161300 | OU      | $1803780.74   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | META PLATFORMS INC CLASS A                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     16210 | OU      | $-12537462.40 | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | I3 VERTICALS INC CLASS A                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     73366 | OU      | $-2052780.68  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VALOR HOLDINGS LTD                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |       200 | OU      | $-3532.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MERIDIANLINK INC                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     15484 | OU      | $-247434.32   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED EUR / SOLD USD                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-3627.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BROOKFIELD WEALTH SOLUTIONS EXCHAN                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CA        |     48813 | OU      | $-3265003.49  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SENIOR PLC                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    368957 | OU      | $-984271.25   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NATIONAL BEVERAGE CORP                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     43441 | OU      | $1990466.62   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | KUMAGAI LTD                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     81900 | OU      | $2436443.38   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SCHAEFFLER AG                                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | DE        |    588781 | OU      | $3404083.19   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SENSATA TECHNOLOGIES HOLDING PLC                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    325840 | OU      | $10022838.40  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ISPACE INC                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    234400 | OU      | $852132.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EVERGY INC                                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      3335 | OU      | $-236118.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LINK REAL ESTATE INVESTMENT TRUST                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | HK        |   1550803 | OU      | $8640693.43   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KB HOME                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    118777 | OU      | $6563617.02   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | COMPAGNIE DE SAINT GOBAIN SA                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |     86115 | OU      | $-9878862.97  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MEBUKI FINANCIAL GROUP INC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    766000 | OU      | $-4153297.86  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | UNILEVER PLC                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |     13700 | OU      | $-794880.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | KYOCERA CORP                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |   1026000 | OU      | $12111280.19  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AEGON LTD                                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | NL        |    399436 | OU      | $2854580.45   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NORTH AMERICAN CONSTRUCTION GROUP                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |     34784 | OU      | $523416.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RTL GROUP SA                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |    190929 | OU      | $-7525854.71  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SUN LIFE FINANCIAL INC                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |      2472 | OU      | $150717.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ARCLANDS CORP                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    520600 | OU      | $-6010978.51  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | JDE PEETS NV                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |     86768 | OU      | $2573111.03   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LEIDOS HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      2401 | OU      | $-383319.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALK-ABELLO CLASS B                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DK        |     27894 | OU      | $-809311.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KAKAKU.COM INC                                          | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     34400 | OU      | $584678.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIPPON BUILDING FUND REIT INC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      6799 | OU      | $-6236910.25  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | RESIDEO TECHNOLOGIES INC                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    107221 | OU      | $-2927133.30  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CADRE HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     55392 | OU      | $-1831813.44  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMPOL LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     50358 | OU      | $880451.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NVR INC                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       205 | OU      | $1547645.45   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RADWARE LTD                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     57545 | OU      | $1473152.00   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TAYLOR WIMPEY PLC                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |   4930649 | OU      | $6634112.46   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SCHNEIDER NATIONAL INC CLASS B                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |    221730 | OU      | $-5421298.50  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | MERITAGE CORP                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      3716 | OU      | $250235.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | GXO LOGISTICS INC                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    244941 | OU      | $-12176017.11 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TRINET GROUP INCINARY                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    130917 | OU      | $8877481.77   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ADVANCE RESIDENCE INVESTMENT REIT                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      1231 | OU      | $-1269600.78  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MONARCH CASINO AND RESORT INC                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      5827 | OU      | $-599947.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DBS GROUP HOLDINGS LTD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SG        |    490800 | OU      | $18014553.56  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SUN HUNG KAI PROPERTIES LTD                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | HK        |    132500 | OU      | $1573764.21   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHIMANO INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     36900 | OU      | $-4036707.95  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | REECE LTD                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |     81106 | OU      | $-702261.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LABORATORIOS FARMACEUTICOS ROVI SA                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | ES        |     50777 | OU      | $-3134309.56  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797PP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        | 367000000 | PA      | $366124092.10 | 6.14%             | 2025-08-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PRUDENTIAL PLC                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |    304108 | OU      | $-3857967.80  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | INVESTOR CLASS B                                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | SE        |     13779 | OU      | $-399308.79   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EQUINOX GOLD CORP                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |   2431290 | OU      | $-14809532.04 | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | LIBERTY MEDIA LIBERTY LIVE CORP SE                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     38722 | OU      | $-3261554.06  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KURABO INDUSTRIES LTD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      2600 | OU      | $-137990.10   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GETLINK                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |    154524 | OU      | $-2802433.01  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SUNRISE N CLASS A AG                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CH        |    180699 | OU      | $9627270.53   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RENOVA INC                                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     26200 | OU      | $-122736.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PENNYMAC MORTGAGE INVESTMENT TRUST                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |   1161741 | OU      | $-13696926.39 | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CAPITALAND INTEGRATED COMMERCIAL T                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SG        |    672182 | OU      | $-1134952.70  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HEALTHSTREAM INC                                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     67205 | OU      | $-1758082.80  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | GALP ENERGIA SGPS SA CLASS B                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | PT        |     85386 | OU      | $-1630465.67  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NIHON M&A CENTER HOLDINGS INC                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    408900 | OU      | $-2044180.04  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | GLOBAL BUSINESS TRAVEL GROUP INC C                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    128744 | OU      | $-827823.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | IBERDROLA SA                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | ES        |      9129 | OU      | $-160454.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | JAPAN REAL ESTATE INVESTMENT TRUST                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |        40 | OU      | $-32444.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | QANTAS AIRWAYS LTD                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |    277260 | OU      | $1922891.41   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WHARF (HOLDINGS) LTD                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | HK        |    873000 | OU      | $-2485547.77  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AGL ENERGY LTD                                          | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |    424739 | OU      | $2647014.60   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | COMPAGNIE DE SAINT GOBAIN SA                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | FR        |      7190 | OU      | $-824815.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HANWA LTD                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     14900 | OU      | $600238.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | THK LTD                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |     58100 | OU      | $1633131.08   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOYO SUISAN LTD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     87500 | OU      | $-5590252.34  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | VOLKSWAGEN NON-VOTING PREF AG                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | DE        |     32980 | OU      | $-3448576.92  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SCHOTT PHARMA AG                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | DE        |      3792 | OU      | $-102343.32   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KURABO INDUSTRIES LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      8400 | OU      | $-445814.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WHEATON PRECIOUS METALS CORP                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |     46689 | OU      | $4269940.88   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CNH INDUSTRIAL N.V. NV                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    603736 | OU      | $-7824418.56  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DISCO CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     80500 | OU      | $-23789880.58 | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RELX PLC                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     40937 | OU      | $-2127130.53  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | METAWATER LTD                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    317200 | OU      | $5766288.24   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RANGE RESOURCES CORP                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     20405 | OU      | $-749271.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DANSKE BANK                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DK        |    134272 | OU      | $-5326767.96  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ISETAN MITSUKOSHI HOLDINGS LTD                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      8200 | OU      | $-115886.30   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | UNION TOOL                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      8600 | OU      | $-359163.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | OSB GROUP PLC                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |    543328 | OU      | $-3974303.72  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TAYLOR MORRISON HOME CORP                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    186971 | OU      | $11083640.88  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PARADOX INTERACTIVE                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | SE        |     11522 | OU      | $-197010.84   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | IBERDROLA SA                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | ES        |    409215 | OU      | $7192492.62   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CNX RESOURCES CORP                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     18796 | OU      | $569706.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NICKEL INDUSTRIES LTD                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | AU        |    429921 | OU      | $-201971.75   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | OVS SPA                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IT        |     18255 | OU      | $-75569.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KILLAM APARTMENT REIT UNITS CLASS                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    193723 | OU      | $2561349.13   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIPPON PILLAR PACKING LTD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    108600 | OU      | $-2781539.64  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PC CONNECTION INC                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     46422 | OU      | $-2859130.98  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TIMEE INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    418200 | OU      | $-5573240.49  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ICHIBANYA LTD                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    130900 | OU      | $-845473.79   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ALLFUNDS GROUP PLC                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | NL        |     46430 | OU      | $321490.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TESCO PLC                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |   1845338 | OU      | $-10367885.20 | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ARHAUS INC CLASS A                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     33276 | OU      | $291497.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOYO SUISAN LTD                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     50100 | OU      | $-3200818.77  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MONDI PLC                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    411021 | OU      | $-5556277.87  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KUBOTA CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   1895000 | OU      | $21250997.52  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LOGITECH INTERNATIONAL SA                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |    194828 | OU      | $18065786.51  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EXELIXIS INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    167377 | OU      | $6062394.94   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | AMNEAL PHARMACEUTICALS INC CLASS A                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     83506 | OU      | $653016.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NCC B                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | SE        |     40839 | OU      | $773298.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PICTON PROPERTY INCOME LTD                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |    973053 | OU      | $1008773.88   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HENKEL AG                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |     16159 | OU      | $1149071.44   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | VERINT SYSTEMS INC                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    824097 | OU      | $17536784.16  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RWE AG                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |    315149 | OU      | $-12929044.99 | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PALO ALTO NETWORKS INC                                  | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      4179 | OU      | $-725474.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CLEARFIELD INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     90641 | OU      | $-3970982.21  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ELISA                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FI        |     26593 | OU      | $1368280.74   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | COMET HOLDING AG                                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | CH        |     19956 | OU      | $-5024530.87  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SUNSTONE HOTEL INVESTORS REIT INC                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |   1364888 | OU      | $-11942770.00 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ATLANTIC UNION BANKSHARES CORP                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    352415 | OU      | $-11171555.50 | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | FIVE9 INC                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    154368 | OU      | $3987325.44   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALLIANZ                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |      1244 | OU      | $491600.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KURARAY LTD                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    109900 | OU      | $1358745.33   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NICOLET BANKSHARES INC                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      2090 | OU      | $-269610.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | KELLER GROUP PLC                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    170757 | OU      | $2982522.81   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | HANESBRANDS INC                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |   2052324 | OU      | $-8394005.16  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | GUNZE LTD                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     26900 | OU      | $-681578.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SANKEN ELECTRIC LTD                                     | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |      2100 | OU      | $-119122.65   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CHAMPION IRON LTD                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |    259778 | OU      | $-686399.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CREST NICHOLSON HOLDINGS PLC                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    102254 | OU      | $-246116.92   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | IGG INC                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | HK        |    422000 | OU      | $221010.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | XYLEM INC                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     23815 | OU      | $-3444125.30  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | JUST GROUP PLC                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |   1416956 | OU      | $3948448.65   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | KONINKLIJKE VOPAK NV                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | NL        |    169090 | OU      | $-8077593.38  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INABATA LTD                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      8000 | OU      | $-173572.25   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | COURSERA INC                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    148865 | OU      | $1881653.60   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MONOGATARI CORP                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     79800 | OU      | $-2071193.34  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GESTAMP AUTOMOCION SA                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | ES        |    175511 | OU      | $-659746.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SAUL CENTERS REIT INC                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     32124 | OU      | $1035035.28   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EQUINOR                                                 | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | NO        |    619124 | OU      | $-15903790.37 | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | IVECO GROUP NV                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IT        |    312428 | OU      | $-6457833.43  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SIGMA HEALTHCARE LTD                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |   1326477 | OU      | $-2450156.22  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SALZGITTER AG                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |      9210 | OU      | $238797.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BUNKA SHUTTER LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      5500 | OU      | $-93092.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RTL GROUP SA                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |     14341 | OU      | $-565279.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BCE INC                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |    450160 | OU      | $10500267.90  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WESFARMERS LTD                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |     53012 | OU      | $2899729.73   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SUZUKI MOTOR CORP                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     86700 | OU      | $-952622.55   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HOYA CORP                                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     14200 | OU      | $-1791510.09  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | APPIAN CORP CLASS A                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     11448 | OU      | $316079.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LEGRAND SA                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |     18862 | OU      | $-2786044.02  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MADRIGAL PHARMACEUTICALS INC                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      1001 | OU      | $-302812.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | VSE CORP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     40594 | OU      | $-6354584.76  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ASSA ABLOY B                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |     27959 | OU      | $925169.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | LINEAGE INC                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      4331 | OU      | $-186882.65   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | GRIFFON CORP                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     32481 | OU      | $2639730.87   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ELEMENT FLEET MANAGEMENT CORP                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |     48965 | OU      | $-1273598.87  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TRI POINTE HOMES INC                                    | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     77613 | OU      | $2390480.40   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PATRICK INDUSTRIES INC                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    242648 | OU      | $-23595091.52 | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | KIER GROUP PLC                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |    530369 | OU      | $1386439.45   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PIGEON CORP                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |    332000 | OU      | $3670194.26   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PARKLAND CORP                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    107785 | OU      | $3042343.64   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PUIG BRANDS SA CLASS B                                  | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | ES        |    124554 | OU      | $-2314808.58  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COMMERZBANK AG                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |    256076 | OU      | $9338021.16   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MONGODB INC CLASS A                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     25023 | OU      | $-5952721.47  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MOODYS CORP                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     30715 | OU      | $15840646.95  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CREDITO EMILIANO                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IT        |      7521 | OU      | $114007.04    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ZENSHO HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     13200 | OU      | $-694629.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DMG MORI LTD                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    187400 | OU      | $4330293.27   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ELKEM                                                   | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | NO        |     60084 | OU      | $-139603.25   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PEARSON PLC                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |    353967 | OU      | $5005430.23   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LAM RESEARCH CORP                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     21602 | OU      | $-2048733.68  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HACKSAW                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |     83032 | OU      | $654383.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ASTEC INDUSTRIES INC                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      3519 | OU      | $139563.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMPLIFON                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |    111607 | OU      | $1878781.41   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | JAPAN INVESTMENT ADVISER LTD                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    104700 | OU      | $-1274347.47  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ISS A S                                                 | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | DK        |     43424 | OU      | $-1248281.14  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LIQUIDIA CORP                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     44439 | OU      | $-830564.91   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | WACKER CHEMIE AG                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |    115103 | OU      | $-8567228.40  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NOVO NORDISK CLASS B                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DK        |     82333 | OU      | $3829140.38   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CARGURUS INC CLASS A                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     62448 | OU      | $2049543.36   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NIPPON REIT INVESTMENT REIT CORP                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |      5444 | OU      | $3407973.74   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | EZCORP NON VOTING INC CLASS A                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    440982 | OU      | $6314862.24   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RELO GROUP INC                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      3000 | OU      | $-34449.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TUTOR PERINI CORP                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     32485 | OU      | $1564152.75   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FRESNILLO PLC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    104186 | OU      | $-1921052.07  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KAROON ENERGY LTD                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |   2761947 | OU      | $-3303272.33  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DEUTZ AG                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | DE        |     82684 | OU      | $725092.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SWISSCOM AG                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |       304 | OU      | $211229.63    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | NIKE INC CLASS B                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    120678 | OU      | $-9013439.82  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BT GROUP PLC                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |    155560 | OU      | $-424840.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | FUKUYAMA TRANSPORTING LTD                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |     16400 | OU      | $-390466.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CAPGEMINI                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |     67103 | OU      | $9990046.57   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | JAPAN INVESTMENT ADVISER LTD                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |      3500 | OU      | $-42599.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NOW INC                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |    187111 | OU      | $2911447.16   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | GLOBAL INDUSTRIAL                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     16765 | OU      | $571015.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PILBARA MINERALS LTD                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |     87253 | OU      | $-88536.35    | -0.00%            |  |  |  | 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      | $44238.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NITTO BOSEKI LTD                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     62200 | OU      | $-2721229.29  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DSV                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DK        |     46079 | OU      | $-10325608.15 | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NRW HOLDINGS LTD                                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |    299392 | OU      | $618197.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DIGITALOCEAN HOLDINGS INC                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    412216 | OU      | $11484337.76  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GROCERY OUTLET HOLDING CORP                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    246845 | OU      | $3250948.65   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CAPITALAND INVESTMENT LTD                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SG        |    295100 | OU      | $-628504.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | KEMIRA                                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | FI        |    406260 | OU      | $-8645767.81  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LEONARDO FINMECCANICA SPA                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |    106929 | OU      | $5763806.98   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | KISSEI PHARMACEUTICAL LTD                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     35900 | OU      | $1057672.42   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ENOVA INTERNATIONAL INC                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     99626 | OU      | $10416894.56  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TOKIO MARINE HOLDINGS INC                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |     15000 | OU      | $602293.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | YAMAHA MOTOR LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   1086600 | OU      | $-7859183.16  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HENKEL   KGAA PREF AG                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |    195057 | OU      | $15030916.06  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NIPPON SANSO HOLDINGS CORP                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     10600 | OU      | $-375171.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ORGANON                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    158831 | OU      | $1540660.70   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GENUINE PARTS                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    104326 | OU      | $-13445534.88 | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SOFINA SA                                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | BE        |     30642 | OU      | $-9383253.15  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GILEAD SCIENCES INC                                     | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     34930 | OU      | $-3922289.70  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | HUNTSMAN CORP                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |   1357796 | OU      | $13170621.20  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | 3M                                                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     48157 | OU      | $-7185987.54  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PG E CORP                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |   1582983 | OU      | $22193421.66  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SYSMEX CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    448700 | OU      | $7289513.47   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CONVATEC GROUP PLC                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |    307386 | OU      | $947063.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OMNICELL INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    291341 | OU      | $9034484.41   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NEXI                                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | IT        |     69046 | OU      | $-394268.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HONDA MOTOR LTD                                         | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |   1830300 | OU      | $-18948918.21 | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SONIC HEALTHCARE LTD                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |    975813 | OU      | $17231725.89  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797RJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  10300000 | PA      | $10101820.58  | 0.17%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ORCHID ISLAND CAPITAL INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    306480 | OU      | $-2133100.80  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PINTEREST INC CLASS A                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     47572 | OU      | $-1836279.20  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WPP PLC                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |    457727 | OU      | $-2478311.07  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GENMAB                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DK        |     17250 | OU      | $3713880.56   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ALTAGAS LTD                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |     85852 | OU      | $-2534790.21  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IMMOFINANZ AG                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AT        |     31952 | OU      | $663711.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHURGARD SELF STORAGE LTD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | BE        |     24403 | OU      | $-968366.45   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TOWA PHARMACEUTICAL LTD                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    278800 | OU      | $6048597.98   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SALMAR                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NO        |     75824 | OU      | $3080278.95   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RIKEN KEIKI LTD                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     20400 | OU      | $-429492.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TRANSCAT INC                                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     42454 | OU      | $-3244759.22  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIPPON TELEGRAPH AND TELEPHONE COR                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |  10181800 | OU      | $10282206.79  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ENOVIX CORP                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     13581 | OU      | $-63423.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MAIRE TECNIMONT                                         | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | IT        |     54881 | OU      | $762323.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CANFOR CORP                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CA        |    157745 | OU      | $-1546028.51  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | INNOVEX INTERNATIONAL INC                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    501926 | OU      | $-8241624.92  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SCREEN HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      7400 | OU      | $-577273.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | RENTOKIL INITIAL PLC                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |   5256097 | OU      | $-26219747.19 | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIKON CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     64200 | OU      | $-623490.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DIC CORP                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    807300 | OU      | $15934953.20  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BRIGHTSPIRE CAPITAL INC CLASS A                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    809304 | OU      | $-4192194.72  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BOSS ENERGY LTD                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |   1732238 | OU      | $-1907042.91  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | STRAUMANN HOLDING AG                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |     33787 | OU      | $-4116603.21  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | RICOH LTD                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     21800 | OU      | $-191153.06   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LONDONMETRIC PROPERTY REIT PLC                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |   1347070 | OU      | $-3390126.97  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NOVANTA INC                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     40688 | OU      | $-5005437.76  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TOMONY HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     34400 | OU      | $-139057.16   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SUZUKI MOTOR CORP                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    462800 | OU      | $-5085048.63  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SCATEC SOLAR                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | NO        |    152657 | OU      | $-1514628.05  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | STEPSTONE GROUP INC CLASS A                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     45112 | OU      | $-2677848.32  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SUNDRUG LTD                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     28600 | OU      | $-847676.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MIRION TECHNOLOGIES INC CLASS A                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     37529 | OU      | $-838773.15   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ASSOCIATED BRITISH FOODS PLC                            | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |     78954 | OU      | $-2286151.46  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CTS EVENTIM AG                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | DE        |     21410 | OU      | $-2417710.72  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CAIXABANK SA                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | ES        |    452123 | OU      | $-4253711.17  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ENPHASE ENERGY INC                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      8007 | OU      | $259106.52    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TRANSCAT INC                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      9875 | OU      | $-754746.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | LONZA GROUP AG                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CH        |     24271 | OU      | $-16916131.78 | -0.28%            |  |  |  | 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      | $-7068.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                   | TRSWAP: MNDZ5 FUTURE 31-MAR-2026                        | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DE               |  | FR        | 194000000 | OU      | $52387.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SANDS CHINA LTD                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | HK        |   1269600 | OU      | $-3073406.28  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TAIKISHA LTD                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     15600 | OU      | $279495.95    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PRA GROUP INC                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      5995 | OU      | $91124.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | HYAKUGO BANK LTD                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     84900 | OU      | $-419923.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | INTUITIVE SURGICAL INC                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      8626 | OU      | $-4149882.34  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AIR LEASE CORP CLASS A                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     45072 | OU      | $-2496988.80  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | INFRATIL LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NZ        |    722812 | OU      | $-4935433.94  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NITTO DENKO CORP                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |      5400 | OU      | $-111747.06   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NIPPON PAINT HOLDINGS LTD                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     56000 | OU      | $-474742.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ASANA INC CLASS A                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    101858 | OU      | $1495275.44   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | JFE HOLDINGS INC                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     69200 | OU      | $-800855.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CAPITALAND INVESTMENT LTD                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SG        |   1081500 | OU      | $-2303380.93  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | COOPER INC                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    173066 | OU      | $-12234035.54 | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BCE INC                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |   1332853 | OU      | $31089642.73  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BWX TECHNOLOGIES INC                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     31923 | OU      | $-4850061.39  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EXTRA SPACE STORAGE REIT INC                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     40400 | OU      | $-5428144.00  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ATLAS ENERGY SOLUTIONS INC                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    276965 | OU      | $-3600545.00  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TORIDOLL HOLDINGS CORP                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     82400 | OU      | $2423929.61   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BROOKFIELD ASSET MANAGEMENT VOTING                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     24648 | OU      | $-1519865.13  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MARUWA (OWARIASAHI) LTD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     49000 | OU      | $-14769461.41 | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MEBUKI FINANCIAL GROUP INC                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    152100 | OU      | $-824695.31   | -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        |    102192 | OU      | $2934954.24   | 0.05%             |  |  |  | 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      | $8609.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SEIBU HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     36400 | OU      | $-1017187.03  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ENCORE CAPITAL GROUP INC                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    116611 | OU      | $4300613.68   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AIR CANADA VOTING AND VARIABLE VOT                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |    424176 | OU      | $-5908340.65  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | FIRST ADVANTAGE CORP                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    189585 | OU      | $-3277924.65  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BASIC-FIT NV                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |     12463 | OU      | $333346.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | AMERICAN EAGLE OUTFITTERS INC                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    384096 | OU      | $4148236.80   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PAGAYA TECHNOLOGIES LTD CLASS A                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     14391 | OU      | $-432449.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | JACOBS SOLUTIONS INC                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       733 | OU      | $-103990.71   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | YAMADA HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    442800 | OU      | $-1349530.82  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | FRANKLIN ELECTRIC INC                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     83136 | OU      | $-7810627.20  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CHEUNG KONG INFRASTRUCTURE HOLDING                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | HK        |     87000 | OU      | $612739.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AEON FINANCIAL SERVICES LTD                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    305600 | OU      | $-2748114.73  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SKYLARK HOLDINGS LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    124100 | OU      | $2358873.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ABM INDUSTRIES INC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      7658 | OU      | $353263.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MIDWESTONE FINANCIAL GROUP INC                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      9604 | OU      | $-264494.16   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | FEDERAL SIGNAL CORP                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     36820 | OU      | $-4660307.40  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GEORGE WESTON LTD                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    144995 | OU      | $27551770.75  | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NIPPON PAINT HOLDINGS LTD                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    218100 | OU      | $-1848950.85  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MSCI INC                                                | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      1535 | OU      | $-861687.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ST JAMESS PLACE PLC                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | GB        |     87457 | OU      | $1505211.13   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | INNODATA INC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     17379 | OU      | $-954107.10   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | STELLA JONES INC                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |     82991 | OU      | $-4731133.87  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SKY PERFECT JSAT HOLDINGS INC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    266100 | OU      | $2520033.33   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ARIAKE JAPAN LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     27900 | OU      | $-1235838.86  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NIPPON PAINT HOLDINGS LTD                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |   1019200 | OU      | $-8640305.85  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | A2A                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IT        |   1050323 | OU      | $2559375.34   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DEVON ENERGY CORP                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    459218 | OU      | $15255221.96  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CHARTER HALL SOCIAL INFRASTRUCTURE                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |   1120362 | OU      | $2128603.34   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | VONOVIA SE                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |       400 | OU      | $12414.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GLOBAL INDUSTRIAL                                       | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     13270 | OU      | $451976.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq Stockholm AB                              | OMXS30 IND FUTURE AUG25                                 | CUSIP: 000000000<br>LEI: 549300KBQIVNEJEZVL96 | N/A              | DE               |  | SE        |     -3442 | NC      | $-952495.43   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LONDON STOCK EXCHANGE GROUP PLC                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    269735 | OU      | $32879339.03  | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KONE                                                    | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | FI        |      3924 | OU      | $240966.72    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | STABILUS                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | DE        |      5223 | OU      | $149726.70    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MILBON LTD                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    106100 | OU      | $1789282.94   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | A P MOLLER MAERSK B                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DK        |      1867 | OU      | $3686879.14   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | UNION TOOL                                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |     15200 | OU      | $-634800.21   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SECURE WASTE INFRASTRUCTURE CORP                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |    236388 | OU      | $2582934.70   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | FLUGHAFEN ZUERICH AG                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CH        |     28982 | OU      | $8168187.69   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DILLARDS INC CLASS A                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     11602 | OU      | $-5417321.86  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WHITECAP RESOURCES INC                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |    195464 | OU      | $-1475572.63  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TKH GROUP NV                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | NL        |     26205 | OU      | $-1077896.21  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | QXO INC                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    185885 | OU      | $-3728853.10  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | IZUMI LTD                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     86700 | OU      | $-1825173.71  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SBA COMMUNICATIONS REIT CORP CLASS                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     10225 | OU      | $2297762.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IRESS LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    321222 | OU      | $1629745.79   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SHERWIN WILLIAMS                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      6892 | OU      | $-2280424.96  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | FOOD   LIFE COMPANIES LTD                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     43700 | OU      | $2201012.02   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALPHA AND OMEGA SEMICONDUCTOR LTD                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    122746 | OU      | $-3126340.62  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SUNSTONE HOTEL INVESTORS REIT INC                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |    264622 | OU      | $-2315442.50  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KONTRON AG                                              | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | DE        |     12334 | OU      | $397896.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | THERMO FISHER SCIENTIFIC INC                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     10716 | OU      | $5011658.88   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | LUNDBERGFORETAGEN CLASS B                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |        42 | OU      | $-2048.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MITSUBISHI CORP                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    425000 | OU      | $-8382434.74  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | YAMAGUCHI FINANCIAL GROUP INC                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |    303700 | OU      | $3437514.35   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURECYCLE TECHNOLOGIES INC                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    279415 | OU      | $-3746955.15  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BAM GROEP KONINKLIJKE NV                                | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | NL        |    255148 | OU      | $2227502.95   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CINCINNATI FINANCIAL CORP                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      6421 | OU      | $-947161.71   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | QUEBECOR INC CLASS B                                    | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | CA        |     90685 | OU      | $-2551170.11  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ASSURANT INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     50154 | OU      | $9393844.20   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NIPPON PAINT HOLDINGS LTD                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   1661900 | OU      | $-14088818.97 | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BENDIGO AND ADELAIDE BANK LTD                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |   1240456 | OU      | $-9718050.75  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DOORDASH INC CLASS A                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     15531 | OU      | $3886632.75   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | THE SIMPLY GOOD FOODS COMPANY                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    420648 | OU      | $-12812938.08 | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | IVANHOE MINES LTD CLASS A                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |    117185 | OU      | $-914239.21   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | LINCOLN ELECTRIC HOLDINGS INC                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     16576 | OU      | $4036256.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN ELEVATOR SERVICE HOLDINGS LT                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    261000 | OU      | $-6967528.82  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FINANCIAL PRODUCTS GROUP LTD                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     98300 | OU      | $1578272.92   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SOLARIS OILFIELD INFRASTRUCTURE IN                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     13766 | OU      | $-449735.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MEDIBANK PRIVATE LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |     68424 | OU      | $-223637.23   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | INTUIT INC                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     18533 | OU      | $14550814.29  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | YASKAWA ELECTRIC CORP                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   1077100 | OU      | $22528390.92  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | YAKULT HONSHA LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   1274700 | OU      | $-20506780.68 | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BROOKFIELD WEALTH SOLUTIONS EXCHAN                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | CA        |     50852 | OU      | $-3401388.11  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TRONOX HOLDINGS PLC                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    199000 | OU      | $634810.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HITACHI LTD                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    486300 | OU      | $14881092.95  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CHESAPEAKE UTILITIES CORP                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     53140 | OU      | $-6370423.20  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | OCADO GROUP PLC                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |    120912 | OU      | $501128.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NEW YORK TIMES CLASS A                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    217827 | OU      | $11303043.03  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | EAST JAPAN RAILWAY                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      9000 | OU      | $-192907.47   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | HOST HOTELS   RESORTS REIT INC                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |   1340747 | OU      | $-21076542.84 | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NATIONAL STORAGE REIT STAPLED UNIT                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |   1151544 | OU      | $-1765731.83  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BLACKSTONE MORTGAGE TRUST REIT CLA                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    583026 | OU      | $-10774320.48 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CORE LABORATORIES INC                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |    175888 | OU      | $-1924214.72  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ENDEAVOUR GROUP LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    793986 | OU      | $-2079198.65  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FUJITSU LTD                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    285600 | OU      | $6221486.66   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | TRSWAP: UKDZ5 FUTURE 18-DEC-2025                        | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | GB        |   2803116 | OU      | $-38550.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | APPLIED DIGITAL CORP                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    345557 | OU      | $-4540618.98  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ENEL                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | IT        |    103862 | OU      | $915884.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NABTESCO CORP                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    981600 | OU      | $18057967.31  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KOMEDA HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     92700 | OU      | $-1848849.92  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | INDEPENDENT BANK CORP                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    187198 | OU      | $-11896432.90 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FIRST CAPITAL REALTY REAL ESTATE I                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CA        |    225597 | OU      | $-3026738.04  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                   | TRSWAP: MNDZ6 FUTURE 31-MAR-2027                        | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DE               |  | FR        | 199625000 | OU      | $53713.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PRYSMIAN                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | IT        |    141840 | OU      | $-11327827.83 | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | JAPAN REAL ESTATE INVESTMENT TRUST                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       540 | OU      | $-437996.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SG HOLDINGS LTD                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |     34400 | OU      | $-381647.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RELO GROUP INC                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    502600 | OU      | $-5771457.83  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CREDIT CORP GROUP LTD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |     41703 | OU      | $410980.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | RENK GROUP AG                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |     24372 | OU      | $-1891935.59  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | AT T INC                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    806718 | OU      | $22112140.38  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MARATHON PETROLEUM CORP                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     22078 | OU      | $-3757454.82  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WELCIA HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     96600 | OU      | $-1620915.87  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WARTSILA                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FI        |    266617 | OU      | $7366201.22   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOBU RAILWAY LTD                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      8700 | OU      | $-148089.78   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | XERO LTD                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |     32791 | OU      | $3776229.79   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DIGITALBRIDGE GROUP INC CLASS A                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    133986 | OU      | $1439009.64   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SUMITOMO CHEMICAL LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   8565500 | OU      | $21423085.88  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SEGA SAMMY HOLDINGS INC                                 | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |      1300 | OU      | $-26574.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CHOCOLADEFABRIKEN LINDT   SPRUENGL                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |         4 | OU      | $-584888.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RATIONAL AG                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | DE        |         5 | OU      | $3859.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TEXAS PACIFIC LAND CORP                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      3908 | OU      | $-3783452.04  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TRUPANION INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      2721 | OU      | $129002.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FIRST ADVANTAGE CORP                                    | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    283693 | OU      | $-4905051.97  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NFI GROUP INC                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |     39877 | OU      | $-549690.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DAIWA HOUSE REIT CORP                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      4521 | OU      | $-7560572.30  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | METAWATER LTD                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |     26800 | OU      | $487189.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LAMAR ADVERTISING COMPANY  CLAS                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     39956 | OU      | $4884621.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SCHINDLER HOLDING AG                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CH        |      4253 | OU      | $1491651.55   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GAZTRANSPORT   TECHNIGAZ SA                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |      5488 | OU      | $1032212.26   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | RUBRIK INC CLASS A                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      4843 | OU      | $-459842.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | GALP ENERGIA SGPS SA CLASS B                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | PT        |    218588 | OU      | $-4173989.06  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | JAPAN PRIME REALTY INVESTMENT REIT                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |      3769 | OU      | $2475999.26   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | CAMTEK LTD                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     26563 | OU      | $2500906.45   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALTEN SA                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |      4213 | OU      | $-342412.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UNDER ARMOUR INC CLASS A                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    977270 | OU      | $-6489072.80  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SKANDINAVISKA ENSKILDA BANKEN                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | SE        |    323417 | OU      | $-5657380.34  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NOVA LTD                                                | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      2796 | OU      | $734201.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BENCHMARK ELECTRONICS INC                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     71929 | OU      | $2769266.50   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | INDEPENDENT BANK CORP                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      7938 | OU      | $242505.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ASPEN INSURANCE HOLDINGS LTD CLASS                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      5819 | OU      | $-183822.21   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DISCOVERIE GROUP                                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |     43514 | OU      | $397095.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FRONTDOOR INC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    208046 | OU      | $12170691.00  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | CANADIAN NATIONAL RAILWAY                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | CA        |    108419 | OU      | $10123592.83  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TOHOKU ELECTRIC POWER INC                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |   1903900 | OU      | $13357177.41  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | WAFD INC                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      8808 | OU      | $-256356.84   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | YAMATO KOGYO LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    212600 | OU      | $-11929742.20 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | BROWN FORMAN CORP CLASS B                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      6483 | OU      | $187034.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SEIKITOKYU KOGYO LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      6700 | OU      | $-65268.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ESSILORLUXOTTICA SA                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | FR        |     75839 | OU      | $-22551056.58 | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD ZAR                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $14463.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | JFE HOLDINGS INC                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    167000 | OU      | $-1932700.77  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AIRBUS GROUP                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |     30997 | OU      | $-6232103.71  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RHEINMETALL AG                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |      5390 | OU      | $10669483.68  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MERIDIAN ENERGY LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | NZ        |    616764 | OU      | $-2071012.93  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TSUBURAYA FIELDS HOLDINGS INC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    162400 | OU      | $-2471916.04  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TP ICAP GROUP PLC                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | GB        |    420738 | OU      | $1698430.67   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PINNACLE FINANCIAL PARTNERS INC                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     18857 | OU      | $-1657341.73  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SIEMENS ENERGY N AG                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | DE        |    180096 | OU      | $20851273.93  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ANDERSONS INC                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    101629 | OU      | $3650513.68   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SIMON PROPERTY GROUP REIT INC                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     37116 | OU      | $6079229.64   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TOKMANNI GROUP CORPORATION                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | FI        |    260978 | OU      | $-2555594.97  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD EUR                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $13009.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ELEMENT FLEET MANAGEMENT CORP                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |    470471 | OU      | $-12237135.42 | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HOLOGIC INC                                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     60442 | OU      | $-4038734.44  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SHELL PLC                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |    225837 | OU      | $-8115024.07  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AUTOBACS SEVEN LTD                                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    111900 | OU      | $1091706.95   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NICKEL INDUSTRIES LTD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |   5295101 | OU      | $-2487575.23  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN POST HOLDINGS LTD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |   1069500 | OU      | $9904282.91   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TECHNOLOGY ONE LTD                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |    302860 | OU      | $7922371.48   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | DIAMONDROCK HOSPITALITY REIT                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    402561 | OU      | $-3107770.92  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | VERBUND AG                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AT        |     27435 | OU      | $-2042795.77  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | COMSYS HOLDINGS CORP                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    151300 | OU      | $3468529.83   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JAPAN HOTEL INVESTMENT REIT CORP                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     15003 | OU      | $8245253.86   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MARRIOTT VACATIONS WORLDWIDE CORP                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     21268 | OU      | $-1583827.96  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | UNITED NATURAL FOODS INC                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    264989 | OU      | $7324295.96   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CARTERS INC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     25784 | OU      | $625004.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NEC CORP                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |    579500 | OU      | $16640848.24  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | JD SPORTS FASHION PLC                                   | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | GB        |    177045 | OU      | $-198730.59   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VENTIA SERVICES GROUP LTD                               | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |    530752 | OU      | $1767291.32   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | RENAULT SA                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | FR        |    404612 | OU      | $-14970958.45 | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.     | MSCI SING IX ETS AUG25                                  | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |      -643 | NC      | $282482.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | COEUR MINING INC                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    847837 | OU      | $-7367703.53  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MIXI INC                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |    170300 | OU      | $3897271.15   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ORORA LTD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |   3620144 | OU      | $-4804711.30  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ERG                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | IT        |     25267 | OU      | $-547395.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EAST JAPAN RAILWAY                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    322900 | OU      | $-6921091.34  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KOBAYASHI PHARMACEUTICAL LTD                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    616500 | OU      | $-21680769.50 | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD EUR                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $226424.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ASAHI GROUP HOLDINGS LTD                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    818900 | OU      | $10388629.99  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NETWEALTH GROUP LTD                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |    451416 | OU      | $10772780.50  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | ALARM.COM HOLDINGS INC                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     37400 | OU      | $2043162.00   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VONTOBEL HOLDING AG                                     | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | CH        |      2043 | OU      | $-148963.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | WD-40                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     26893 | OU      | $5765859.20   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | APA GROUP UNITS                                         | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | AU        |   1245840 | OU      | $-6700608.27  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SYNAPTICS INC                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    214956 | OU      | $13477741.20  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | MITSUBISHI PENCIL LTD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      1100 | OU      | $-15080.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VARONIS SYSTEMS INC                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     12537 | OU      | $-699940.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ESQUIRE FINANCIAL HOLDINGS INC                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      2900 | OU      | $-278052.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | INTERNATIONAL PAPER CO                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |      6147 | OU      | $-305029.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NATIONAL AUSTRALIA BANK LTD                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | AU        |    237909 | OU      | $-5904102.86  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DAETWYLER HOLDING AG                                    | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | CH        |      1581 | OU      | $-281566.81   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DNB BANK                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NO        |     47347 | OU      | $1197866.44   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOKYU FUDOSAN HOLDINGS CORP                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    970300 | OU      | $6842220.20   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | JDE PEETS NV                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | NL        |     30407 | OU      | $-901721.68   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SHIN NIPPON BIOMEDICAL LABORATORIE                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     97700 | OU      | $-899502.07   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NITORI HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     31300 | OU      | $-2650694.94  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | LUMEN TECHNOLOGIES INC                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    127498 | OU      | $-567366.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PHILIP MORRIS INTERNATIONAL INC                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     13112 | OU      | $-2151023.60  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DENSO CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    142900 | OU      | $1938784.11   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SHIMIZU CORP                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |    552300 | OU      | $6118357.72   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BARCLAYS PLC                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | GB        |   2525029 | OU      | $12342387.56  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VALEO                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | FR        |    116423 | OU      | $1266619.86   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NORWEGIAN CRUISE LINE HOLDINGS LTD                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    365621 | OU      | $-9345272.76  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SMA SOLAR TECHNOLOGY AG                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | DE        |         4 | OU      | $-91.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SVENSKA CELLULOSA B                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | SE        |    728298 | OU      | $-9133692.56  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RAMELIUS RESOURCES LTD                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |   5133471 | OU      | $8259138.87   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | KIKKOMAN CORP                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     17200 | OU      | $-151101.30   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WASTE CONNECTIONS INC                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      3710 | OU      | $692545.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TOHO (TOKYO) LTD                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    247000 | OU      | $-15584020.35 | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SEIBU HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |      8400 | OU      | $-234735.47   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL               | TRSWAP: DEDZ5 FUTURE 19-DEC-2025                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |   1159738 | OU      | $11802.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | INTERRENT REAL ESTATE INVESTMENT T                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CA        |    173652 | OU      | $-1660572.32  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ASTON MARTIN LAGONDA GLOBAL HOLDIN                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |    101022 | OU      | $-92921.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | THE SAGE GROUP PLC                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | GB        |    416036 | OU      | $6680143.04   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BROADSTONE NET LEASE INC                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    174310 | OU      | $2830794.40   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AMRIZE AG                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CH        |      7750 | OU      | $-391769.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | J.FRONT RETAILING LTD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     27700 | OU      | $-373389.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SABLE OFFSHORE CORP CLASS A                             | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    107055 | OU      | $-3283376.85  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GARRETT MOTION INC                                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     26496 | OU      | $-345507.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PAGERDUTY INC                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    748634 | OU      | $12067980.08  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | COURSERA INC                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    353740 | OU      | $4471273.60   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ASTELLAS PHARMA INC                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |    600100 | OU      | $6222208.92   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | RCI HOSPITALITY HOLDINGS INC                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     17774 | OU      | $-636842.42   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | KEEPER TECHNICAL LABORATORY LTD                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |      3200 | OU      | $-69102.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MARKEL GROUP INC                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      7817 | OU      | $-15698802.93 | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SQUARE ENIX HLDG LTD                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      3100 | OU      | $-209579.09   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EXACT SCIENCES CORP                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    162321 | OU      | $7620970.95   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FORD MOTOR CO                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |   2533332 | OU      | $-28043985.24 | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | FREEPORT MCMORAN INC                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     72055 | OU      | $2899493.20   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | OCEANEERING INTERNATIONAL INC                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    319855 | OU      | $6940853.50   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RAKUTEN GROUP INC                                       | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |   2347600 | OU      | $11878181.24  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | VAULT MINERALS LTD                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |  16411747 | OU      | $3799306.82   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BAUSCH LOMB CORP                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     92751 | OU      | $-1264196.13  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HUSQVARNA                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | SE        |   1652926 | OU      | $8952417.42   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CHOCOLADEFABRIKEN LINDT   SPRUENGL                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | CH        |      1387 | OU      | $20403560.31  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AMETEK INC                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     18200 | OU      | $3364270.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TFI INTERNATIONAL INC                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    246564 | OU      | $21442668.88  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | KEIYO BANK LTD                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |    224800 | OU      | $1689143.69   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FIRSTGROUP PLC                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | GB        |    421244 | OU      | $1248372.68   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PROXIMUS NV                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | BE        |    334869 | OU      | $-2782335.67  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SVENSKA CELLULOSA B                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |    793218 | OU      | $-9947863.84  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | THERMON GROUP HOLDINGS INC                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      9095 | OU      | $-257206.60   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LINAMAR CORP                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |     32599 | OU      | $-1576308.46  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED EUR / SOLD USD                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-5205.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | HORIZON BANCORP INC                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      4597 | OU      | $71207.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DOWA HOLDINGS LTD                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    138700 | OU      | $4529554.81   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TBC BANK GROUP PLC                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     13595 | OU      | $868976.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ACS ACTIVIDADES DE CONSTRUCCION Y                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | ES        |     94823 | OU      | $6544185.21   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NORDEA BANK                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FI        |     30816 | OU      | $449660.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | FREENET AG                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |    333047 | OU      | $-10801659.63 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NEMETSCHEK                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |     94451 | OU      | $14072543.11  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | THE NAVIGATOR COMPANY SA                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | PT        |   2297619 | OU      | $-8114875.21  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LEGALZOOM COM INC                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    450073 | OU      | $4046156.27   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MARTINREA INTERNATIONAL INC                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | CA        |     62847 | OU      | $-377372.29   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SONIC HEALTHCARE LTD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | AU        |   1135642 | OU      | $20054120.67  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EDISON INTERNATIONAL                                    | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |    473462 | OU      | $24676839.44  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SUMITOMO CORP                                           | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | JP        |    147100 | OU      | $3759839.63   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HOIST FINANCE                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | SE        |      9533 | OU      | $-93926.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ENOVIX CORP                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     74808 | OU      | $-1002427.20  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NLIGHT INC                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     16755 | OU      | $-352022.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SEKISUI CHEMICAL LTD                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     99200 | OU      | $-1720635.91  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MONOTARO LTD                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |    113400 | OU      | $-2019304.26  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NORTH PACIFIC BANK LTD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |     33400 | OU      | $-143714.35   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MARUI GROUP LTD                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |   1291400 | OU      | $26300629.24  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LIFENET INSURANCE                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    119400 | OU      | $-1808566.94  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MITSUI-SOKO HOLDINGS LTD                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     65000 | OU      | $-1688969.84  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED AUD / SOLD USD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |         1 | NC      | $-6112.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LEGRAND SA                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      1965 | OU      | $-290243.69   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PUBLIC SERVICE ENTERPRISE GROUP IN                      | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     39467 | OU      | $-3543741.93  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | GOLDMAN SACHS GROUP INC                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       316 | OU      | $-228654.44   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GUNGHO ONLINE ENTERTAINMENT INC                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     71100 | OU      | $-1361125.16  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | MSA SAFETY INC                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    119272 | OU      | $-21214910.64 | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TELEFONICA SA                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | ES        |   2052130 | OU      | $10590617.57  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | LANXESS AG                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |     45816 | OU      | $-1258195.74  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BIOMERIEUX SA                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |       479 | OU      | $-68537.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CONSTELLATION BRANDS INC CLASS A                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |      1316 | OU      | $219824.64    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KKR AND CO INC                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     13399 | OU      | $-1964025.42  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ARMOUR RESIDENTIAL REIT INC                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |   1628246 | OU      | $-26556692.26 | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | COMMUNITY FINANCIAL SYSTEM INC                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     75513 | OU      | $-3979535.10  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JUROKU FINANCIAL GROUP INC                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |      3700 | OU      | $-127604.54   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BARRICK MINING CORP                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | CA        |    467018 | OU      | $-9858744.59  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WELCIA HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    175200 | OU      | $-2939797.73  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DOUGLAS DYNAMICS INC                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      5404 | OU      | $-154554.40   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | JAPAN EXCELLENT REIT INC                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |       101 | OU      | $-93440.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HORIZON BANCORP INC                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     33925 | OU      | $525498.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BUCKLE INC                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    372835 | OU      | $18406863.95  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ERAMET SA                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |     27913 | OU      | $-1543531.20  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | JB HI-FI LTD                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | AU        |     41100 | OU      | $2927224.42   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | EMERSON ELECTRIC                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     39560 | OU      | $-5756375.60  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KISSEI PHARMACEUTICAL LTD                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |    147300 | OU      | $4339697.72   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PALOMAR HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     18761 | OU      | $2485644.89   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PIEDMONT OFFICE REALTY TRUST REIT                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     96302 | OU      | $-728043.12   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NETWEALTH GROUP LTD                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | AU        |    457035 | OU      | $10906874.67  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | OKI ELECTRIC INDUSTRY LTD                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | JP        |    153200 | OU      | $1594124.96   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Floating Rate Notes                       | CUSIP: 91282CLT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40200000 | PA      | $40243894.38  | 0.67%             | 2026-10-31      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SIGMA HEALTHCARE LTD                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AU        |      4684 | OU      | $-8651.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AEROPORTS DE PARIS SA                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | FR        |     53979 | OU      | $-6551671.27  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CABOT CORP                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    120705 | OU      | $8712486.90   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | NBT BANCORP INC                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     13221 | OU      | $-547084.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | YAKULT HONSHA LTD                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     22600 | OU      | $-363578.29   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ITOCHU CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |     79600 | OU      | $-4175226.66  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                     | CUSIP: 912797PY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  22391300 | PA      | $22244218.72  | 0.37%             | 2025-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GALENICA AG                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | CH        |     86123 | OU      | $-9140201.39  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NEXGEN ENERGY LTD                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | CA        |     80499 | OU      | $540300.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TOKYO GAS LTD                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      7600 | OU      | $-254513.34   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | GRAND CITY PROPERTIES SA                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | DE        |     60806 | OU      | $766644.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MONOTARO LTD                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    462400 | OU      | $-8233917.89  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SQUARE ENIX HLDG LTD                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      1300 | OU      | $-87888.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | XOMETRY INC CLASS A                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     12187 | OU      | $-394127.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | GRINDR INC                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    438232 | OU      | $7660295.36   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | UCHIDA YOKO LTD                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | JP        |      2800 | OU      | $-191615.21   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CONSTELLATION ENERGY CORP                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      5197 | OU      | $-1807724.48  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | DISTRIBUTION SOLUTIONS GROUP INC                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     13334 | OU      | $-399619.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | GLAXOSMITHKLINE                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |     88937 | OU      | $-1635905.54  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SONOVA HOLDING AG                                       | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | CH        |     16524 | OU      | $4497964.28   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MACQUARIE GROUP LTD DEF                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | AU        |     27667 | OU      | $3831475.72   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | TIS INC                                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | JP        |     12500 | OU      | $-398773.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | GRAHAM HOLDINGS COMPANY CLASS B                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      1090 | OU      | $-1040056.20  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | NORTHWEST NATURAL HOLDING COMPANY                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    158974 | OU      | $-6346242.08  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | INFRASTRUTTURE WIRELESS ITALIANE                        | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | IT        |    170145 | OU      | $2011504.14   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TOPPAN HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | JP        |     25000 | OU      | $-673705.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | JAPAN INVESTMENT ADVISER LTD                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |     35600 | OU      | $-433302.48   | -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      | $66228.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KINDEN CORP                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | JP        |    123500 | OU      | $3888606.93   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | KION GROUP AG                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | DE        |    130269 | OU      | $-8008266.30  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TEMPUS AI INC CLASS A                                   | CUSIP: 000000000<br>LEI: 549300FWX3HQBUJIR891 | N/A              | DE               |  | US        |     42126 | OU      | $-2383910.34  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-23

**Name of Applicant:** BlackRock Funds

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer